IQQ0.DE vs. SXR0.DE
IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds from iShares - IQQ0.DE tracks the MSCI World Minimum Volatility while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 5 years, IQQ0.DE returned 5.55%/yr vs 4.37%/yr for SXR0.DE. Their correlation of 0.80 suggests significant overlap in exposure. IQQ0.DE charges 0.30%/yr vs 0.35%/yr for SXR0.DE.
Performance
IQQ0.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQ0.DE achieves a 4.07% return, which is significantly higher than SXR0.DE's 1.43% return.
IQQ0.DE
- 1D
- -0.70%
- 1M
- 1.76%
- 6M
- 3.37%
- YTD
- 4.07%
- 1Y
- 5.63%
- 3Y*
- 8.27%
- 5Y*
- 5.55%
- 10Y*
- 6.36%
SXR0.DE
- 1D
- -0.82%
- 1M
- 0.59%
- 6M
- 1.31%
- YTD
- 1.43%
- 1Y
- 3.78%
- 3Y*
- 8.24%
- 5Y*
- 4.37%
- 10Y*
- —
IQQ0.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 4.07% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 2.03% | -0.30% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 1.43% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | -4.03% | 8.98% |
Correlation
The correlation between IQQ0.DE and SXR0.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.80 |
The correlation between IQQ0.DE and SXR0.DE has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.
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Return for Risk
IQQ0.DE vs. SXR0.DE — Risk / Return Rank
IQQ0.DE
SXR0.DE
IQQ0.DE vs. SXR0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.
| IQQ0.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.09 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | 0.72 | +0.36 |
| Martin ratioReturn relative to average drawdown | 2.65 | 1.53 | +1.11 |
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Drawdowns
IQQ0.DE vs. SXR0.DE - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.64%, roughly equal to the maximum SXR0.DE drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and SXR0.DE.
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Drawdown Indicators
| IQQ0.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.64% | -27.73% | -0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -5.26% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -9.18% | -3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -15.61% | +2.79% |
Max Drawdown (10Y)Largest decline over 10 years | -28.64% | — | — |
Current DrawdownCurrent decline from peak | -4.38% | -2.63% | -1.75% |
Average DrawdownAverage peak-to-trough decline | -7.04% | -3.95% | -3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.46% | -0.34% |
Volatility
IQQ0.DE vs. SXR0.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.54%, while iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) has a volatility of 2.68%. This indicates that IQQ0.DE experiences smaller price fluctuations and is considered to be less risky 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
| IQQ0.DE | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.54% | 2.68% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 5.74% | 5.92% | -0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.92% | 8.21% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.10% | 10.15% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.77% | 11.60% | +1.17% |
IQQ0.DE vs. SXR0.DE - Expense Ratio Comparison
IQQ0.DE has a 0.30% expense ratio, which is lower than SXR0.DE's 0.35% expense ratio.
Dividends
IQQ0.DE vs. SXR0.DE - Dividend Comparison
Neither IQQ0.DE nor SXR0.DE has paid dividends to shareholders.
Frequently Asked Questions
IQQ0.DE and SXR0.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQQ0.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQ0.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for SXR0.DE.
IQQ0.DE tracks MSCI World Minimum Volatility, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). Their fees differ too: 0.30% for IQQ0.DE and 0.35% for SXR0.DE.
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