XMVE.DE vs. SXRY.DE
XMVE.DE (Xtrackers MSCI EMU ESG Screened UCITS ETF) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - XMVE.DE tracks the MSCI EMU Select ESG Screened while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, XMVE.DE returned 9.87%/yr vs 21.28%/yr for SXRY.DE. A 0.79 correlation means they provide meaningful diversification when combined. XMVE.DE charges 0.12%/yr vs 0.33%/yr for SXRY.DE.
Performance
XMVE.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMVE.DE achieves a 10.01% return, which is significantly lower than SXRY.DE's 18.48% return.
XMVE.DE
- 1D
- -0.87%
- 1M
- -2.04%
- 6M
- 6.70%
- YTD
- 10.01%
- 1Y
- 18.74%
- 3Y*
- 14.73%
- 5Y*
- 9.87%
- 10Y*
- —
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%
XMVE.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMVE.DE Xtrackers MSCI EMU ESG Screened UCITS ETF | 10.01% | 21.50% | 8.85% | 19.87% | -12.89% | 16.87% | -3.71% | 17.86% | -6.36% | 13.58% |
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 XMVE.DE and SXRY.DE is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2016 | 0.79 |
The correlation between XMVE.DE and SXRY.DE has been stable across timeframes, ranging from 0.79 to 0.88 - a consistent structural relationship.
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Return for Risk
XMVE.DE vs. SXRY.DE — Risk / Return Rank
XMVE.DE
SXRY.DE
XMVE.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.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.
| XMVE.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.38 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 3.59 | -1.74 |
| Martin ratioReturn relative to average drawdown | 6.79 | 13.26 | -6.47 |
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Drawdowns
XMVE.DE vs. SXRY.DE - Drawdown Comparison
The maximum XMVE.DE drawdown since its inception was -33.33%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for XMVE.DE and SXRY.DE.
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Drawdown Indicators
| XMVE.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -43.59% | +10.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -9.69% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -15.52% | -17.61% | +2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.28% | -25.00% | -0.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.81% | — |
Current DrawdownCurrent decline from peak | -2.68% | -2.09% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -11.56% | +6.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.63% | +0.12% |
Volatility
XMVE.DE vs. SXRY.DE - Volatility Comparison
Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.DE) and iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) have volatilities of 3.86% 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
| XMVE.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.79% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 13.02% | -0.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 15.97% | -1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 18.25% | -2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.46% | 19.49% | -4.03% |
XMVE.DE vs. SXRY.DE - Expense Ratio Comparison
XMVE.DE has a 0.12% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
XMVE.DE vs. SXRY.DE - Dividend Comparison
XMVE.DE's dividend yield for the trailing twelve months is around 2.45%, while SXRY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
XMVE.DE Xtrackers MSCI EMU ESG Screened UCITS ETF | 2.45% | 2.62% | 2.92% | 2.64% | 4.73% | 1.87% | 6.84% | 0.00% | 0.68% |
Frequently Asked Questions
XMVE.DE and SXRY.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XMVE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMVE.DE is cheaper with a 0.12% expense ratio, compared with 0.33% for SXRY.DE.
XMVE.DE tracks MSCI EMU Select ESG Screened, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XMVE.DE and 0.33% for SXRY.DE.
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