SXR0.DE vs. VGWL.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and VGWL.DE (Vanguard FTSE All-World UCITS ETF Distributing) are both Global Equities funds - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while VGWL.DE tracks the FTSE All-World. Both are passively managed. Over the past 5 years, SXR0.DE returned 4.62%/yr vs 11.41%/yr for VGWL.DE. A 0.67 correlation means they provide meaningful diversification when combined. SXR0.DE charges 0.35%/yr vs 0.22%/yr for VGWL.DE.
Performance
SXR0.DE vs. VGWL.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 VGWL.DE's 12.46% 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*
- —
VGWL.DE
- 1D
- -1.19%
- 1M
- -0.67%
- 6M
- 8.99%
- YTD
- 12.46%
- 1Y
- 22.90%
- 3Y*
- 17.59%
- 5Y*
- 11.41%
- 10Y*
- —
SXR0.DE vs. VGWL.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) | 2.62% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | -4.03% | 2.82% |
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 12.46% | 9.18% | 24.40% | 18.17% | -13.48% | 28.60% | 5.38% | 30.12% | -6.03% | 3.37% |
Correlation
The correlation between SXR0.DE and VGWL.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.67 |
Over the past year, the correlation between SXR0.DE and VGWL.DE has dropped to 0.17 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
SXR0.DE vs. VGWL.DE — Risk / Return Rank
SXR0.DE
VGWL.DE
SXR0.DE vs. VGWL.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 Vanguard FTSE All-World UCITS ETF Distributing (VGWL.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 | VGWL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.36 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 3.47 | -2.64 |
| Martin ratioReturn relative to average drawdown | 1.77 | 14.01 | -12.24 |
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Drawdowns
SXR0.DE vs. VGWL.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum VGWL.DE drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and VGWL.DE.
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Drawdown Indicators
| SXR0.DE | VGWL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -33.40% | +5.67% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -6.57% | +1.31% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -21.04% | +11.86% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -21.04% | +5.43% |
Current DrawdownCurrent decline from peak | -1.49% | -1.87% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -4.29% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.63% | +0.83% |
Volatility
SXR0.DE vs. VGWL.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.16%, while Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) has a volatility of 3.16%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than VGWL.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 | VGWL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.16% | 3.16% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 5.96% | 8.65% | -2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.21% | 11.63% | -3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 13.81% | -3.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.60% | 15.46% | -3.86% |
SXR0.DE vs. VGWL.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is higher than VGWL.DE's 0.22% expense ratio.
Dividends
SXR0.DE vs. VGWL.DE - Dividend Comparison
SXR0.DE has not paid dividends to shareholders, while VGWL.DE's dividend yield for the trailing twelve months is around 1.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 1.27% | 1.42% | 1.48% | 1.73% | 2.09% | 1.43% | 1.56% | 1.87% | 2.26% | 0.37% |
Frequently Asked Questions
SXR0.DE and VGWL.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWL.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWL.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 VGWL.DE tracks FTSE All-World. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.35% for SXR0.DE and 0.22% for VGWL.DE.
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