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SXRY.DE vs. XESP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRY.DE vs. XESP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and Xtrackers Spanish Equity UCITS ETF (XESP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXRY.DE achieves a 14.40% return, which is significantly higher than XESP.DE's 7.33% return.


SXRY.DE

1D
0.28%
1M
2.66%
YTD
14.40%
6M
18.51%
1Y
29.82%
3Y*
28.94%
5Y*
19.74%
10Y*
15.00%

XESP.DE

1D
0.58%
1M
1.35%
YTD
7.33%
6M
11.94%
1Y
34.69%
3Y*
29.44%
5Y*
18.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRY.DE vs. XESP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRY.DE
iShares FTSE MIB UCITS ETF (Acc)
14.40%37.80%18.15%33.34%-9.13%26.71%-4.02%33.22%-14.32%4.95%
XESP.DE
Xtrackers Spanish Equity UCITS ETF
7.33%58.64%14.65%26.79%-1.62%10.88%-10.20%15.86%-12.41%-1.69%

Correlation

The correlation between SXRY.DE and XESP.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2017

0.81

The correlation between SXRY.DE and XESP.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

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Return for Risk

SXRY.DE vs. XESP.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXRY.DE
SXRY.DE Risk / Return Rank: 5959
Overall Rank
SXRY.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SXRY.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
SXRY.DE Omega Ratio Rank: 5555
Omega Ratio Rank
SXRY.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
SXRY.DE Martin Ratio Rank: 6363
Martin Ratio Rank

XESP.DE
XESP.DE Risk / Return Rank: 6666
Overall Rank
XESP.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XESP.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XESP.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XESP.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XESP.DE Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXRY.DE vs. XESP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and Xtrackers Spanish Equity UCITS ETF (XESP.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


SXRY.DEXESP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.33

1.38

-0.04

Calmar ratioReturn relative to maximum drawdown

3.16

3.51

-0.35

Martin ratioReturn relative to average drawdown

11.35

12.31

-0.95

SXRY.DE vs. XESP.DE - Sharpe Ratio Comparison

The current SXRY.DE Sharpe Ratio is 1.92, which is comparable to the XESP.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SXRY.DE and XESP.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXRY.DEXESP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

2.12

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

1.12

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.55

-0.17

Drawdowns

SXRY.DE vs. XESP.DE - Drawdown Comparison

The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than XESP.DE's maximum drawdown of -39.02%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and XESP.DE.


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Drawdown Indicators


SXRY.DEXESP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.59%

-39.02%

-4.57%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

-10.17%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-17.61%

-12.93%

-4.68%

Max Drawdown (5Y)

Largest decline over 5 years

-25.00%

-18.59%

-6.41%

Max Drawdown (10Y)

Largest decline over 10 years

-40.81%

Current Drawdown

Current decline from peak

-0.76%

-0.54%

-0.22%

Average Drawdown

Average peak-to-trough decline

-11.63%

-7.37%

-4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.91%

-0.21%

Volatility

SXRY.DE vs. XESP.DE - Volatility Comparison

iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 4.82% compared to Xtrackers Spanish Equity UCITS ETF (XESP.DE) at 4.48%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than XESP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRY.DEXESP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

4.48%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

14.04%

-1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

16.86%

-0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.28%

16.68%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

18.78%

+1.40%

SXRY.DE vs. XESP.DE - Expense Ratio Comparison

SXRY.DE has a 0.33% expense ratio, which is higher than XESP.DE's 0.30% expense ratio.


Dividends

SXRY.DE vs. XESP.DE - Dividend Comparison

Neither SXRY.DE nor XESP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXRY.DE and XESP.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XESP.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XESP.DE is cheaper with a 0.30% expense ratio, compared with 0.33% for SXRY.DE.

SXRY.DE tracks FTSE MIB, while XESP.DE tracks Solactive Spain 40. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.33% for SXRY.DE and 0.30% for XESP.DE.

Portfolio Optimizer

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