PortfoliosLab logoPortfoliosLab logo
SXR0.DE vs. IQQ0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR0.DE vs. IQQ0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SXR0.DE achieves a 2.15% return, which is significantly lower than IQQ0.DE's 4.80% 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*

IQQ0.DE

1D
0.31%
1M
3.14%
6M
5.58%
YTD
4.80%
1Y
5.54%
3Y*
7.57%
5Y*
6.03%
10Y*
6.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR0.DE vs. IQQ0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IQQ0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)
4.80%-1.26%17.64%3.73%-4.34%24.26%-6.77%26.17%2.03%-0.30%

Correlation

The correlation between SXR0.DE and IQQ0.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2017

0.80

The correlation between SXR0.DE and IQQ0.DE has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SXR0.DE vs. IQQ0.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXR0.DE
SXR0.DE Risk / Return Rank: 1414
Overall Rank
SXR0.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SXR0.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SXR0.DE Omega Ratio Rank: 1313
Omega Ratio Rank
SXR0.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
SXR0.DE Martin Ratio Rank: 1515
Martin Ratio Rank

IQQ0.DE
IQQ0.DE Risk / Return Rank: 2222
Overall Rank
IQQ0.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IQQ0.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
IQQ0.DE Omega Ratio Rank: 1919
Omega Ratio Rank
IQQ0.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
IQQ0.DE Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXR0.DE vs. IQQ0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.DEIQQ0.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.06

1.12

-0.06

Calmar ratioReturn relative to maximum drawdown

0.52

1.06

-0.54

Martin ratioReturn relative to average drawdown

1.13

2.60

-1.48

SXR0.DE vs. IQQ0.DE - Sharpe Ratio Comparison

The current SXR0.DE Sharpe Ratio is 0.34, which is lower than the IQQ0.DE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SXR0.DE and IQQ0.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SXR0.DE vs. IQQ0.DE - Drawdown Comparison

The maximum SXR0.DE drawdown since its inception was -27.73%, roughly equal to the maximum IQQ0.DE drawdown of -28.64%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and IQQ0.DE.


Loading charts...

Drawdown Indicators


SXR0.DEIQQ0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.73%

-28.64%

+0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-5.22%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-9.18%

-12.82%

+3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-15.61%

-12.82%

-2.79%

Max Drawdown (10Y)

Largest decline over 10 years

-28.64%

Current Drawdown

Current decline from peak

-1.95%

-3.71%

+1.76%

Average Drawdown

Average peak-to-trough decline

-3.96%

-7.05%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.12%

+0.32%

Volatility

SXR0.DE vs. IQQ0.DE - Volatility Comparison

iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) has a higher volatility of 2.35% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.22%. This indicates that SXR0.DE's price experiences larger fluctuations and is considered to be riskier than IQQ0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SXR0.DEIQQ0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

2.22%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

5.77%

5.55%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

8.13%

7.87%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.15%

10.09%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.61%

12.76%

-1.15%

SXR0.DE vs. IQQ0.DE - Expense Ratio Comparison

SXR0.DE has a 0.35% expense ratio, which is higher than IQQ0.DE's 0.30% expense ratio.


Dividends

SXR0.DE vs. IQQ0.DE - Dividend Comparison

Neither SXR0.DE nor IQQ0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXR0.DE and IQQ0.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQQ0.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQQ0.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for SXR0.DE.

SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while IQQ0.DE tracks MSCI World Minimum Volatility. Their fees differ too: 0.35% for SXR0.DE and 0.30% for IQQ0.DE.

Portfolio Optimizer

Find the right allocation for SXR0.DE and IQQ0.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer