SXRY.DE vs. ^GSPC
Compare and contrast key facts about iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and S&P 500 (^GSPC).
SXRY.DE is a passively managed fund by iShares that tracks the performance of the FTSE MIB. It was launched on Jan 26, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXRY.DE or ^GSPC.
Correlation
The correlation between SXRY.DE and ^GSPC is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SXRY.DE vs. ^GSPC - Performance Comparison
Key characteristics
SXRY.DE:
1.91
^GSPC:
1.77
SXRY.DE:
2.55
^GSPC:
2.39
SXRY.DE:
1.33
^GSPC:
1.32
SXRY.DE:
2.56
^GSPC:
2.66
SXRY.DE:
9.43
^GSPC:
10.85
SXRY.DE:
2.86%
^GSPC:
2.08%
SXRY.DE:
14.14%
^GSPC:
12.79%
SXRY.DE:
-43.41%
^GSPC:
-56.78%
SXRY.DE:
0.00%
^GSPC:
0.00%
Returns By Period
In the year-to-date period, SXRY.DE achieves a 10.29% return, which is significantly higher than ^GSPC's 4.22% return. Over the past 10 years, SXRY.DE has underperformed ^GSPC with an annualized return of 9.90%, while ^GSPC has yielded a comparatively higher 11.29% annualized return.
SXRY.DE
10.29%
3.95%
15.60%
24.79%
12.78%
9.90%
^GSPC
4.22%
2.22%
9.51%
22.46%
12.74%
11.29%
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Risk-Adjusted Performance
SXRY.DE vs. ^GSPC — Risk-Adjusted Performance Rank
SXRY.DE
^GSPC
SXRY.DE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and S&P 500 (^GSPC). 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.
Drawdowns
SXRY.DE vs. ^GSPC - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.41%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
SXRY.DE vs. ^GSPC - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 3.45% compared to S&P 500 (^GSPC) at 3.07%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.