SXR0.DE vs. BBCK.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and BBCK.DE (Invesco Global Buyback Achievers UCITS ETF) are both Global Equities funds - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while BBCK.DE tracks the Nasdaq Global Buyback Achievers. Both are passively managed. Over the past 5 years, SXR0.DE returned 4.77%/yr vs 10.83%/yr for BBCK.DE. A 0.52 correlation means they provide meaningful diversification when combined. SXR0.DE charges 0.35%/yr vs 0.39%/yr for BBCK.DE.
Performance
SXR0.DE vs. BBCK.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 BBCK.DE's 10.20% 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*
- —
BBCK.DE
- 1D
- 0.19%
- 1M
- 3.85%
- 6M
- 9.86%
- YTD
- 10.20%
- 1Y
- 23.96%
- 3Y*
- 18.56%
- 5Y*
- 10.83%
- 10Y*
- 12.44%
SXR0.DE vs. BBCK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 20.04% | -4.03% | 8.98% |
BBCK.DE Invesco Global Buyback Achievers UCITS ETF | 10.20% | 16.70% | 19.10% | 11.74% | -6.61% | 30.88% | 1.65% | 35.50% | -11.65% | 4.60% |
Correlation
The correlation between SXR0.DE and BBCK.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.52 |
The correlation between SXR0.DE and BBCK.DE shifts across timeframes, from 0.44 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXR0.DE vs. BBCK.DE — Risk / Return Rank
SXR0.DE
BBCK.DE
SXR0.DE vs. BBCK.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 Invesco Global Buyback Achievers UCITS ETF (BBCK.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 | BBCK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.37 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 5.42 | -4.89 |
| Martin ratioReturn relative to average drawdown | 1.13 | 16.65 | -15.52 |
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Drawdowns
SXR0.DE vs. BBCK.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum BBCK.DE drawdown of -33.24%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and BBCK.DE.
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Drawdown Indicators
| SXR0.DE | BBCK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -33.24% | +5.51% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -4.40% | -0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -21.54% | +12.36% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -21.54% | +5.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.24% | — |
Current DrawdownCurrent decline from peak | -1.95% | 0.00% | -1.95% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -6.20% | +2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.44% | +1.00% |
Volatility
SXR0.DE vs. BBCK.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.35%, while Invesco Global Buyback Achievers UCITS ETF (BBCK.DE) has a volatility of 2.61%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than BBCK.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 | BBCK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 2.61% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 7.51% | -1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 11.57% | -3.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 14.68% | -4.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.61% | 23.33% | -11.72% |
SXR0.DE vs. BBCK.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is lower than BBCK.DE's 0.39% expense ratio.
Dividends
SXR0.DE vs. BBCK.DE - Dividend Comparison
SXR0.DE has not paid dividends to shareholders, while BBCK.DE's dividend yield for the trailing twelve months is around 1.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBCK.DE Invesco Global Buyback Achievers UCITS ETF | 1.68% | 1.88% | 1.78% | 1.74% | 1.96% | 1.17% | 1.61% | 1.84% | 1.35% | 1.23% | 1.64% | 1.29% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXR0.DE and BBCK.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR0.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR0.DE is cheaper with a 0.35% expense ratio, compared with 0.39% for BBCK.DE.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while BBCK.DE tracks Nasdaq Global Buyback Achievers. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.35% for SXR0.DE and 0.39% for BBCK.DE.
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