MAGR.DE vs. MODR.DE
MAGR.DE (iShares Growth Portfolio UCITS ETF EUR (Acc)) and MODR.DE (iShares Moderate Portfolio UCITS ETF EUR (Acc)) are both Global Allocation funds from iShares. Both are actively managed. Over the past 5 years, MAGR.DE returned 7.31%/yr vs 3.93%/yr for MODR.DE. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
MAGR.DE vs. MODR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MAGR.DE achieves a 12.86% return, which is significantly higher than MODR.DE's 6.71% return.
MAGR.DE
- 1D
- 0.83%
- 1M
- 0.35%
- 6M
- 13.16%
- YTD
- 12.86%
- 1Y
- 22.62%
- 3Y*
- 14.70%
- 5Y*
- 7.31%
- 10Y*
- —
MODR.DE
- 1D
- 0.15%
- 1M
- 0.29%
- 6M
- 6.54%
- YTD
- 6.71%
- 1Y
- 12.69%
- 3Y*
- 9.29%
- 5Y*
- 3.93%
- 10Y*
- —
MAGR.DE vs. MODR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MAGR.DE iShares Growth Portfolio UCITS ETF EUR (Acc) | 12.86% | 10.23% | 16.33% | 12.00% | -18.48% | 17.95% | 7.91% |
MODR.DE iShares Moderate Portfolio UCITS ETF EUR (Acc) | 6.71% | 7.37% | 9.34% | 8.76% | -15.49% | 11.65% | 5.35% |
Correlation
The correlation between MAGR.DE and MODR.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | 0.83 |
The correlation between MAGR.DE and MODR.DE has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.
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Return for Risk
MAGR.DE vs. MODR.DE — Risk / Return Rank
MAGR.DE
MODR.DE
MAGR.DE vs. MODR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Growth Portfolio UCITS ETF EUR (Acc) (MAGR.DE) and iShares Moderate Portfolio UCITS ETF EUR (Acc) (MODR.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.
| MAGR.DE | MODR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 2.44 | +0.54 |
| Martin ratioReturn relative to average drawdown | 12.47 | 10.15 | +2.32 |
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Drawdowns
MAGR.DE vs. MODR.DE - Drawdown Comparison
The maximum MAGR.DE drawdown since its inception was -21.40%, which is greater than MODR.DE's maximum drawdown of -17.98%. Use the drawdown chart below to compare losses from any high point for MAGR.DE and MODR.DE.
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Drawdown Indicators
| MAGR.DE | MODR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.40% | -17.98% | -3.42% |
Max Drawdown (1Y)Largest decline over 1 year | -7.55% | -5.18% | -2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -17.65% | -10.57% | -7.08% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | -17.98% | -3.42% |
Current DrawdownCurrent decline from peak | -0.70% | -0.44% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -6.20% | -5.42% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.25% | +0.56% |
Volatility
MAGR.DE vs. MODR.DE - Volatility Comparison
iShares Growth Portfolio UCITS ETF EUR (Acc) (MAGR.DE) has a higher volatility of 4.32% compared to iShares Moderate Portfolio UCITS ETF EUR (Acc) (MODR.DE) at 2.20%. This indicates that MAGR.DE's price experiences larger fluctuations and is considered to be riskier than MODR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MAGR.DE | MODR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 2.20% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 6.08% | +3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 7.35% | +4.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.42% | 8.16% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.24% | 8.27% | +3.97% |
MAGR.DE vs. MODR.DE - Expense Ratio Comparison
Both MAGR.DE and MODR.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
MAGR.DE vs. MODR.DE - Dividend Comparison
Neither MAGR.DE nor MODR.DE has paid dividends to shareholders.
Frequently Asked Questions
MAGR.DE and MODR.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
MAGR.DE and MODR.DE have the same expense ratio: 0.25% per year.
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