SXR0.DE vs. MWOL.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while MWOL.DE tracks the Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. Both are passively managed. Over the past year, SXR0.DE returned 2.76% vs 24.08% for MWOL.DE. At a 0.31 correlation, their price movements are largely independent. SXR0.DE charges 0.35%/yr vs 0.05%/yr for MWOL.DE.
Performance
SXR0.DE vs. MWOL.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 MWOL.DE's 12.09% 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*
- —
MWOL.DE
- 1D
- 0.00%
- 1M
- 1.06%
- 6M
- 12.59%
- YTD
- 12.09%
- 1Y
- 24.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXR0.DE vs. MWOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.15% | 7.02% | -3.09% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 12.09% | 8.53% | -1.28% |
Correlation
The correlation between SXR0.DE and MWOL.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 (All Time) Calculated using the full available price history since Nov 25, 2024 | 0.31 |
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Return for Risk
SXR0.DE vs. MWOL.DE — Risk / Return Rank
SXR0.DE
MWOL.DE
SXR0.DE vs. MWOL.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 Amundi Prime Global UCITS ETF Dist (MWOL.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 | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.39 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 3.67 | -3.15 |
| Martin ratioReturn relative to average drawdown | 1.13 | 14.62 | -13.49 |
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Drawdowns
SXR0.DE vs. MWOL.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, which is greater than MWOL.DE's maximum drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and MWOL.DE.
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Drawdown Indicators
| SXR0.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -21.64% | -6.09% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -6.58% | +1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | — | — |
Current DrawdownCurrent decline from peak | -1.95% | -0.51% | -1.44% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -3.57% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.65% | +0.79% |
Volatility
SXR0.DE vs. MWOL.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.35%, while Amundi Prime Global UCITS ETF Dist (MWOL.DE) has a volatility of 3.23%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than MWOL.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 | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 3.23% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 8.17% | -2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 11.50% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 14.98% | -4.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.61% | 14.98% | -3.37% |
SXR0.DE vs. MWOL.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is higher than MWOL.DE's 0.05% expense ratio.
Dividends
SXR0.DE vs. MWOL.DE - Dividend Comparison
SXR0.DE has not paid dividends to shareholders, while MWOL.DE's dividend yield for the trailing twelve months is around 1.18%.
| Position | TTM | 2025 |
|---|---|---|
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.18% | 1.67% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% |
Frequently Asked Questions
SXR0.DE and MWOL.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, MWOL.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOL.DE is cheaper with a 0.05% expense ratio, compared with 0.35% for SXR0.DE.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.35% for SXR0.DE and 0.05% for MWOL.DE.
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