SXR0.DE vs. MVEW.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and MVEW.DE (iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)) are both Global Equities funds from iShares - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while MVEW.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, SXR0.DE returned 4.77%/yr vs 6.26%/yr for MVEW.DE. Their correlation of 0.82 suggests significant overlap in exposure. SXR0.DE charges 0.35%/yr vs 0.30%/yr for MVEW.DE.
Performance
SXR0.DE vs. MVEW.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 MVEW.DE's 3.91% 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*
- —
MVEW.DE
- 1D
- 0.00%
- 1M
- 2.87%
- 6M
- 4.97%
- YTD
- 3.91%
- 1Y
- 5.74%
- 3Y*
- 7.50%
- 5Y*
- 6.26%
- 10Y*
- —
SXR0.DE vs. MVEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | 9.52% |
MVEW.DE iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) | 3.91% | -1.00% | 17.31% | 6.25% | -5.88% | 26.06% | 1.72% |
Correlation
The correlation between SXR0.DE and MVEW.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2020 | 0.82 |
The correlation between SXR0.DE and MVEW.DE has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
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Return for Risk
SXR0.DE vs. MVEW.DE — Risk / Return Rank
SXR0.DE
MVEW.DE
SXR0.DE vs. MVEW.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 Minimum Volatility ESG UCITS ETF (Acc) (MVEW.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 | MVEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.13 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 1.23 | -0.71 |
| Martin ratioReturn relative to average drawdown | 1.13 | 3.06 | -1.93 |
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Drawdowns
SXR0.DE vs. MVEW.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, which is greater than MVEW.DE's maximum drawdown of -13.09%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and MVEW.DE.
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Drawdown Indicators
| SXR0.DE | MVEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -13.09% | -14.64% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -4.63% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -13.09% | +3.91% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -13.09% | -2.52% |
Current DrawdownCurrent decline from peak | -1.95% | -3.10% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -3.82% | -0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.87% | +0.57% |
Volatility
SXR0.DE vs. MVEW.DE - Volatility Comparison
iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) has a higher volatility of 2.35% compared to iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) at 2.03%. This indicates that SXR0.DE's price experiences larger fluctuations and is considered to be riskier than MVEW.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 | MVEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 2.03% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 5.68% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 8.13% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 10.33% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.61% | 10.86% | +0.75% |
SXR0.DE vs. MVEW.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is higher than MVEW.DE's 0.30% expense ratio.
Dividends
SXR0.DE vs. MVEW.DE - Dividend Comparison
Neither SXR0.DE nor MVEW.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR0.DE and MVEW.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVEW.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVEW.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 MVEW.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.35% for SXR0.DE and 0.30% for MVEW.DE.
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