XESC.DE vs. SXRY.DE
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - XESC.DE tracks the MSCI EMU NR EUR while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, XESC.DE returned 11.87%/yr vs 17.09%/yr for SXRY.DE. Their correlation of 0.82 suggests significant overlap in exposure. XESC.DE charges 0.09%/yr vs 0.33%/yr for SXRY.DE.
Performance
XESC.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XESC.DE achieves a 9.31% return, which is significantly lower than SXRY.DE's 18.23% return. Over the past 10 years, XESC.DE has underperformed SXRY.DE with an annualized return of 11.87%, while SXRY.DE has yielded a comparatively higher 17.09% annualized return.
XESC.DE
- 1D
- 0.00%
- 1M
- 2.56%
- YTD
- 9.31%
- 6M
- 10.20%
- 1Y
- 21.31%
- 3Y*
- 16.40%
- 5Y*
- 11.78%
- 10Y*
- 11.87%
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%
XESC.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 9.31% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
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 XESC.DE and SXRY.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.82 |
The correlation between XESC.DE and SXRY.DE has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
XESC.DE vs. SXRY.DE — Risk / Return Rank
XESC.DE
SXRY.DE
XESC.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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.
| XESC.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.41 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 3.85 | -1.89 |
| Martin ratioReturn relative to average drawdown | 6.81 | 14.30 | -7.48 |
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Drawdowns
XESC.DE vs. SXRY.DE - Drawdown Comparison
The maximum XESC.DE drawdown since its inception was -46.74%, which is greater than SXRY.DE's maximum drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for XESC.DE and SXRY.DE.
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Drawdown Indicators
| XESC.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.74% | -43.59% | -3.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -9.69% | -1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -16.53% | -17.61% | +1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -25.00% | +1.67% |
Max Drawdown (10Y)Largest decline over 10 years | -38.51% | -40.81% | +2.30% |
Current DrawdownCurrent decline from peak | -1.71% | -1.98% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -11.61% | +2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.61% | +0.52% |
Volatility
XESC.DE vs. SXRY.DE - Volatility Comparison
The current volatility for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) is 3.52%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that XESC.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
| XESC.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 3.90% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 13.23% | 12.78% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.03% | 15.89% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 18.29% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 19.65% | -1.67% |
XESC.DE vs. SXRY.DE - Expense Ratio Comparison
XESC.DE has a 0.09% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
XESC.DE vs. SXRY.DE - Dividend Comparison
Neither XESC.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
XESC.DE and SXRY.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.33% for SXRY.DE.
XESC.DE tracks MSCI EMU NR EUR, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XESC.DE and 0.33% for SXRY.DE.
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