XZEU.DE vs. SXRY.DE
XZEU.DE (Xtrackers MSCI Europe ESG UCITS ETF 1C) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - XZEU.DE tracks the MSCI Europe NR EUR while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 5 years, XZEU.DE returned 7.89%/yr vs 20.54%/yr for SXRY.DE. A 0.79 correlation means they provide meaningful diversification when combined. XZEU.DE charges 0.20%/yr vs 0.33%/yr for SXRY.DE.
Performance
XZEU.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEU.DE achieves a 9.56% return, which is significantly lower than SXRY.DE's 18.23% return.
XZEU.DE
- 1D
- 0.66%
- 1M
- 3.96%
- YTD
- 9.56%
- 6M
- 10.16%
- 1Y
- 13.42%
- 3Y*
- 12.19%
- 5Y*
- 7.89%
- 10Y*
- —
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%
XZEU.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XZEU.DE Xtrackers MSCI Europe ESG UCITS ETF 1C | 9.56% | 8.12% | 11.57% | 16.35% | -13.09% | 25.62% | 0.09% | 29.09% | -10.78% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -23.73% |
Correlation
The correlation between XZEU.DE and SXRY.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since May 8, 2018 | 0.79 |
The correlation between XZEU.DE and SXRY.DE has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.
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Return for Risk
XZEU.DE vs. SXRY.DE — Risk / Return Rank
XZEU.DE
SXRY.DE
XZEU.DE vs. SXRY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.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.
| XZEU.DE | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.41 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 3.85 | -2.56 |
| Martin ratioReturn relative to average drawdown | 4.52 | 14.30 | -9.78 |
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Drawdowns
XZEU.DE vs. SXRY.DE - Drawdown Comparison
The maximum XZEU.DE drawdown since its inception was -33.16%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for XZEU.DE and SXRY.DE.
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Drawdown Indicators
| XZEU.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.16% | -43.59% | +10.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.32% | -9.69% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -16.97% | -17.61% | +0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -22.04% | -25.00% | +2.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.81% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.98% | +1.98% |
Average DrawdownAverage peak-to-trough decline | -5.12% | -11.61% | +6.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.61% | +0.35% |
Volatility
XZEU.DE vs. SXRY.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE) is 2.70%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that XZEU.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
| XZEU.DE | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 3.90% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 12.78% | -1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.61% | 15.89% | -2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 18.29% | -3.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 19.65% | -3.75% |
XZEU.DE vs. SXRY.DE - Expense Ratio Comparison
XZEU.DE has a 0.20% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
XZEU.DE vs. SXRY.DE - Dividend Comparison
Neither XZEU.DE nor SXRY.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEU.DE and SXRY.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEU.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEU.DE is cheaper with a 0.20% expense ratio, compared with 0.33% for SXRY.DE.
XZEU.DE tracks MSCI Europe NR EUR, while SXRY.DE tracks FTSE MIB. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XZEU.DE and 0.33% for SXRY.DE.
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