XDUK.DE vs. SXRY.DE
XDUK.DE (Xtrackers FTSE 100 UCITS ETF 1C) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - XDUK.DE tracks the FTSE AllSh TR GBP while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, XDUK.DE returned 9.39%/yr vs 17.09%/yr for SXRY.DE. A 0.69 correlation means they provide meaningful diversification when combined. XDUK.DE charges 0.09%/yr vs 0.33%/yr for SXRY.DE.
Performance
XDUK.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDUK.DE achieves a 9.18% return, which is significantly lower than SXRY.DE's 18.23% return. Over the past 10 years, XDUK.DE has underperformed SXRY.DE with an annualized return of 9.39%, while SXRY.DE has yielded a comparatively higher 17.09% annualized return.
XDUK.DE
- 1D
- 0.82%
- 1M
- 0.93%
- YTD
- 9.18%
- 6M
- 9.67%
- 1Y
- 22.78%
- 3Y*
- 15.97%
- 5Y*
- 11.87%
- 10Y*
- 9.39%
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%
XDUK.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDUK.DE Xtrackers FTSE 100 UCITS ETF 1C | 9.18% | 20.12% | 14.11% | 9.89% | -1.73% | 25.15% | -15.36% | 25.11% | -10.55% | 7.56% |
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 XDUK.DE and SXRY.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2012 | 0.69 |
The correlation between XDUK.DE and SXRY.DE has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.
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Return for Risk
XDUK.DE vs. SXRY.DE — Risk / Return Rank
XDUK.DE
SXRY.DE
XDUK.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.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.
| XDUK.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 3.85 | -0.95 |
| Martin ratioReturn relative to average drawdown | 10.24 | 14.30 | -4.06 |
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Drawdowns
XDUK.DE vs. SXRY.DE - Drawdown Comparison
The maximum XDUK.DE drawdown since its inception was -39.88%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for XDUK.DE and SXRY.DE.
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Drawdown Indicators
| XDUK.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.88% | -43.59% | +3.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -9.69% | +1.88% |
Max Drawdown (3Y)Largest decline over 3 years | -17.06% | -17.61% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -17.06% | -25.00% | +7.94% |
Max Drawdown (10Y)Largest decline over 10 years | -39.88% | -40.81% | +0.93% |
Current DrawdownCurrent decline from peak | -0.76% | -1.98% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -11.61% | +5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 2.61% | -0.39% |
Volatility
XDUK.DE vs. SXRY.DE - Volatility Comparison
The current volatility for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.DE) is 3.12%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that XDUK.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
| XDUK.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 3.90% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 12.78% | -2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.46% | 15.89% | -3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 18.29% | -4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 19.65% | -3.22% |
XDUK.DE vs. SXRY.DE - Expense Ratio Comparison
XDUK.DE has a 0.09% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
XDUK.DE vs. SXRY.DE - Dividend Comparison
Neither XDUK.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
XDUK.DE and SXRY.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDUK.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDUK.DE is cheaper with a 0.09% expense ratio, compared with 0.33% for SXRY.DE.
XDUK.DE tracks FTSE AllSh TR GBP, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDUK.DE and 0.33% for SXRY.DE.
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