SXR0.DE vs. VDIV.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and VDIV.DE (VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF) are both Global Equities funds - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while VDIV.DE tracks the Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. Both are passively managed. Over the past 5 years, SXR0.DE returned 4.77%/yr vs 17.99%/yr for VDIV.DE. A 0.64 correlation means they provide meaningful diversification when combined. SXR0.DE charges 0.35%/yr vs 0.38%/yr for VDIV.DE.
Performance
SXR0.DE vs. VDIV.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 VDIV.DE's 12.05% 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*
- —
VDIV.DE
- 1D
- 0.46%
- 1M
- 2.31%
- 6M
- 11.24%
- YTD
- 12.05%
- 1Y
- 28.66%
- 3Y*
- 20.20%
- 5Y*
- 17.99%
- 10Y*
- —
SXR0.DE vs. VDIV.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) | 2.15% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | -2.78% |
VDIV.DE VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 12.05% | 24.58% | 15.66% | 11.45% | 15.47% | 27.94% | -11.00% | 23.04% | -2.35% |
Correlation
The correlation between SXR0.DE and VDIV.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2018 | 0.64 |
The correlation between SXR0.DE and VDIV.DE shifts across timeframes, from 0.50 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXR0.DE vs. VDIV.DE — Risk / Return Rank
SXR0.DE
VDIV.DE
SXR0.DE vs. VDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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 | VDIV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.66 | ||
| Sortino ratioReturn per unit of downside risk | -3.70 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.56 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 7.75 | -7.23 |
| Martin ratioReturn relative to average drawdown | 1.13 | 22.51 | -21.38 |
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Drawdowns
SXR0.DE vs. VDIV.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum VDIV.DE drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and VDIV.DE.
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Drawdown Indicators
| SXR0.DE | VDIV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -36.13% | +8.40% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -3.68% | -1.58% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -15.13% | +5.95% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -15.13% | -0.48% |
Current DrawdownCurrent decline from peak | -1.95% | -0.37% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -4.19% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.27% | +1.17% |
Volatility
SXR0.DE vs. VDIV.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.35%, while VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) has a volatility of 2.56%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than VDIV.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 | VDIV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 2.56% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 7.18% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 9.52% | -1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 11.95% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.61% | 15.32% | -3.71% |
SXR0.DE vs. VDIV.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is lower than VDIV.DE's 0.38% expense ratio.
Dividends
SXR0.DE vs. VDIV.DE - Dividend Comparison
SXR0.DE has not paid dividends to shareholders, while VDIV.DE's dividend yield for the trailing twelve months is around 3.13%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
VDIV.DE VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 3.13% | 3.58% | 4.19% | 4.97% | 4.56% | 3.97% | 4.11% | 4.35% | 0.91% |
Frequently Asked Questions
SXR0.DE and VDIV.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR0.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR0.DE is cheaper with a 0.35% expense ratio, compared with 0.38% for VDIV.DE.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while VDIV.DE tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.35% for SXR0.DE and 0.38% for VDIV.DE.
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