SXR0.DE vs. IQQL.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and IQQL.DE (iShares Listed Private Equity UCITS ETF USD (Dist)) are both Global Equities funds from iShares - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while IQQL.DE tracks the S&P Listed Private Equity Index. Both are passively managed. Over the past 5 years, SXR0.DE returned 4.37%/yr vs 5.34%/yr for IQQL.DE. A 0.58 correlation means they provide meaningful diversification when combined. SXR0.DE charges 0.35%/yr vs 0.75%/yr for IQQL.DE.
Performance
SXR0.DE vs. IQQL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR0.DE achieves a 1.43% return, which is significantly higher than IQQL.DE's -8.37% return.
SXR0.DE
- 1D
- -0.82%
- 1M
- 0.59%
- 6M
- 1.31%
- YTD
- 1.43%
- 1Y
- 3.78%
- 3Y*
- 8.24%
- 5Y*
- 4.37%
- 10Y*
- —
IQQL.DE
- 1D
- 2.75%
- 1M
- 2.37%
- 6M
- -9.37%
- YTD
- -8.37%
- 1Y
- -11.98%
- 3Y*
- 9.30%
- 5Y*
- 5.34%
- 10Y*
- 10.58%
SXR0.DE vs. IQQL.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) | 1.43% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | -4.03% | 8.98% |
IQQL.DE iShares Listed Private Equity UCITS ETF USD (Dist) | -8.37% | -9.25% | 30.60% | 34.53% | -24.40% | 53.70% | -4.49% | 47.93% | -10.08% | 2.65% |
Correlation
The correlation between SXR0.DE and IQQL.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.58 |
Over the past year, the correlation between SXR0.DE and IQQL.DE has dropped to 0.28 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
SXR0.DE vs. IQQL.DE — Risk / Return Rank
SXR0.DE
IQQL.DE
SXR0.DE vs. IQQL.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 Listed Private Equity UCITS ETF USD (Dist) (IQQL.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 | IQQL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.91 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | -0.50 | +1.22 |
| Martin ratioReturn relative to average drawdown | 1.53 | -0.89 | +2.42 |
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Drawdowns
SXR0.DE vs. IQQL.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum IQQL.DE drawdown of -78.48%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and IQQL.DE.
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Drawdown Indicators
| SXR0.DE | IQQL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -78.48% | +50.75% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -23.70% | +18.44% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -30.72% | +21.54% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -30.72% | +15.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.91% | — |
Current DrawdownCurrent decline from peak | -2.63% | -23.11% | +20.48% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -17.80% | +13.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 13.48% | -11.02% |
Volatility
SXR0.DE vs. IQQL.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.68%, while iShares Listed Private Equity UCITS ETF USD (Dist) (IQQL.DE) has a volatility of 5.18%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than IQQL.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 | IQQL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 5.18% | -2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 5.92% | 15.44% | -9.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.21% | 19.67% | -11.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 20.49% | -10.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.60% | 21.13% | -9.53% |
SXR0.DE vs. IQQL.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is lower than IQQL.DE's 0.75% expense ratio.
Dividends
SXR0.DE vs. IQQL.DE - Dividend Comparison
SXR0.DE has not paid dividends to shareholders, while IQQL.DE's dividend yield for the trailing twelve months is around 3.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQL.DE iShares Listed Private Equity UCITS ETF USD (Dist) | 3.73% | 3.03% | 2.97% | 3.42% | 4.50% | 2.43% | 3.86% | 3.27% | 5.03% | 5.28% | 4.11% | 5.51% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXR0.DE and IQQL.DE have a correlation of 0.28, 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 0.75% for IQQL.DE.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while IQQL.DE tracks S&P Listed Private Equity Index. Their fees differ too: 0.35% for SXR0.DE and 0.75% for IQQL.DE.
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