MVEW.DE vs. SXR0.DE
MVEW.DE (iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds from iShares - MVEW.DE tracks the MSCI ACWI NR USD while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 5 years, MVEW.DE returned 5.99%/yr vs 4.47%/yr for SXR0.DE. Their correlation of 0.82 suggests significant overlap in exposure. MVEW.DE charges 0.30%/yr vs 0.35%/yr for SXR0.DE.
Performance
MVEW.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MVEW.DE achieves a 4.34% return, which is significantly higher than SXR0.DE's 1.91% return.
MVEW.DE
- 1D
- 0.42%
- 1M
- 3.15%
- 6M
- 3.15%
- YTD
- 4.34%
- 1Y
- 8.10%
- 3Y*
- 8.53%
- 5Y*
- 5.99%
- 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*
- —
MVEW.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEW.DE iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) | 4.34% | -1.00% | 17.31% | 6.25% | -5.88% | 26.06% | 1.72% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 1.91% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | 9.52% |
Correlation
The correlation between MVEW.DE and SXR0.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2020 | 0.82 |
The correlation between MVEW.DE and SXR0.DE has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
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Return for Risk
MVEW.DE vs. SXR0.DE — Risk / Return Rank
MVEW.DE
SXR0.DE
MVEW.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 ESG UCITS ETF (Acc) (MVEW.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.
| MVEW.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.10 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 0.83 | +0.91 |
| Martin ratioReturn relative to average drawdown | 4.33 | 1.78 | +2.54 |
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Drawdowns
MVEW.DE vs. SXR0.DE - Drawdown Comparison
The maximum MVEW.DE drawdown since its inception was -13.09%, smaller than the maximum SXR0.DE drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for MVEW.DE and SXR0.DE.
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Drawdown Indicators
| MVEW.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.09% | -27.73% | +14.64% |
Max Drawdown (1Y)Largest decline over 1 year | -4.63% | -5.26% | +0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -13.09% | -9.18% | -3.91% |
Max Drawdown (5Y)Largest decline over 5 years | -13.09% | -15.61% | +2.52% |
Current DrawdownCurrent decline from peak | -2.70% | -2.17% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -3.82% | -3.95% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 2.46% | -0.59% |
Volatility
MVEW.DE vs. SXR0.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) is 2.46%, while iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) has a volatility of 2.70%. This indicates that MVEW.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
| MVEW.DE | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.46% | 2.70% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 5.83% | 5.92% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.20% | 8.19% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.34% | 10.15% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.85% | 11.60% | -0.75% |
MVEW.DE vs. SXR0.DE - Expense Ratio Comparison
MVEW.DE has a 0.30% expense ratio, which is lower than SXR0.DE's 0.35% expense ratio.
Dividends
MVEW.DE vs. SXR0.DE - Dividend Comparison
Neither MVEW.DE nor SXR0.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEW.DE and SXR0.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEW.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEW.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for SXR0.DE.
MVEW.DE tracks MSCI ACWI NR USD, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). Their fees differ too: 0.30% for MVEW.DE and 0.35% for SXR0.DE.
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