FLPE.DE vs. SXR0.DE
FLPE.DE (FlexShares Listed Private Equity UCITS ETF USD Accumulating) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds - FLPE.DE tracks the Foxberry Listed Private Equity SDG Screened Index while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 3 years, FLPE.DE returned 11.50%/yr vs 8.36%/yr for SXR0.DE. At a 0.50 correlation, their price movements are largely independent. FLPE.DE charges 0.40%/yr vs 0.35%/yr for SXR0.DE.
Performance
FLPE.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FLPE.DE achieves a -10.74% return, which is significantly lower than SXR0.DE's 1.91% return.
FLPE.DE
- 1D
- 0.00%
- 1M
- 3.00%
- 6M
- -13.71%
- YTD
- -10.74%
- 1Y
- -12.35%
- 3Y*
- 11.50%
- 5Y*
- —
- 10Y*
- —
SXR0.DE
- 1D
- 0.47%
- 1M
- 1.18%
- 6M
- 1.66%
- YTD
- 1.91%
- 1Y
- 4.40%
- 3Y*
- 8.36%
- 5Y*
- 4.47%
- 10Y*
- —
FLPE.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FLPE.DE FlexShares Listed Private Equity UCITS ETF USD Accumulating | -10.74% | -5.26% | 36.56% | 38.12% | -10.19% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 1.91% | 7.02% | 13.29% | 5.81% | -2.68% |
Correlation
The correlation between FLPE.DE and SXR0.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 7, 2022 | 0.50 |
Over the past year, the correlation between FLPE.DE and SXR0.DE has dropped to 0.27 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
FLPE.DE vs. SXR0.DE — Risk / Return Rank
FLPE.DE
SXR0.DE
FLPE.DE vs. SXR0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Listed Private Equity UCITS ETF USD Accumulating (FLPE.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.
| FLPE.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.10 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 0.83 | -1.27 |
| Martin ratioReturn relative to average drawdown | -0.81 | 1.78 | -2.59 |
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Drawdowns
FLPE.DE vs. SXR0.DE - Drawdown Comparison
The maximum FLPE.DE drawdown since its inception was -32.40%, 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 FLPE.DE and SXR0.DE.
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Drawdown Indicators
| FLPE.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.40% | -27.73% | -4.67% |
Max Drawdown (1Y)Largest decline over 1 year | -28.14% | -5.26% | -22.88% |
Max Drawdown (3Y)Largest decline over 3 years | -32.40% | -9.18% | -23.22% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.61% | — |
Current DrawdownCurrent decline from peak | -21.45% | -2.17% | -19.28% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -3.95% | -5.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.26% | 2.46% | +12.80% |
Volatility
FLPE.DE vs. SXR0.DE - Volatility Comparison
FlexShares Listed Private Equity UCITS ETF USD Accumulating (FLPE.DE) has a higher volatility of 6.62% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) at 2.70%. This indicates that FLPE.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
| FLPE.DE | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 2.70% | +3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 18.60% | 5.92% | +12.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.76% | 8.19% | +14.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.86% | 10.15% | +13.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.86% | 11.60% | +12.26% |
FLPE.DE vs. SXR0.DE - Expense Ratio Comparison
FLPE.DE has a 0.40% expense ratio, which is higher than SXR0.DE's 0.35% expense ratio.
Dividends
FLPE.DE vs. SXR0.DE - Dividend Comparison
Neither FLPE.DE nor SXR0.DE has paid dividends to shareholders.
Frequently Asked Questions
FLPE.DE and SXR0.DE have a correlation of 0.27, 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 0.40% for FLPE.DE.
FLPE.DE tracks Foxberry Listed Private Equity SDG Screened Index, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). They also come from different issuers: FlexShares and iShares. Their fees differ too: 0.40% for FLPE.DE and 0.35% for SXR0.DE.
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