SXR0.DE vs. XG12.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, SXR0.DE returned 8.28%/yr vs 10.96%/yr for XG12.DE. At a 0.32 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.
Performance
SXR0.DE vs. XG12.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 XG12.DE's 35.42% 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*
- —
XG12.DE
- 1D
- 0.00%
- 1M
- -3.60%
- 6M
- 33.95%
- YTD
- 35.42%
- 1Y
- 45.69%
- 3Y*
- 10.96%
- 5Y*
- —
- 10Y*
- —
SXR0.DE vs. XG12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.15% | 7.02% | 13.29% | 5.81% | -1.80% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 35.42% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between SXR0.DE and XG12.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.32 |
Over the past year, the correlation between SXR0.DE and XG12.DE has dropped to 0.08 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
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Return for Risk
SXR0.DE vs. XG12.DE — Risk / Return Rank
SXR0.DE
XG12.DE
SXR0.DE vs. XG12.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 Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.42 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 2.38 | -1.86 |
| Martin ratioReturn relative to average drawdown | 1.13 | 5.06 | -3.93 |
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Drawdowns
SXR0.DE vs. XG12.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum XG12.DE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and XG12.DE.
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Drawdown Indicators
| SXR0.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -32.01% | +4.28% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -19.16% | +13.90% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -24.98% | +15.80% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | — | — |
Current DrawdownCurrent decline from peak | -1.95% | -4.84% | +2.89% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -14.74% | +10.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 9.03% | -6.59% |
Volatility
SXR0.DE vs. XG12.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.35%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.78%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 6.78% | -4.43% |
Volatility (6M)Calculated over the trailing 6-month period | 5.77% | 14.09% | -8.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.13% | 27.89% | -19.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 21.10% | -10.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.61% | 21.10% | -9.49% |
SXR0.DE vs. XG12.DE - Expense Ratio Comparison
Both SXR0.DE and XG12.DE have an expense ratio of 0.35%.
Dividends
SXR0.DE vs. XG12.DE - Dividend Comparison
Neither SXR0.DE nor XG12.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR0.DE and XG12.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SXR0.DE and XG12.DE have the same expense ratio: 0.35% per year.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. They also come from different issuers: iShares and Xtrackers.
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