ICGA.DE vs. SXRW.DE
ICGA.DE (iShares MSCI China UCITS ETF USD Acc) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both exchange-traded funds - ICGA.DE is a China Equities fund tracking the MSCI China, while SXRW.DE is a Europe Equities fund tracking the FTSE 100. Both are passively managed. Over the past 5 years, ICGA.DE returned -3.91%/yr vs 11.47%/yr for SXRW.DE. At a 0.41 correlation, their price movements are largely independent. ICGA.DE charges 0.28%/yr vs 0.07%/yr for SXRW.DE.
Performance
ICGA.DE vs. SXRW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ICGA.DE achieves a -7.21% return, which is significantly lower than SXRW.DE's 7.72% return.
ICGA.DE
- 1D
- 1.03%
- 1M
- -2.20%
- YTD
- -7.21%
- 6M
- -6.68%
- 1Y
- 3.16%
- 3Y*
- 6.05%
- 5Y*
- -3.91%
- 10Y*
- —
SXRW.DE
- 1D
- -0.30%
- 1M
- 3.56%
- YTD
- 7.72%
- 6M
- 10.52%
- 1Y
- 20.05%
- 3Y*
- 14.43%
- 5Y*
- 11.47%
- 10Y*
- 8.60%
ICGA.DE vs. SXRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ICGA.DE iShares MSCI China UCITS ETF USD Acc | -7.21% | 16.59% | 27.32% | -14.87% | -15.07% | -17.34% | 15.34% | 14.19% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 7.72% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 9.98% |
Correlation
The correlation between ICGA.DE and SXRW.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2019 | 0.41 |
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Return for Risk
ICGA.DE vs. SXRW.DE — Risk / Return Rank
ICGA.DE
SXRW.DE
ICGA.DE vs. SXRW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China UCITS ETF USD Acc (ICGA.DE) and iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
| ICGA.DE | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.30 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 2.53 | -2.35 |
| Martin ratioReturn relative to average drawdown | 0.37 | 9.23 | -8.86 |
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Drawdowns
ICGA.DE vs. SXRW.DE - Drawdown Comparison
The maximum ICGA.DE drawdown since its inception was -55.91%, which is greater than SXRW.DE's maximum drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for ICGA.DE and SXRW.DE.
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Drawdown Indicators
| ICGA.DE | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.91% | -40.31% | -15.60% |
Max Drawdown (1Y)Largest decline over 1 year | -17.50% | -7.91% | -9.59% |
Max Drawdown (3Y)Largest decline over 3 years | -24.29% | -16.86% | -7.43% |
Max Drawdown (5Y)Largest decline over 5 years | -49.29% | -16.86% | -32.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.31% | — |
Current DrawdownCurrent decline from peak | -32.83% | -1.63% | -31.20% |
Average DrawdownAverage peak-to-trough decline | -28.78% | -6.02% | -22.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.47% | 2.15% | +6.32% |
Volatility
ICGA.DE vs. SXRW.DE - Volatility Comparison
iShares MSCI China UCITS ETF USD Acc (ICGA.DE) has a higher volatility of 6.02% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 3.63%. This indicates that ICGA.DE's price experiences larger fluctuations and is considered to be riskier than SXRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICGA.DE | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 3.63% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 10.23% | +3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 12.24% | +6.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.79% | 14.14% | +13.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.05% | 16.89% | +10.16% |
ICGA.DE vs. SXRW.DE - Expense Ratio Comparison
ICGA.DE has a 0.28% expense ratio, which is higher than SXRW.DE's 0.07% expense ratio.
Dividends
ICGA.DE vs. SXRW.DE - Dividend Comparison
Neither ICGA.DE nor SXRW.DE has paid dividends to shareholders.
Frequently Asked Questions
ICGA.DE and SXRW.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.28% for ICGA.DE.
ICGA.DE is categorized as China Equities, while SXRW.DE is Europe Equities. ICGA.DE tracks MSCI China, while SXRW.DE tracks FTSE 100. Their fees differ too: 0.28% for ICGA.DE and 0.07% for SXRW.DE.
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