VWCG.DE vs. SXRY.DE
VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - VWCG.DE tracks the FTSE Developed Europe while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, VWCG.DE returned 10.23%/yr vs 20.54%/yr for SXRY.DE. Their correlation of 0.85 suggests significant overlap in exposure. VWCG.DE charges 0.10%/yr vs 0.33%/yr for SXRY.DE.
Performance
VWCG.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VWCG.DE achieves a 10.13% return, which is significantly lower than SXRY.DE's 18.23% return.
VWCG.DE
- 1D
- 0.58%
- 1M
- 2.24%
- YTD
- 10.13%
- 6M
- 10.87%
- 1Y
- 22.51%
- 3Y*
- 15.60%
- 5Y*
- 10.23%
- 10Y*
- —
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%
VWCG.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 10.13% | 20.44% | 8.96% | 16.07% | -9.83% | 24.91% | -2.57% | 7.53% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 8.85% |
Correlation
The correlation between VWCG.DE and SXRY.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019 | 0.85 |
The correlation between VWCG.DE and SXRY.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
VWCG.DE vs. SXRY.DE — Risk / Return Rank
VWCG.DE
SXRY.DE
VWCG.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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.
| VWCG.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 3.85 | -1.51 |
| Martin ratioReturn relative to average drawdown | 9.02 | 14.30 | -5.28 |
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Drawdowns
VWCG.DE vs. SXRY.DE - Drawdown Comparison
The maximum VWCG.DE drawdown since its inception was -35.70%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for VWCG.DE and SXRY.DE.
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Drawdown Indicators
| VWCG.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.70% | -43.59% | +7.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -9.69% | +0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -16.07% | -17.61% | +1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -20.09% | -25.00% | +4.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.81% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.98% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -11.61% | +6.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.61% | -0.12% |
Volatility
VWCG.DE vs. SXRY.DE - Volatility Comparison
The current volatility for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) is 2.82%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that VWCG.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
| VWCG.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.82% | 3.90% | -1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 10.76% | 12.78% | -2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 15.89% | -2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 18.29% | -4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 19.65% | -2.84% |
VWCG.DE vs. SXRY.DE - Expense Ratio Comparison
VWCG.DE has a 0.10% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
VWCG.DE vs. SXRY.DE - Dividend Comparison
Neither VWCG.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
VWCG.DE and SXRY.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.33% for SXRY.DE.
VWCG.DE tracks FTSE Developed Europe, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VWCG.DE and 0.33% for SXRY.DE.
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