SXR0.DE vs. DX2D.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and DX2D.DE (Xtrackers LPX Private Equity Swap UCITS ETF (Acc)) are both Global Equities funds - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while DX2D.DE tracks the LPX Major Market Index. Both are passively managed. Over the past 5 years, SXR0.DE returned 4.62%/yr vs 3.97%/yr for DX2D.DE. A 0.57 correlation means they provide meaningful diversification when combined. SXR0.DE charges 0.35%/yr vs 0.70%/yr for DX2D.DE.
Performance
SXR0.DE vs. DX2D.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR0.DE achieves a 2.62% return, which is significantly higher than DX2D.DE's -12.14% return.
SXR0.DE
- 1D
- 0.70%
- 1M
- 2.14%
- 6M
- 2.74%
- YTD
- 2.62%
- 1Y
- 4.36%
- 3Y*
- 8.50%
- 5Y*
- 4.62%
- 10Y*
- —
DX2D.DE
- 1D
- 0.32%
- 1M
- 1.32%
- 6M
- -15.16%
- YTD
- -12.14%
- 1Y
- -19.38%
- 3Y*
- 7.19%
- 5Y*
- 3.97%
- 10Y*
- 10.43%
SXR0.DE vs. DX2D.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) | 2.62% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | -4.03% | 8.98% |
DX2D.DE Xtrackers LPX Private Equity Swap UCITS ETF (Acc) | -12.14% | -10.95% | 31.41% | 40.37% | -29.92% | 64.10% | -0.69% | 45.42% | -11.58% | 5.04% |
Correlation
The correlation between SXR0.DE and DX2D.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.57 |
Over the past year, the correlation between SXR0.DE and DX2D.DE has dropped to 0.24 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
SXR0.DE vs. DX2D.DE — Risk / Return Rank
SXR0.DE
DX2D.DE
SXR0.DE vs. DX2D.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 Xtrackers LPX Private Equity Swap UCITS ETF (Acc) (DX2D.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 | DX2D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.85 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | -0.71 | +1.53 |
| Martin ratioReturn relative to average drawdown | 1.77 | -1.21 | +2.98 |
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Drawdowns
SXR0.DE vs. DX2D.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum DX2D.DE drawdown of -76.50%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and DX2D.DE.
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Drawdown Indicators
| SXR0.DE | DX2D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -76.50% | +48.77% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -27.34% | +22.08% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -35.34% | +26.16% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -36.85% | +21.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.24% | — |
Current DrawdownCurrent decline from peak | -1.49% | -28.21% | +26.72% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -15.78% | +11.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 15.83% | -13.37% |
Volatility
SXR0.DE vs. DX2D.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.16%, while Xtrackers LPX Private Equity Swap UCITS ETF (Acc) (DX2D.DE) has a volatility of 5.48%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than DX2D.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 | DX2D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.16% | 5.48% | -3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 5.96% | 16.63% | -10.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.21% | 20.77% | -12.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 23.50% | -13.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.60% | 23.01% | -11.41% |
SXR0.DE vs. DX2D.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is lower than DX2D.DE's 0.70% expense ratio.
Dividends
SXR0.DE vs. DX2D.DE - Dividend Comparison
Neither SXR0.DE nor DX2D.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR0.DE and DX2D.DE have a correlation of 0.24, 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 0.70% for DX2D.DE.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while DX2D.DE tracks LPX Major Market Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.35% for SXR0.DE and 0.70% for DX2D.DE.
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