SXR0.DE vs. IS3S.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds from iShares - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 5 years, SXR0.DE returned 4.77%/yr vs 17.35%/yr for IS3S.DE. A 0.62 correlation means they provide meaningful diversification when combined. SXR0.DE charges 0.35%/yr vs 0.30%/yr for IS3S.DE.
Performance
SXR0.DE vs. IS3S.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 IS3S.DE's 34.60% 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*
- —
IS3S.DE
- 1D
- 0.98%
- 1M
- -1.31%
- 6M
- 33.80%
- YTD
- 34.60%
- 1Y
- 60.20%
- 3Y*
- 25.59%
- 5Y*
- 17.35%
- 10Y*
- 12.85%
SXR0.DE vs. IS3S.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% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.60% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | -12.53% | 22.01% | -10.32% | 6.76% |
Correlation
The correlation between SXR0.DE and IS3S.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.62 |
Over the past year, the correlation between SXR0.DE and IS3S.DE has dropped to 0.24 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
SXR0.DE vs. IS3S.DE — Risk / Return Rank
SXR0.DE
IS3S.DE
SXR0.DE vs. IS3S.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 Value Factor UCITS ETF (IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.65 | ||
| Sortino ratioReturn per unit of downside risk | -4.82 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.71 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 9.83 | -9.31 |
| Martin ratioReturn relative to average drawdown | 1.13 | 34.53 | -33.40 |
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Drawdowns
SXR0.DE vs. IS3S.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum IS3S.DE drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and IS3S.DE.
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Drawdown Indicators
| SXR0.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -35.19% | +7.46% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -6.09% | +0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -17.78% | +8.60% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -17.78% | +2.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.19% | — |
Current DrawdownCurrent decline from peak | -1.95% | -2.80% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -6.93% | +2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.74% | +0.70% |
Volatility
SXR0.DE vs. IS3S.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 Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.97%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 5.97% | -3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 12.71% | -6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 15.02% | -6.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 14.07% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.61% | 16.62% | -5.01% |
SXR0.DE vs. IS3S.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is higher than IS3S.DE's 0.30% expense ratio.
Dividends
SXR0.DE vs. IS3S.DE - Dividend Comparison
Neither SXR0.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR0.DE and IS3S.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3S.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 IS3S.DE tracks MSCI World Enhanced Value. Their fees differ too: 0.35% for SXR0.DE and 0.30% for IS3S.DE.
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