VALU.DE vs. SXRY.DE
VALU.DE (BNP Paribas Easy ESG Value Europe UCITS ETF) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - VALU.DE tracks the BNP Paribas Value Europe ESG while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, VALU.DE returned 8.70%/yr vs 17.09%/yr for SXRY.DE. Their correlation of 0.81 suggests significant overlap in exposure. VALU.DE charges 0.30%/yr vs 0.33%/yr for SXRY.DE.
Performance
VALU.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VALU.DE achieves a 12.64% return, which is significantly lower than SXRY.DE's 18.23% return. Over the past 10 years, VALU.DE has underperformed SXRY.DE with an annualized return of 8.70%, while SXRY.DE has yielded a comparatively higher 17.09% annualized return.
VALU.DE
- 1D
- 0.78%
- 1M
- 1.79%
- YTD
- 12.64%
- 6M
- 13.34%
- 1Y
- 24.34%
- 3Y*
- 18.27%
- 5Y*
- 7.97%
- 10Y*
- 8.70%
SXRY.DE
- 1D
- 0.23%
- 1M
- 4.00%
- YTD
- 18.23%
- 6M
- 19.05%
- 1Y
- 37.48%
- 3Y*
- 29.61%
- 5Y*
- 20.54%
- 10Y*
- 17.09%
VALU.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VALU.DE BNP Paribas Easy ESG Value Europe UCITS ETF | 12.64% | 23.55% | 9.22% | 14.94% | -19.32% | 23.14% | -12.18% | 17.78% | -12.49% | 17.81% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
Correlation
The correlation between VALU.DE and SXRY.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jun 7, 2016 | 0.81 |
The correlation between VALU.DE and SXRY.DE has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.
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Return for Risk
VALU.DE vs. SXRY.DE — Risk / Return Rank
VALU.DE
SXRY.DE
VALU.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.DE) and iShares FTSE MIB UCITS ETF (Acc) (SXRY.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VALU.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.41 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.85 | -0.71 |
| Martin ratioReturn relative to average drawdown | 11.27 | 14.30 | -3.03 |
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Drawdowns
VALU.DE vs. SXRY.DE - Drawdown Comparison
The maximum VALU.DE drawdown since its inception was -41.04%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for VALU.DE and SXRY.DE.
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Drawdown Indicators
| VALU.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.04% | -43.59% | +2.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.71% | -9.69% | +1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -17.61% | +3.44% |
Max Drawdown (5Y)Largest decline over 5 years | -31.19% | -25.00% | -6.19% |
Max Drawdown (10Y)Largest decline over 10 years | -41.04% | -40.81% | -0.23% |
Current DrawdownCurrent decline from peak | -0.47% | -1.98% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -11.61% | +3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.61% | -0.46% |
Volatility
VALU.DE vs. SXRY.DE - Volatility Comparison
The current volatility for BNP Paribas Easy ESG Value Europe UCITS ETF (VALU.DE) is 3.04%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that VALU.DE experiences smaller price fluctuations and is considered to be less risky than SXRY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VALU.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 3.90% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.45% | 12.78% | -3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.62% | 15.89% | -4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 18.29% | -3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.81% | 19.65% | -3.84% |
VALU.DE vs. SXRY.DE - Expense Ratio Comparison
VALU.DE has a 0.30% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
VALU.DE vs. SXRY.DE - Dividend Comparison
Neither VALU.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
VALU.DE and SXRY.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VALU.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VALU.DE is cheaper with a 0.30% expense ratio, compared with 0.33% for SXRY.DE.
VALU.DE tracks BNP Paribas Value Europe ESG, while SXRY.DE tracks FTSE MIB. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.30% for VALU.DE and 0.33% for SXRY.DE.
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