SXR0.DE vs. XWEH.DE
SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) and XWEH.DE (Xtrackers MSCI World Swap UCITS ETF EUR Hedged (Acc)) are both Global Equities funds - SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged) while XWEH.DE tracks the MSCI World Index (EUR Hedged). Both are passively managed. Over the past 5 years, SXR0.DE returned 4.62%/yr vs 10.16%/yr for XWEH.DE. A 0.74 correlation means they provide meaningful diversification when combined. SXR0.DE charges 0.35%/yr vs 0.39%/yr for XWEH.DE.
Performance
SXR0.DE vs. XWEH.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 XWEH.DE's 8.30% 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*
- —
XWEH.DE
- 1D
- -1.10%
- 1M
- -0.71%
- 6M
- 6.59%
- YTD
- 8.30%
- 1Y
- 18.62%
- 3Y*
- 16.86%
- 5Y*
- 10.16%
- 10Y*
- 11.18%
SXR0.DE vs. XWEH.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% | 8.98% |
XWEH.DE Xtrackers MSCI World Swap UCITS ETF EUR Hedged (Acc) | 8.30% | 16.85% | 19.84% | 21.86% | -18.77% | 23.77% | 11.40% | 25.02% | -10.04% | 12.46% |
Correlation
The correlation between SXR0.DE and XWEH.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.74 |
Over the past year, the correlation between SXR0.DE and XWEH.DE has dropped to 0.27 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
SXR0.DE vs. XWEH.DE — Risk / Return Rank
SXR0.DE
XWEH.DE
SXR0.DE vs. XWEH.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 World Swap UCITS ETF EUR Hedged (Acc) (XWEH.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 | XWEH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.29 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.83 | 2.36 | -1.53 |
| Martin ratioReturn relative to average drawdown | 1.77 | 9.94 | -8.17 |
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Drawdowns
SXR0.DE vs. XWEH.DE - Drawdown Comparison
The maximum SXR0.DE drawdown since its inception was -27.73%, smaller than the maximum XWEH.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for SXR0.DE and XWEH.DE.
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Drawdown Indicators
| SXR0.DE | XWEH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.73% | -33.67% | +5.94% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -7.86% | +2.60% |
Max Drawdown (3Y)Largest decline over 3 years | -9.18% | -17.57% | +8.39% |
Max Drawdown (5Y)Largest decline over 5 years | -15.61% | -23.55% | +7.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.67% | — |
Current DrawdownCurrent decline from peak | -1.49% | -1.14% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -4.35% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 1.87% | +0.59% |
Volatility
SXR0.DE vs. XWEH.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) is 2.16%, while Xtrackers MSCI World Swap UCITS ETF EUR Hedged (Acc) (XWEH.DE) has a volatility of 2.80%. This indicates that SXR0.DE experiences smaller price fluctuations and is considered to be less risky than XWEH.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 | XWEH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.16% | 2.80% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 5.96% | 9.18% | -3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.21% | 11.77% | -3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 14.92% | -4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.60% | 15.26% | -3.66% |
SXR0.DE vs. XWEH.DE - Expense Ratio Comparison
SXR0.DE has a 0.35% expense ratio, which is lower than XWEH.DE's 0.39% expense ratio.
Dividends
SXR0.DE vs. XWEH.DE - Dividend Comparison
Neither SXR0.DE nor XWEH.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR0.DE and XWEH.DE have a correlation of 0.27, 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 0.39% for XWEH.DE.
SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged), while XWEH.DE tracks MSCI World Index (EUR Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.35% for SXR0.DE and 0.39% for XWEH.DE.
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