SXR0.DE vs. IQQ0.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds from iShares - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, SXR0.DE returned 4.77%/yr vs 6.03%/yr for IQQ0.DE. Their correlation of 0.80 suggests significant overlap in exposure. SXR0.DE charges 0.35%/yr vs 0.30%/yr for IQQ0.DE.
Performance
SXR0.DE vs. IQQ0.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 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%
SXR0.DE vs. IQQ0.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% |
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.
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Return for Risk
SXR0.DE vs. IQQ0.DE — Risk / Return Rank
SXR0.DE
IQQ0.DE
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.DE | IQQ0.DE | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| SXR0.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.95% | -3.71% | +1.76% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -7.05% | +3.09% |
Ulcer IndexDepth 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.
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Volatility by Period
| SXR0.DE | IQQ0.DE | Difference | |
|---|---|---|---|
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.
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.
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