SXR0.DE vs. SEAC.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and SEAC.DE (UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) Acc) are both Global Equities funds - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while SEAC.DE tracks the MSCI World SRI Low Carbon Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, SXR0.DE returned 4.62%/yr vs 9.78%/yr for SEAC.DE. A 0.68 correlation means they provide meaningful diversification when combined. SXR0.DE charges 0.35%/yr vs 0.22%/yr for SEAC.DE.
Performance
SXR0.DE vs. SEAC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR0.DE achieves a 2.62% return, which is significantly lower than SEAC.DE's 10.96% return.
SXR0.DE
- 1D
- 0.70%
- 1M
- 2.14%
- 6M
- 2.74%
- YTD
- 2.62%
- 1Y
- 4.36%
- 3Y*
- 8.50%
- 5Y*
- 4.62%
- 10Y*
- —
SEAC.DE
- 1D
- -1.24%
- 1M
- -0.58%
- 6M
- 7.51%
- YTD
- 10.96%
- 1Y
- 17.98%
- 3Y*
- 13.93%
- 5Y*
- 9.78%
- 10Y*
- —
SXR0.DE vs. SEAC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.62% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | 0.58% |
SEAC.DE UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) Acc | 10.96% | 1.57% | 23.07% | 24.92% | -20.44% | 36.19% | 7.52% | 32.12% | -19.09% |
Correlation
The correlation between SXR0.DE and SEAC.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
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 Feb 14, 2018 | 0.68 |
Over the past year, the correlation between SXR0.DE and SEAC.DE has dropped to 0.23 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
SXR0.DE vs. SEAC.DE — Risk / Return Rank
SXR0.DE
SEAC.DE
SXR0.DE vs. SEAC.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 UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) Acc (SEAC.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 | SEAC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.25 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 1.86 | -1.03 |
| Martin ratioReturn relative to average drawdown | 1.77 | 6.39 | -4.62 |
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Drawdowns
SXR0.DE vs. SEAC.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum SEAC.DE drawdown of -32.50%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and SEAC.DE.
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Drawdown Indicators
| SXR0.DE | SEAC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -32.50% | +4.77% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -9.65% | +4.39% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -22.60% | +13.42% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -23.64% | +8.03% |
Current DrawdownCurrent decline from peak | -1.49% | -3.33% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -7.71% | +3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.81% | -0.35% |
Volatility
SXR0.DE vs. SEAC.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.16%, while UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) Acc (SEAC.DE) has a volatility of 4.37%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than SEAC.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 | SEAC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.16% | 4.37% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 5.96% | 10.05% | -4.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.21% | 13.22% | -5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 15.45% | -5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.60% | 17.61% | -6.01% |
SXR0.DE vs. SEAC.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is higher than SEAC.DE's 0.22% expense ratio.
Dividends
SXR0.DE vs. SEAC.DE - Dividend Comparison
Neither SXR0.DE nor SEAC.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR0.DE and SEAC.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SEAC.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SEAC.DE is cheaper with a 0.22% expense ratio, compared with 0.35% for SXR0.DE.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while SEAC.DE tracks MSCI World SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: iShares and UBS. Their fees differ too: 0.35% for SXR0.DE and 0.22% for SEAC.DE.
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