XIEE.DE vs. SXRY.DE
XIEE.DE (Xtrackers MSCI Europe UCITS ETF) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - XIEE.DE tracks the MSCI Europe while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, XIEE.DE returned 10.51%/yr vs 17.09%/yr for SXRY.DE. A 0.77 correlation means they provide meaningful diversification when combined. XIEE.DE charges 0.12%/yr vs 0.33%/yr for SXRY.DE.
Performance
XIEE.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XIEE.DE achieves a 10.54% return, which is significantly lower than SXRY.DE's 18.23% return. Over the past 10 years, XIEE.DE has underperformed SXRY.DE with an annualized return of 10.51%, while SXRY.DE has yielded a comparatively higher 17.09% annualized return.
XIEE.DE
- 1D
- 0.90%
- 1M
- 1.88%
- YTD
- 10.54%
- 6M
- 11.38%
- 1Y
- 22.49%
- 3Y*
- 15.28%
- 5Y*
- 10.22%
- 10Y*
- 10.51%
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%
XIEE.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 10.54% | 20.33% | 8.08% | 15.72% | -9.15% | 24.96% | -3.13% | 27.82% | -10.98% | 10.20% |
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 XIEE.DE and SXRY.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2015 | 0.77 |
The correlation between XIEE.DE and SXRY.DE shifts across timeframes, from 0.71 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XIEE.DE vs. SXRY.DE — Risk / Return Rank
XIEE.DE
SXRY.DE
XIEE.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF (XIEE.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.
| XIEE.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.41 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 3.85 | -1.62 |
| Martin ratioReturn relative to average drawdown | 9.12 | 14.30 | -5.18 |
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Drawdowns
XIEE.DE vs. SXRY.DE - Drawdown Comparison
The maximum XIEE.DE drawdown since its inception was -35.52%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for XIEE.DE and SXRY.DE.
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Drawdown Indicators
| XIEE.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.52% | -43.59% | +8.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -9.69% | -0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -16.52% | -17.61% | +1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -25.00% | +5.70% |
Max Drawdown (10Y)Largest decline over 10 years | -35.52% | -40.81% | +5.29% |
Current DrawdownCurrent decline from peak | 0.00% | -1.98% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -11.61% | +4.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.61% | -0.15% |
Volatility
XIEE.DE vs. SXRY.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe UCITS ETF (XIEE.DE) is 3.14%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that XIEE.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
| XIEE.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 3.90% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 11.72% | 12.78% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.63% | 15.89% | -2.26% |
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 | 17.38% | 19.65% | -2.27% |
XIEE.DE vs. SXRY.DE - Expense Ratio Comparison
XIEE.DE has a 0.12% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
XIEE.DE vs. SXRY.DE - Dividend Comparison
XIEE.DE's dividend yield for the trailing twelve months is around 2.37%, while SXRY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 2.37% | 2.49% | 3.26% | 2.85% | 5.70% | 1.50% | 3.74% | 0.30% | 3.19% | 0.92% | 0.09% |
Frequently Asked Questions
XIEE.DE and SXRY.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.33% for SXRY.DE.
XIEE.DE tracks MSCI Europe, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XIEE.DE and 0.33% for SXRY.DE.
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