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XMVE.DE vs. SXRY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMVE.DE vs. SXRY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.DE) and iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMVE.DE vs. SXRY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XMVE.DE
XMVE.DE Risk / Return Rank: 4949
Overall Rank
XMVE.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XMVE.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
XMVE.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XMVE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
XMVE.DE Martin Ratio Rank: 5353
Martin Ratio Rank

SXRY.DE
SXRY.DE Risk / Return Rank: 8484
Overall Rank
SXRY.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SXRY.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
SXRY.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SXRY.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
SXRY.DE Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DESXRY.DEDifference
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

XMVE.DE vs. SXRY.DE - Sharpe Ratio Comparison

The current XMVE.DE Sharpe Ratio is 1.27, which is lower than the SXRY.DE Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of XMVE.DE and SXRY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.DESXRY.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.68%

-2.09%

-0.59%

Average Drawdown

Average peak-to-trough decline

-5.10%

-11.56%

+6.46%

Ulcer Index

Depth 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.DESXRY.DEDifference

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.


PositionTTM20252024202320222021202020192018
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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