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SXR3.DE vs. 18M2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR3.DE vs. 18M2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI UK UCITS ETF (Acc) (SXR3.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, SXR3.DE has underperformed 18M2.DE with an annualized return of 6.68%, while 18M2.DE has yielded a comparatively higher 8.26% annualized return.


SXR3.DE

1D
0.00%
1M
0.00%
YTD
-0.00%
6M
-0.00%
1Y
6.37%
3Y*
10.41%
5Y*
9.64%
10Y*
6.68%

18M2.DE

1D
0.32%
1M
-0.40%
YTD
6.76%
6M
8.83%
1Y
15.64%
3Y*
12.13%
5Y*
8.90%
10Y*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR3.DE vs. 18M2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXR3.DE
iShares MSCI UK UCITS ETF (Acc)
-0.00%15.66%13.52%9.60%0.36%25.69%-17.21%24.21%-10.84%7.35%
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
6.76%21.49%3.36%16.14%-6.47%16.02%-6.39%24.91%-4.44%7.99%

Correlation

The correlation between SXR3.DE and 18M2.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since May 3, 2010

0.69

Over the past year, the correlation between SXR3.DE and 18M2.DE has dropped to 0.35 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

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Return for Risk

SXR3.DE vs. 18M2.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXR3.DE
SXR3.DE Risk / Return Rank: 2020
Overall Rank
SXR3.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SXR3.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
SXR3.DE Omega Ratio Rank: 3838
Omega Ratio Rank
SXR3.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
SXR3.DE Martin Ratio Rank: 1515
Martin Ratio Rank

18M2.DE
18M2.DE Risk / Return Rank: 4545
Overall Rank
18M2.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
18M2.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
18M2.DE Omega Ratio Rank: 4444
Omega Ratio Rank
18M2.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
18M2.DE Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXR3.DE vs. 18M2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UK UCITS ETF (Acc) (SXR3.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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.


SXR3.DE18M2.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.24

1.28

-0.03

Calmar ratioReturn relative to maximum drawdown

0.64

2.55

-1.91

Martin ratioReturn relative to average drawdown

1.32

6.71

-5.39

SXR3.DE vs. 18M2.DE - Sharpe Ratio Comparison

The current SXR3.DE Sharpe Ratio is 0.43, which is lower than the 18M2.DE Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SXR3.DE and 18M2.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXR3.DE18M2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

1.49

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.66

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.53

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.44

0.00

Drawdowns

SXR3.DE vs. 18M2.DE - Drawdown Comparison

The maximum SXR3.DE drawdown since its inception was -40.36%, which is greater than 18M2.DE's maximum drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for SXR3.DE and 18M2.DE.


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Drawdown Indicators


SXR3.DE18M2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.36%

-37.06%

-3.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.13%

-6.19%

-3.94%

Max Drawdown (3Y)

Largest decline over 3 years

-16.69%

-14.68%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.69%

-20.81%

+4.12%

Max Drawdown (10Y)

Largest decline over 10 years

-40.36%

-37.06%

-3.30%

Current Drawdown

Current decline from peak

-10.13%

-1.44%

-8.69%

Average Drawdown

Average peak-to-trough decline

-6.29%

-6.42%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

2.36%

+2.59%

Volatility

SXR3.DE vs. 18M2.DE - Volatility Comparison

The current volatility for iShares MSCI UK UCITS ETF (Acc) (SXR3.DE) is 0.00%, while Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) has a volatility of 2.63%. This indicates that SXR3.DE experiences smaller price fluctuations and is considered to be less risky than 18M2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXR3.DE18M2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

2.63%

-2.63%

Volatility (6M)

Calculated over the trailing 6-month period

14.03%

8.33%

+5.70%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

10.62%

+4.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.49%

13.41%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

15.44%

+1.52%

SXR3.DE vs. 18M2.DE - Expense Ratio Comparison

SXR3.DE has a 0.33% expense ratio, which is higher than 18M2.DE's 0.30% expense ratio.


Dividends

SXR3.DE vs. 18M2.DE - Dividend Comparison

Neither SXR3.DE nor 18M2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXR3.DE and 18M2.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 18M2.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

18M2.DE is cheaper with a 0.30% expense ratio, compared with 0.33% for SXR3.DE.

SXR3.DE tracks MSCI UK, while 18M2.DE tracks MSCI EMU High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.33% for SXR3.DE and 0.30% for 18M2.DE.

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