- ISIN
- IE00BYXPXL17
- Issuer
- iShares
- Inception Date
- Nov 30, 2012
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI World Minimum Volatility Index (EUR Hedged)
- Domicile
- Ireland
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
SXR0.DE Performance Chart
iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is up 2.2% since the beginning of the year. SXR0.DE is currently trading at €9 per share. Investors who bought €1,000 worth of SXR0.DE shares 5 years ago would now be looking at an investment worth €1,262.
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Returns By Period
iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) has returned 2.15% so far this year and 2.76% over the past 12 months.
iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)
- 1D
- 0.23%
- 1M
- 1.78%
- 6M
- 3.00%
- YTD
- 2.15%
- 1Y
- 2.76%
- 3Y*
- 8.28%
- 5Y*
- 4.77%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.41%
- 1M
- 0.50%
- 6M
- 11.86%
- YTD
- 12.32%
- 1Y
- 22.55%
- 3Y*
- 17.04%
- 5Y*
- 12.28%
- 10Y*
- 13.24%
SXR0.DE Monthly Returns History
Based on dividend-adjusted daily data since Apr 21, 2017, SXR0.DE's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.
Historically, 63% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +5.9%, while the worst month was Feb 2020 at -8.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SXR0.DE closed higher 48% of trading days. The best single day was Mar 24, 2020 with a return of +6.3%, while the worst single day was Mar 12, 2020 at -9.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.60% | 4.80% | -4.46% | -0.00% | 0.84% | 0.48% | 1.30% | 2.15% | |||||
| 2025 | 3.70% | 1.85% | 0.48% | -1.08% | 1.22% | -0.24% | -0.60% | 0.97% | -0.12% | -1.44% | 2.68% | -0.47% | 7.02% |
| 2024 | 3.61% | 0.84% | 2.77% | -2.83% | 1.11% | 1.92% | 3.49% | 3.12% | 0.00% | -0.63% | 3.55% | -4.04% | 13.29% |
| 2023 | 0.46% | -1.83% | 2.48% | 2.87% | -3.53% | 2.74% | 0.89% | -0.59% | -2.07% | -1.51% | 4.45% | 1.62% | 5.81% |
| 2022 | -6.22% | -1.03% | 5.51% | -2.82% | -2.76% | -3.58% | 3.25% | -1.80% | -5.50% | 4.68% | 2.62% | -1.65% | -9.67% |
| 2021 | -1.13% | -0.98% | 5.43% | 1.87% | 1.38% | 1.81% | 2.67% | 1.73% | -3.84% | 2.66% | -1.01% | 5.23% | 16.59% |
Benchmark Metrics
iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) has an annualized alpha of 2.47%, beta of 0.25, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since April 21, 2017.
- This ETF participated in 51.66% of S&P 500 Index downside but only 40.39% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.25 may look defensive, but with R2 of 0.17 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.17 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.47%
- Beta
- 0.25
- R²
- 0.17
- Upside Capture
- 40.39%
- Downside Capture
- 51.66%
Expense Ratio
SXR0.DE has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SXR0.DE ranks 14 for risk / return — in the bottom 14% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) and compare them to S&P 500 Index.
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.
| SXR0.DE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.35 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 3.19 | -2.67 |
| Martin ratioReturn relative to average drawdown | 1.13 | 11.78 | -10.65 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) was 27.73%, occurring on Mar 23, 2020. Recovery took 272 trading sessions.
The current iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) drawdown is 1.95%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -27.73%Mar 2020 | 1mo 2d | 1y 29d | 1y 2moFeb 2020 - Apr 2021 |
Bear market2022 | -15.61%Oct 2022 | 9mo 13d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 |
Rate-hike selloffLate 2018 | -9.84%Dec 2018 | 3mo 4d | 2mo 16d | 5mo 20dSep 2018 - Mar 2019 |
2025 selloff2025 | -9.18%Apr 2025 | 1mo 6d | 1mo 11d | 2mo 17dMar 2025 - May 2025 |
2018 pullback2018 | -7.87%Feb 2018 | 11d | 6mo 12d | 6mo 23dJan 2018 - Aug 2018 |
Drawdown Indicators
| SXR0.DE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -51.62% | +23.89% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -7.57% | +2.31% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -23.99% | +14.81% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -23.99% | +8.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -1.95% | -0.41% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -9.08% | +5.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.04% | +0.40% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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