XDDX.DE vs. SXRY.DE
XDDX.DE (Xtrackers DAX ESG Screened UCITS ETF 1D) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - XDDX.DE tracks the FSE DAX TR EUR while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, XDDX.DE returned 8.72%/yr vs 15.96%/yr for SXRY.DE. A 0.79 correlation means they provide meaningful diversification when combined. XDDX.DE charges 0.09%/yr vs 0.33%/yr for SXRY.DE.
Performance
XDDX.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDDX.DE achieves a 3.88% return, which is significantly lower than SXRY.DE's 18.48% return. Over the past 10 years, XDDX.DE has underperformed SXRY.DE with an annualized return of 8.72%, while SXRY.DE has yielded a comparatively higher 15.96% annualized return.
XDDX.DE
- 1D
- -0.44%
- 1M
- -0.25%
- 6M
- 2.82%
- YTD
- 3.88%
- 1Y
- 6.10%
- 3Y*
- 14.27%
- 5Y*
- 8.66%
- 10Y*
- 8.72%
SXRY.DE
- 1D
- -0.88%
- 1M
- -1.26%
- 6M
- 16.40%
- YTD
- 18.48%
- 1Y
- 34.89%
- 3Y*
- 27.46%
- 5Y*
- 21.28%
- 10Y*
- 15.96%
XDDX.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 3.88% | 19.14% | 16.17% | 19.56% | -13.67% | 15.21% | 3.12% | 24.70% | -18.53% | 12.16% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.48% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
Correlation
The correlation between XDDX.DE and SXRY.DE is 0.74, 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 | 0.74 |
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 | 0.80 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2012 | 0.79 |
The correlation between XDDX.DE and SXRY.DE has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.
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Return for Risk
XDDX.DE vs. SXRY.DE — Risk / Return Rank
XDDX.DE
SXRY.DE
XDDX.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.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.
| XDDX.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.38 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 3.59 | -3.08 |
| Martin ratioReturn relative to average drawdown | 1.44 | 13.26 | -11.82 |
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Drawdowns
XDDX.DE vs. SXRY.DE - Drawdown Comparison
The maximum XDDX.DE drawdown since its inception was -38.74%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for XDDX.DE and SXRY.DE.
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Drawdown Indicators
| XDDX.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.74% | -43.59% | +4.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -9.69% | -2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.62% | -17.61% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -27.03% | -25.00% | -2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | -40.81% | +2.07% |
Current DrawdownCurrent decline from peak | -2.10% | -2.09% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -11.56% | +4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 2.63% | +1.60% |
Volatility
XDDX.DE vs. SXRY.DE - Volatility Comparison
Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) and iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) have volatilities of 3.88% and 3.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDDX.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.79% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 13.02% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 15.97% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 18.25% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 19.49% | -1.42% |
XDDX.DE vs. SXRY.DE - Expense Ratio Comparison
XDDX.DE has a 0.09% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
XDDX.DE vs. SXRY.DE - Dividend Comparison
XDDX.DE's dividend yield for the trailing twelve months is around 2.31%, while SXRY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 2.31% | 2.40% | 2.68% | 3.34% | 5.35% | 2.05% | 3.14% | 2.81% | 2.34% | 2.16% | 1.40% | 1.06% |
Frequently Asked Questions
XDDX.DE and SXRY.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDDX.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDDX.DE is cheaper with a 0.09% expense ratio, compared with 0.33% for SXRY.DE.
XDDX.DE tracks FSE DAX TR EUR, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDDX.DE and 0.33% for SXRY.DE.
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