SXR0.DE vs. F50A.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and F50A.DE (Amundi Prime Global UCITS ETF Accumulating) are both Global Equities funds - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while F50A.DE tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past year, SXR0.DE returned 2.76% vs 24.10% for F50A.DE. At a 0.30 correlation, their price movements are largely independent. SXR0.DE charges 0.35%/yr vs 0.05%/yr for F50A.DE.
Performance
SXR0.DE vs. F50A.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 F50A.DE's 12.09% 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*
- —
F50A.DE
- 1D
- 0.00%
- 1M
- 1.12%
- 6M
- 12.69%
- YTD
- 12.09%
- 1Y
- 24.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXR0.DE vs. F50A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.15% | 7.02% | -3.09% |
F50A.DE Amundi Prime Global UCITS ETF Accumulating | 12.09% | 8.58% | -1.22% |
Correlation
The correlation between SXR0.DE and F50A.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2024 | 0.30 |
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Return for Risk
SXR0.DE vs. F50A.DE — Risk / Return Rank
SXR0.DE
F50A.DE
SXR0.DE vs. F50A.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 Prime Global UCITS ETF Accumulating (F50A.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 | F50A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.35 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 1.47 | -0.95 |
| Martin ratioReturn relative to average drawdown | 1.13 | 2.61 | -1.48 |
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Drawdowns
SXR0.DE vs. F50A.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, which is greater than F50A.DE's maximum drawdown of -21.49%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and F50A.DE.
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Drawdown Indicators
| SXR0.DE | F50A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -21.49% | -6.24% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -16.39% | +11.13% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | — | — |
Current DrawdownCurrent decline from peak | -1.95% | -2.28% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -7.44% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 9.23% | -6.79% |
Volatility
SXR0.DE vs. F50A.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 Prime Global UCITS ETF Accumulating (F50A.DE) has a volatility of 3.24%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than F50A.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 | F50A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 3.24% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 8.31% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 24.40% | -16.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 22.54% | -12.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.61% | 22.54% | -10.93% |
SXR0.DE vs. F50A.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is higher than F50A.DE's 0.05% expense ratio.
Dividends
SXR0.DE vs. F50A.DE - Dividend Comparison
Neither SXR0.DE nor F50A.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR0.DE and F50A.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.35% for SXR0.DE.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.35% for SXR0.DE and 0.05% for F50A.DE.
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