SXR0.DE vs. FTWD.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and FTWD.DE (Invesco FTSE All-World UCITS ETF USD Distribution) are both Global Equities funds - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while FTWD.DE tracks the FTSE All-World Index. Both are passively managed. Over the past 3 years, SXR0.DE returned 8.50%/yr vs 17.67%/yr for FTWD.DE. At a 0.41 correlation, their price movements are largely independent. SXR0.DE charges 0.35%/yr vs 0.15%/yr for FTWD.DE.
Performance
SXR0.DE vs. FTWD.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 lower than FTWD.DE's 12.47% 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*
- —
FTWD.DE
- 1D
- -1.16%
- 1M
- -0.65%
- 6M
- 8.99%
- YTD
- 12.47%
- 1Y
- 22.96%
- 3Y*
- 17.67%
- 5Y*
- —
- 10Y*
- —
SXR0.DE vs. FTWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.62% | 7.02% | 13.29% | 3.59% |
FTWD.DE Invesco FTSE All-World UCITS ETF USD Distribution | 12.47% | 9.08% | 24.54% | -0.42% |
Correlation
The correlation between SXR0.DE and FTWD.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023 | 0.41 |
Over the past year, the correlation between SXR0.DE and FTWD.DE has dropped to 0.18 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
SXR0.DE vs. FTWD.DE — Risk / Return Rank
SXR0.DE
FTWD.DE
SXR0.DE vs. FTWD.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 FTSE All-World UCITS ETF USD Distribution (FTWD.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 | FTWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.36 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 3.52 | -2.70 |
| Martin ratioReturn relative to average drawdown | 1.77 | 13.91 | -12.14 |
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Drawdowns
SXR0.DE vs. FTWD.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, which is greater than FTWD.DE's maximum drawdown of -21.01%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and FTWD.DE.
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Drawdown Indicators
| SXR0.DE | FTWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -21.01% | -6.72% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -6.49% | +1.23% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -21.01% | +11.83% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | — | — |
Current DrawdownCurrent decline from peak | -1.49% | -1.79% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -3.13% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.65% | +0.81% |
Volatility
SXR0.DE vs. FTWD.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.16%, while Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) has a volatility of 3.08%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than FTWD.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 | FTWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.16% | 3.08% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 5.96% | 8.61% | -2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.21% | 11.88% | -3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 13.67% | -3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.60% | 13.67% | -2.07% |
SXR0.DE vs. FTWD.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is higher than FTWD.DE's 0.15% expense ratio.
Dividends
SXR0.DE vs. FTWD.DE - Dividend Comparison
SXR0.DE has not paid dividends to shareholders, while FTWD.DE's dividend yield for the trailing twelve months is around 1.25%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
FTWD.DE Invesco FTSE All-World UCITS ETF USD Distribution | 1.25% | 1.36% | 1.49% | 0.70% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXR0.DE and FTWD.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FTWD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FTWD.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for SXR0.DE.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while FTWD.DE tracks FTSE All-World Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.35% for SXR0.DE and 0.15% for FTWD.DE.
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