SXR7.DE vs. VWCE.DE
SXR7.DE (iShares Core MSCI EMU UCITS ETF EUR (Acc)) and VWCE.DE (Vanguard FTSE All-World UCITS ETF) are both exchange-traded funds - SXR7.DE is a Europe Equities fund tracking the MSCI EMU, while VWCE.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, SXR7.DE returned 10.75%/yr vs 11.89%/yr for VWCE.DE. Their correlation of 0.80 suggests significant overlap in exposure. SXR7.DE charges 0.12%/yr vs 0.19%/yr for VWCE.DE.
Performance
SXR7.DE vs. VWCE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR7.DE achieves a 10.60% return, which is significantly lower than VWCE.DE's 11.72% return.
SXR7.DE
- 1D
- 2.15%
- 1M
- 5.81%
- YTD
- 10.60%
- 6M
- 12.58%
- 1Y
- 20.66%
- 3Y*
- 16.23%
- 5Y*
- 10.75%
- 10Y*
- 10.94%
VWCE.DE
- 1D
- 1.82%
- 1M
- 2.09%
- YTD
- 11.72%
- 6M
- 13.39%
- 1Y
- 25.76%
- 3Y*
- 17.02%
- 5Y*
- 11.89%
- 10Y*
- —
SXR7.DE vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXR7.DE iShares Core MSCI EMU UCITS ETF EUR (Acc) | 10.60% | 24.84% | 9.37% | 18.88% | -11.80% | 22.25% | -0.64% | 6.09% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 11.72% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 5.36% | 7.08% |
Correlation
The correlation between SXR7.DE and VWCE.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.80 |
The correlation between SXR7.DE and VWCE.DE has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.
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Return for Risk
SXR7.DE vs. VWCE.DE — Risk / Return Rank
SXR7.DE
VWCE.DE
SXR7.DE vs. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.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.DE | VWCE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.41 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.92 | -1.90 |
| Martin ratioReturn relative to average drawdown | 7.48 | 16.07 | -8.59 |
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Drawdowns
SXR7.DE vs. VWCE.DE - Drawdown Comparison
The maximum SXR7.DE drawdown since its inception was -38.17%, which is greater than VWCE.DE's maximum drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for SXR7.DE and VWCE.DE.
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Drawdown Indicators
| SXR7.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.17% | -33.43% | -4.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -6.55% | -3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -15.12% | -21.07% | +5.95% |
Max Drawdown (5Y)Largest decline over 5 years | -24.49% | -21.07% | -3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.47% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -6.70% | -4.68% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.60% | +1.16% |
Volatility
SXR7.DE vs. VWCE.DE - Volatility Comparison
iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) has a higher volatility of 4.47% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.40%. This indicates that SXR7.DE's price experiences larger fluctuations and is considered to be riskier than VWCE.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.DE | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 3.40% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.14% | 8.51% | +3.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.74% | 11.63% | +3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 13.79% | +2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 16.16% | +0.82% |
SXR7.DE vs. VWCE.DE - Expense Ratio Comparison
SXR7.DE has a 0.12% expense ratio, which is lower than VWCE.DE's 0.19% expense ratio. Despite the difference, 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. VWCE.DE - Dividend Comparison
Neither SXR7.DE nor VWCE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR7.DE and VWCE.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR7.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR7.DE is cheaper with a 0.12% expense ratio, compared with 0.19% for VWCE.DE.
SXR7.DE is categorized as Europe Equities, while VWCE.DE is Global Equities. SXR7.DE tracks MSCI EMU, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.12% for SXR7.DE and 0.19% for VWCE.DE.
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