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SXR7.DE vs. S6X0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR7.DE vs. S6X0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXR7.DE achieves a 11.72% return, which is significantly higher than S6X0.DE's 10.25% return. Both investments have delivered pretty close results over the past 10 years, with SXR7.DE having a 11.51% annualized return and S6X0.DE not far ahead at 11.85%.


SXR7.DE

1D
0.74%
1M
3.14%
YTD
11.72%
6M
12.70%
1Y
24.09%
3Y*
17.41%
5Y*
10.92%
10Y*
11.51%

S6X0.DE

1D
0.78%
1M
3.40%
YTD
10.25%
6M
11.18%
1Y
22.32%
3Y*
16.61%
5Y*
11.79%
10Y*
11.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR7.DE vs. S6X0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXR7.DE
iShares Core MSCI EMU UCITS ETF EUR (Acc)
11.72%24.84%9.37%18.88%-11.80%22.25%-0.64%27.60%-13.03%12.98%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
10.25%22.02%10.94%22.43%-9.00%23.10%-2.98%29.97%-12.04%10.08%

Correlation

The correlation between SXR7.DE and S6X0.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.98

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2010

0.94

The correlation between SXR7.DE and S6X0.DE has been stable across timeframes, ranging from 0.94 to 0.99 - a consistent structural relationship.

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Return for Risk

SXR7.DE vs. S6X0.DE — Risk / Return Rank

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

SXR7.DE
SXR7.DE Risk / Return Rank: 5656
Overall Rank
SXR7.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SXR7.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
SXR7.DE Omega Ratio Rank: 5656
Omega Ratio Rank
SXR7.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
SXR7.DE Martin Ratio Rank: 5656
Martin Ratio Rank

S6X0.DE
S6X0.DE Risk / Return Rank: 4545
Overall Rank
S6X0.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
S6X0.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
S6X0.DE Omega Ratio Rank: 4343
Omega Ratio Rank
S6X0.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
S6X0.DE Martin Ratio Rank: 4747
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.

SXR7.DE vs. S6X0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.


SXR7.DES6X0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.31

1.26

+0.05

Calmar ratioReturn relative to maximum drawdown

2.35

2.04

+0.31

Martin ratioReturn relative to average drawdown

8.76

7.10

+1.66

SXR7.DE vs. S6X0.DE - Sharpe Ratio Comparison

The current SXR7.DE Sharpe Ratio is 1.65, which is comparable to the S6X0.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of SXR7.DE and S6X0.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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Drawdowns

SXR7.DE vs. S6X0.DE - Drawdown Comparison

The maximum SXR7.DE drawdown since its inception was -38.17%, roughly equal to the maximum S6X0.DE drawdown of -38.54%. Use the drawdown chart below to compare losses from any high point for SXR7.DE and S6X0.DE.


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Drawdown Indicators


SXR7.DES6X0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.17%

-38.54%

+0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-10.88%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-15.12%

-16.56%

+1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

-23.41%

-1.08%

Max Drawdown (10Y)

Largest decline over 10 years

-38.17%

-38.54%

+0.37%

Current Drawdown

Current decline from peak

-0.83%

-0.84%

+0.01%

Average Drawdown

Average peak-to-trough decline

-6.69%

-7.69%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

3.14%

-0.40%

Volatility

SXR7.DE vs. S6X0.DE - Volatility Comparison

The current volatility for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) is 3.37%, while Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) has a volatility of 3.56%. This indicates that SXR7.DE experiences smaller price fluctuations and is considered to be less risky than S6X0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXR7.DES6X0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

3.56%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.19%

13.14%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.60%

15.94%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

17.53%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.75%

18.00%

-1.25%

SXR7.DE vs. S6X0.DE - Expense Ratio Comparison

SXR7.DE has a 0.12% expense ratio, which is higher than S6X0.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SXR7.DE vs. S6X0.DE - Dividend Comparison

SXR7.DE has not paid dividends to shareholders, while S6X0.DE's dividend yield for the trailing twelve months is around 2.76%.


PositionTTM20252024202320222021202020192018201720162015
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
2.76%2.99%3.38%3.17%3.10%2.47%2.53%3.49%3.69%2.99%3.17%3.05%
SXR7.DE
iShares Core MSCI EMU UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, SXR7.DE and S6X0.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for SXR7.DE.

SXR7.DE tracks MSCI EMU, while S6X0.DE tracks EURO STOXX 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.12% for SXR7.DE and 0.05% for S6X0.DE.

Portfolio Optimizer

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