SXR0.DE vs. IQQW.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and IQQW.DE (iShares MSCI World UCITS ETF USD (Dist)) are both Global Equities funds from iShares - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while IQQW.DE tracks the MSCI World Index. Both are passively managed. Over the past 5 years, SXR0.DE returned 4.62%/yr vs 11.74%/yr for IQQW.DE. A 0.68 correlation means they provide meaningful diversification when combined. SXR0.DE charges 0.35%/yr vs 0.50%/yr for IQQW.DE.
Performance
SXR0.DE vs. IQQW.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 IQQW.DE's 11.57% 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*
- —
IQQW.DE
- 1D
- -1.06%
- 1M
- 0.57%
- 6M
- 8.68%
- YTD
- 11.57%
- 1Y
- 21.42%
- 3Y*
- 17.21%
- 5Y*
- 11.74%
- 10Y*
- 12.14%
SXR0.DE vs. IQQW.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) | 2.62% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | -4.03% | 8.98% |
IQQW.DE iShares MSCI World UCITS ETF USD (Dist) | 11.57% | 7.59% | 25.52% | 19.92% | -13.90% | 32.21% | 5.13% | 30.90% | -5.28% | 4.25% |
Correlation
The correlation between SXR0.DE and IQQW.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.68 |
Over the past year, the correlation between SXR0.DE and IQQW.DE has dropped to 0.22 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
SXR0.DE vs. IQQW.DE — Risk / Return Rank
SXR0.DE
IQQW.DE
SXR0.DE vs. IQQW.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 MSCI World UCITS ETF USD (Dist) (IQQW.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 | IQQW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.36 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 3.23 | -2.40 |
| Martin ratioReturn relative to average drawdown | 1.77 | 12.83 | -11.06 |
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Drawdowns
SXR0.DE vs. IQQW.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum IQQW.DE drawdown of -52.35%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and IQQW.DE.
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Drawdown Indicators
| SXR0.DE | IQQW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -52.35% | +24.62% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -6.61% | +1.35% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -21.66% | +12.48% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -21.66% | +6.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -1.49% | -1.18% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -9.01% | +5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.67% | +0.79% |
Volatility
SXR0.DE vs. IQQW.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.16%, while iShares MSCI World UCITS ETF USD (Dist) (IQQW.DE) has a volatility of 2.75%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than IQQW.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 | IQQW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.16% | 2.75% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 5.96% | 7.96% | -2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.21% | 11.20% | -2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 14.16% | -4.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.60% | 15.02% | -3.42% |
SXR0.DE vs. IQQW.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is lower than IQQW.DE's 0.50% expense ratio.
Dividends
SXR0.DE vs. IQQW.DE - Dividend Comparison
SXR0.DE has not paid dividends to shareholders, while IQQW.DE's dividend yield for the trailing twelve months is around 0.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQW.DE iShares MSCI World UCITS ETF USD (Dist) | 0.87% | 0.95% | 1.05% | 1.32% | 1.49% | 1.01% | 1.21% | 1.60% | 1.84% | 1.66% | 1.70% | 1.80% |
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 IQQW.DE have a correlation of 0.22, 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 0.50% for IQQW.DE.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while IQQW.DE tracks MSCI World Index. Their fees differ too: 0.35% for SXR0.DE and 0.50% for IQQW.DE.
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