SXR0.DE vs. IS3Q.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both Global Equities funds from iShares - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while IS3Q.DE tracks the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 5 years, SXR0.DE returned 4.77%/yr vs 11.00%/yr for IS3Q.DE. A 0.69 correlation means they provide meaningful diversification when combined. SXR0.DE charges 0.35%/yr vs 0.30%/yr for IS3Q.DE.
Performance
SXR0.DE vs. IS3Q.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 IS3Q.DE's 13.20% 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*
- —
IS3Q.DE
- 1D
- 0.52%
- 1M
- 4.19%
- 6M
- 13.65%
- YTD
- 13.20%
- 1Y
- 23.04%
- 3Y*
- 15.85%
- 5Y*
- 11.00%
- 10Y*
- 12.36%
SXR0.DE vs. IS3Q.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% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 13.20% | 2.80% | 23.78% | 21.69% | -14.83% | 34.27% | 4.44% | 33.94% | -3.47% | 4.19% |
Correlation
The correlation between SXR0.DE and IS3Q.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.69 |
Over the past year, the correlation between SXR0.DE and IS3Q.DE has dropped to 0.33 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
SXR0.DE vs. IS3Q.DE — Risk / Return Rank
SXR0.DE
IS3Q.DE
SXR0.DE vs. IS3Q.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 Quality Factor UCITS ETF (Acc) (IS3Q.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 | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.40 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 3.62 | -3.10 |
| Martin ratioReturn relative to average drawdown | 1.13 | 15.01 | -13.88 |
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Drawdowns
SXR0.DE vs. IS3Q.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum IS3Q.DE drawdown of -32.30%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and IS3Q.DE.
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Drawdown Indicators
| SXR0.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -32.30% | +4.57% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -6.33% | +1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -20.63% | +11.45% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -20.63% | +5.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.30% | — |
Current DrawdownCurrent decline from peak | -1.95% | -0.04% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -6.23% | +2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.53% | +0.91% |
Volatility
SXR0.DE vs. IS3Q.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 Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) has a volatility of 2.62%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than IS3Q.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 | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 2.62% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 7.40% | -1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 10.72% | -2.59% |
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 | 11.61% | 15.79% | -4.18% |
SXR0.DE vs. IS3Q.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is higher than IS3Q.DE's 0.30% expense ratio.
Dividends
SXR0.DE vs. IS3Q.DE - Dividend Comparison
Neither SXR0.DE nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR0.DE and IS3Q.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3Q.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3Q.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 IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.35% for SXR0.DE and 0.30% for IS3Q.DE.
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