SXR0.DE vs. UIM7.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and UIM7.DE (UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis) are both Global Equities funds - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while UIM7.DE tracks the MSCI World. Both are passively managed. Over the past 5 years, SXR0.DE returned 4.37%/yr vs 12.03%/yr for UIM7.DE. A 0.68 correlation means they provide meaningful diversification when combined. SXR0.DE charges 0.35%/yr vs 0.30%/yr for UIM7.DE.
Performance
SXR0.DE vs. UIM7.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR0.DE achieves a 1.43% return, which is significantly lower than UIM7.DE's 12.82% return.
SXR0.DE
- 1D
- -0.82%
- 1M
- 0.59%
- 6M
- 1.31%
- YTD
- 1.43%
- 1Y
- 3.78%
- 3Y*
- 8.24%
- 5Y*
- 4.37%
- 10Y*
- —
UIM7.DE
- 1D
- 0.19%
- 1M
- 1.64%
- 6M
- 11.29%
- YTD
- 12.82%
- 1Y
- 23.53%
- 3Y*
- 17.89%
- 5Y*
- 12.03%
- 10Y*
- 12.31%
SXR0.DE vs. UIM7.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) | 1.43% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | -4.03% | 8.98% |
UIM7.DE UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis | 12.82% | 7.63% | 25.66% | 19.90% | -13.93% | 32.50% | 5.12% | 30.96% | -5.24% | 4.09% |
Correlation
The correlation between SXR0.DE and UIM7.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 | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.68 |
Over the past year, the correlation between SXR0.DE and UIM7.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. UIM7.DE — Risk / Return Rank
SXR0.DE
UIM7.DE
SXR0.DE vs. UIM7.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 UCITS ETF (USD) A-dis (UIM7.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 | UIM7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.62 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.39 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.72 | 3.65 | -2.93 |
| Martin ratioReturn relative to average drawdown | 1.53 | 14.53 | -13.00 |
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Drawdowns
SXR0.DE vs. UIM7.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum UIM7.DE drawdown of -61.36%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and UIM7.DE.
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Drawdown Indicators
| SXR0.DE | UIM7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -61.36% | +33.63% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -6.42% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -21.66% | +12.48% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -21.66% | +6.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.83% | — |
Current DrawdownCurrent decline from peak | -2.63% | -0.08% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -13.66% | +9.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.61% | +0.85% |
Volatility
SXR0.DE vs. UIM7.DE - Volatility Comparison
iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) has a higher volatility of 2.68% compared to UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UIM7.DE) at 2.40%. This indicates that SXR0.DE's price experiences larger fluctuations and is considered to be riskier than UIM7.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 | UIM7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 2.40% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 5.92% | 7.89% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.21% | 11.25% | -3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 14.11% | -3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.60% | 15.05% | -3.45% |
SXR0.DE vs. UIM7.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is higher than UIM7.DE's 0.30% expense ratio.
Dividends
SXR0.DE vs. UIM7.DE - Dividend Comparison
SXR0.DE has not paid dividends to shareholders, while UIM7.DE's dividend yield for the trailing twelve months is around 0.88%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UIM7.DE UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis | 0.88% | 1.04% | 1.06% | 1.29% | 1.47% | 0.98% | 1.31% | 1.56% | 1.69% | 1.72% | 1.83% | 1.89% |
Frequently Asked Questions
SXR0.DE and UIM7.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, UIM7.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UIM7.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 UIM7.DE tracks MSCI World. They also come from different issuers: iShares and UBS. Their fees differ too: 0.35% for SXR0.DE and 0.30% for UIM7.DE.
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