SXR0.DE vs. IUSQ.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both Global Equities funds from iShares - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while IUSQ.DE tracks the MSCI ACWI Index. Both are passively managed. Over the past 5 years, SXR0.DE returned 4.77%/yr vs 11.85%/yr for IUSQ.DE. A 0.67 correlation means they provide meaningful diversification when combined. SXR0.DE charges 0.35%/yr vs 0.20%/yr for IUSQ.DE.
Performance
SXR0.DE vs. IUSQ.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 IUSQ.DE's 14.14% 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*
- —
IUSQ.DE
- 1D
- 0.59%
- 1M
- 1.08%
- 6M
- 13.65%
- YTD
- 14.14%
- 1Y
- 26.53%
- 3Y*
- 17.85%
- 5Y*
- 11.85%
- 10Y*
- 12.51%
SXR0.DE vs. IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 14.14% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 5.21% |
Correlation
The correlation between SXR0.DE and IUSQ.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 | 0.60 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.67 |
Over the past year, the correlation between SXR0.DE and IUSQ.DE has dropped to 0.22 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
SXR0.DE vs. IUSQ.DE — Risk / Return Rank
SXR0.DE
IUSQ.DE
SXR0.DE vs. IUSQ.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 ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.41 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 4.08 | -3.55 |
| Martin ratioReturn relative to average drawdown | 1.13 | 16.66 | -15.53 |
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Drawdowns
SXR0.DE vs. IUSQ.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and IUSQ.DE.
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Drawdown Indicators
| SXR0.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -33.60% | +5.87% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -6.48% | +1.22% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -21.25% | +12.07% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -21.25% | +5.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -1.95% | -0.06% | -1.89% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -4.17% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.59% | +0.85% |
Volatility
SXR0.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.66%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 3.66% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 8.63% | -2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 11.78% | -3.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 13.99% | -3.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.61% | 14.98% | -3.37% |
SXR0.DE vs. IUSQ.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
SXR0.DE vs. IUSQ.DE - Dividend Comparison
Neither SXR0.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR0.DE and IUSQ.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, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for SXR0.DE.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while IUSQ.DE tracks MSCI ACWI Index. Their fees differ too: 0.35% for SXR0.DE and 0.20% for IUSQ.DE.
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