DX2E.DE vs. SXR0.DE
DX2E.DE (Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc)) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds - DX2E.DE tracks the S&P Global Infrastructure Net Total Return Index while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 5 years, DX2E.DE returned 11.43%/yr vs 4.77%/yr for SXR0.DE. A 0.64 correlation means they provide meaningful diversification when combined. DX2E.DE charges 0.60%/yr vs 0.35%/yr for SXR0.DE.
Performance
DX2E.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2E.DE achieves a 13.27% return, which is significantly higher than SXR0.DE's 2.15% return.
DX2E.DE
- 1D
- 0.58%
- 1M
- 3.26%
- 6M
- 12.67%
- YTD
- 13.27%
- 1Y
- 19.44%
- 3Y*
- 13.69%
- 5Y*
- 11.43%
- 10Y*
- 7.54%
SXR0.DE
- 1D
- 0.23%
- 1M
- 1.78%
- 6M
- 3.00%
- YTD
- 2.15%
- 1Y
- 2.76%
- 3Y*
- 8.28%
- 5Y*
- 4.77%
- 10Y*
- —
DX2E.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2E.DE Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc) | 13.27% | 7.67% | 20.50% | 1.50% | 5.79% | 19.36% | -15.20% | 28.45% | -6.70% | -1.06% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.15% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | -4.03% | 8.98% |
Correlation
The correlation between DX2E.DE and SXR0.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.64 |
Over the past year, the correlation between DX2E.DE and SXR0.DE has dropped to 0.40 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
DX2E.DE vs. SXR0.DE — Risk / Return Rank
DX2E.DE
SXR0.DE
DX2E.DE vs. SXR0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc) (DX2E.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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.
| DX2E.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.62 | ||
| Sortino ratioReturn per unit of downside risk | +2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.06 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 4.04 | 0.52 | +3.52 |
| Martin ratioReturn relative to average drawdown | 10.10 | 1.13 | +8.97 |
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Drawdowns
DX2E.DE vs. SXR0.DE - Drawdown Comparison
The maximum DX2E.DE drawdown since its inception was -63.84%, which is greater than SXR0.DE's maximum drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for DX2E.DE and SXR0.DE.
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Drawdown Indicators
| DX2E.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.84% | -27.73% | -36.11% |
Max Drawdown (1Y)Largest decline over 1 year | -4.79% | -5.26% | +0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -14.59% | -9.18% | -5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -19.57% | -15.61% | -3.96% |
Max Drawdown (10Y)Largest decline over 10 years | -42.15% | — | — |
Current DrawdownCurrent decline from peak | -0.95% | -1.95% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -18.85% | -3.96% | -14.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 2.44% | -0.52% |
Volatility
DX2E.DE vs. SXR0.DE - Volatility Comparison
Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc) (DX2E.DE) has a higher volatility of 3.27% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) at 2.35%. This indicates that DX2E.DE's price experiences larger fluctuations and is considered to be riskier than SXR0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DX2E.DE | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 2.35% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 5.77% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.91% | 8.13% | +1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.23% | 10.15% | +2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.75% | 11.61% | +3.14% |
DX2E.DE vs. SXR0.DE - Expense Ratio Comparison
DX2E.DE has a 0.60% expense ratio, which is higher than SXR0.DE's 0.35% expense ratio.
Dividends
DX2E.DE vs. SXR0.DE - Dividend Comparison
Neither DX2E.DE nor SXR0.DE has paid dividends to shareholders.
Frequently Asked Questions
DX2E.DE and SXR0.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR0.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR0.DE is cheaper with a 0.35% expense ratio, compared with 0.60% for DX2E.DE.
DX2E.DE tracks S&P Global Infrastructure Net Total Return Index, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.60% for DX2E.DE and 0.35% for SXR0.DE.
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