SXR0.DE vs. AMEC.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and AMEC.DE (Amundi Index Smart City UCITS ETF) are both Global Equities funds - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while AMEC.DE tracks the Solactive Smart City. Both are passively managed. Over the past 5 years, SXR0.DE returned 4.77%/yr vs 5.82%/yr for AMEC.DE. A 0.51 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
SXR0.DE vs. AMEC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR0.DE achieves a 2.15% return, which is significantly lower than AMEC.DE's 29.32% return.
SXR0.DE
- 1D
- 0.23%
- 1M
- 1.78%
- 6M
- 3.00%
- YTD
- 2.15%
- 1Y
- 2.76%
- 3Y*
- 8.28%
- 5Y*
- 4.77%
- 10Y*
- —
AMEC.DE
- 1D
- 0.67%
- 1M
- -2.30%
- 6M
- 29.49%
- YTD
- 29.32%
- 1Y
- 40.64%
- 3Y*
- 16.51%
- 5Y*
- 5.82%
- 10Y*
- —
SXR0.DE vs. AMEC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.15% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 1.78% |
AMEC.DE Amundi Index Smart City UCITS ETF | 29.32% | 9.65% | 16.27% | 1.43% | -18.74% | 9.30% | 9.10% | 3.04% |
Correlation
The correlation between SXR0.DE and AMEC.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2019 | 0.51 |
Over the past year, the correlation between SXR0.DE and AMEC.DE has dropped to 0.15 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
SXR0.DE vs. AMEC.DE — Risk / Return Rank
SXR0.DE
AMEC.DE
SXR0.DE vs. AMEC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) and Amundi Index Smart City UCITS ETF (AMEC.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.
| SXR0.DE | AMEC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.37 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 4.48 | -3.96 |
| Martin ratioReturn relative to average drawdown | 1.13 | 13.32 | -12.19 |
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Drawdowns
SXR0.DE vs. AMEC.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum AMEC.DE drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and AMEC.DE.
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Drawdown Indicators
| SXR0.DE | AMEC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -35.49% | +7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -9.02% | +3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -24.98% | +15.80% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -27.34% | +11.73% |
Current DrawdownCurrent decline from peak | -1.95% | -4.18% | +2.23% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -11.39% | +7.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 3.04% | -0.60% |
Volatility
SXR0.DE vs. AMEC.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.35%, while Amundi Index Smart City UCITS ETF (AMEC.DE) has a volatility of 7.93%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than AMEC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR0.DE | AMEC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 7.93% | -5.58% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 14.85% | -9.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 18.73% | -10.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 17.80% | -7.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.61% | 19.32% | -7.71% |
SXR0.DE vs. AMEC.DE - Expense Ratio Comparison
Both SXR0.DE and AMEC.DE have an expense ratio of 0.35%.
Dividends
SXR0.DE vs. AMEC.DE - Dividend Comparison
Neither SXR0.DE nor AMEC.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR0.DE and AMEC.DE have a correlation of 0.15, 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 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SXR0.DE and AMEC.DE have the same expense ratio: 0.35% per year.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while AMEC.DE tracks Solactive Smart City. They also come from different issuers: iShares and Amundi.
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