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SXR7.DE vs. VEUA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR7.DE vs. VEUA.L - 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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXR7.DE is traded in EUR, while VEUA.L is traded in GBP. To make them comparable, the VEUA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXR7.DE achieves a 8.77% return, which is significantly higher than VEUA.L's 7.60% return.


SXR7.DE

1D
0.57%
1M
2.06%
YTD
8.77%
6M
10.62%
1Y
17.64%
3Y*
16.10%
5Y*
10.63%
10Y*
10.03%

VEUA.L

1D
0.69%
1M
3.31%
YTD
7.60%
6M
10.10%
1Y
16.42%
3Y*
14.04%
5Y*
9.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR7.DE vs. VEUA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SXR7.DE
iShares Core MSCI EMU UCITS ETF EUR (Acc)
8.77%24.84%9.37%18.88%-11.80%22.25%-0.64%6.68%
VEUA.L
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
7.62%19.49%9.53%15.86%-9.15%24.43%-2.52%7.92%

Correlation

The correlation between SXR7.DE and VEUA.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2019

0.89

The correlation between SXR7.DE and VEUA.L has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

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Return for Risk

SXR7.DE vs. VEUA.L — 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: 3737
Overall Rank
SXR7.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SXR7.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SXR7.DE Omega Ratio Rank: 3535
Omega Ratio Rank
SXR7.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
SXR7.DE Martin Ratio Rank: 4141
Martin Ratio Rank

VEUA.L
VEUA.L Risk / Return Rank: 4545
Overall Rank
VEUA.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VEUA.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
VEUA.L Omega Ratio Rank: 5050
Omega Ratio Rank
VEUA.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
VEUA.L 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.

SXR7.DE vs. VEUA.L - 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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L). 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.


SXR7.DEVEUA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.23

1.25

-0.01

Calmar ratioReturn relative to maximum drawdown

1.76

1.71

+0.05

Martin ratioReturn relative to average drawdown

6.42

6.33

+0.09

SXR7.DE vs. VEUA.L - Sharpe Ratio Comparison

The current SXR7.DE Sharpe Ratio is 1.23, which is comparable to the VEUA.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of SXR7.DE and VEUA.L, 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


SXR7.DEVEUA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.31

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.71

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.62

-0.15

Drawdowns

SXR7.DE vs. VEUA.L - Drawdown Comparison

The maximum SXR7.DE drawdown since its inception was -38.17%, which is greater than VEUA.L's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for SXR7.DE and VEUA.L.


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Drawdown Indicators


SXR7.DEVEUA.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.17%

-35.98%

-2.19%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-9.59%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-15.12%

-15.36%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

-20.11%

-4.38%

Max Drawdown (10Y)

Largest decline over 10 years

-38.17%

Current Drawdown

Current decline from peak

-0.50%

-0.42%

-0.08%

Average Drawdown

Average peak-to-trough decline

-6.65%

-4.91%

-1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.59%

+0.21%

Volatility

SXR7.DE vs. VEUA.L - Volatility Comparison

iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) has a higher volatility of 4.57% compared to Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) at 4.21%. This indicates that SXR7.DE's price experiences larger fluctuations and is considered to be riskier than VEUA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXR7.DEVEUA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

4.21%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

10.27%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

14.55%

12.53%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

14.11%

+2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

16.61%

+0.41%

SXR7.DE vs. VEUA.L - Expense Ratio Comparison

SXR7.DE has a 0.12% expense ratio, which is higher than VEUA.L's 0.10% 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. VEUA.L - Dividend Comparison

Neither SXR7.DE nor VEUA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXR7.DE and VEUA.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEUA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEUA.L is cheaper with a 0.10% expense ratio, compared with 0.12% for SXR7.DE.

SXR7.DE tracks MSCI EMU, while VEUA.L tracks MSCI Europe NR EUR. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for SXR7.DE and 0.10% for VEUA.L.

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