SXR0.DE vs. IS3N.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and IS3N.DE (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) are both exchange-traded funds - SXR0.DE is a Global Equities fund tracking the MSCI World Minimum Volatility Index (EUR Hedged), while IS3N.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market Index (IMI). Both are passively managed. Over the past 5 years, SXR0.DE returned 4.77%/yr vs 8.39%/yr for IS3N.DE. At a 0.43 correlation, their price movements are largely independent. SXR0.DE charges 0.35%/yr vs 0.18%/yr for IS3N.DE.
Performance
SXR0.DE vs. IS3N.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 IS3N.DE's 26.15% 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*
- —
IS3N.DE
- 1D
- 2.11%
- 1M
- -1.18%
- 6M
- 22.85%
- YTD
- 26.15%
- 1Y
- 42.71%
- 3Y*
- 19.59%
- 5Y*
- 8.39%
- 10Y*
- 9.80%
SXR0.DE vs. IS3N.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% |
IS3N.DE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 26.15% | 17.14% | 13.88% | 7.20% | -13.85% | 7.09% | 7.07% | 20.99% | -11.06% | 10.03% |
Correlation
The correlation between SXR0.DE and IS3N.DE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.43 |
Over the past year, the correlation between SXR0.DE and IS3N.DE has dropped to 0.05 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
SXR0.DE vs. IS3N.DE — Risk / Return Rank
SXR0.DE
IS3N.DE
SXR0.DE vs. IS3N.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 Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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 | IS3N.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.40 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 4.04 | -3.52 |
| Martin ratioReturn relative to average drawdown | 1.13 | 13.47 | -12.35 |
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Drawdowns
SXR0.DE vs. IS3N.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum IS3N.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and IS3N.DE.
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Drawdown Indicators
| SXR0.DE | IS3N.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -35.06% | +7.33% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -10.52% | +5.26% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -19.18% | +10.00% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -21.99% | +6.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.51% | — |
Current DrawdownCurrent decline from peak | -1.95% | -4.56% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -9.24% | +5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 3.16% | -0.72% |
Volatility
SXR0.DE vs. IS3N.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.35%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a volatility of 8.89%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than IS3N.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 | IS3N.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 8.89% | -6.54% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 16.69% | -10.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 19.07% | -10.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 16.62% | -6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.61% | 18.15% | -6.54% |
SXR0.DE vs. IS3N.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is higher than IS3N.DE's 0.18% expense ratio.
Dividends
SXR0.DE vs. IS3N.DE - Dividend Comparison
Neither SXR0.DE nor IS3N.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR0.DE and IS3N.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3N.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3N.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for SXR0.DE.
SXR0.DE is categorized as Global Equities, while IS3N.DE is Emerging Markets Equities. SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while IS3N.DE tracks MSCI Emerging Markets Investable Market Index (IMI). Their fees differ too: 0.35% for SXR0.DE and 0.18% for IS3N.DE.
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