SXRD.DE vs. EUN0.DE
Compare and contrast key facts about iShares MSCI UK Small Cap UCITS ETF (Acc) (SXRD.DE) and iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE).
SXRD.DE and EUN0.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXRD.DE is a passively managed fund by iShares that tracks the performance of the MSCI UK Small Cap. It was launched on Jul 1, 2009. EUN0.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Minimum Volatility. It was launched on Nov 30, 2012. Both SXRD.DE and EUN0.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SXRD.DE vs. EUN0.DE - Performance Comparison
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SXRD.DE vs. EUN0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRD.DE iShares MSCI UK Small Cap UCITS ETF (Acc) | -3.09% | 10.75% | 9.62% | 12.01% | -27.04% | 20.49% | -10.12% | 39.79% | -17.72% | 15.74% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.67% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 24.17% | -4.36% | 9.14% |
Returns By Period
In the year-to-date period, SXRD.DE achieves a -3.09% return, which is significantly lower than EUN0.DE's 5.67% return. Over the past 10 years, SXRD.DE has underperformed EUN0.DE with an annualized return of 3.47%, while EUN0.DE has yielded a comparatively higher 6.99% annualized return.
SXRD.DE
- 1D
- 0.07%
- 1M
- -5.03%
- YTD
- -3.09%
- 6M
- -0.05%
- 1Y
- 10.90%
- 3Y*
- 8.78%
- 5Y*
- 0.64%
- 10Y*
- 3.47%
EUN0.DE
- 1D
- 0.54%
- 1M
- 0.15%
- YTD
- 5.67%
- 6M
- 8.20%
- 1Y
- 9.62%
- 3Y*
- 11.09%
- 5Y*
- 8.40%
- 10Y*
- 6.99%
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SXRD.DE vs. EUN0.DE - Expense Ratio Comparison
SXRD.DE has a 0.58% expense ratio, which is higher than EUN0.DE's 0.25% expense ratio.
Return for Risk
SXRD.DE vs. EUN0.DE — Risk / Return Rank
SXRD.DE
EUN0.DE
SXRD.DE vs. EUN0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UK Small Cap UCITS ETF (Acc) (SXRD.DE) and iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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.
| SXRD.DE | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.82 | -0.18 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.10 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.38 | -0.22 |
Martin ratioReturn relative to average drawdown | 4.29 | 3.58 | +0.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRD.DE | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.82 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | 0.75 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.55 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.64 | -0.19 |
Correlation
The correlation between SXRD.DE and EUN0.DE is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SXRD.DE vs. EUN0.DE - Dividend Comparison
Neither SXRD.DE nor EUN0.DE has paid dividends to shareholders.
Drawdowns
SXRD.DE vs. EUN0.DE - Drawdown Comparison
The maximum SXRD.DE drawdown since its inception was -47.59%, which is greater than EUN0.DE's maximum drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for SXRD.DE and EUN0.DE.
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Drawdown Indicators
| SXRD.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.59% | -30.68% | -16.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -9.10% | -2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -36.75% | -19.64% | -17.11% |
Max Drawdown (10Y)Largest decline over 10 years | -47.59% | -30.68% | -16.91% |
Current DrawdownCurrent decline from peak | -8.99% | -3.06% | -5.93% |
Average DrawdownAverage peak-to-trough decline | -10.28% | -4.71% | -5.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.77% | +0.41% |
Volatility
SXRD.DE vs. EUN0.DE - Volatility Comparison
iShares MSCI UK Small Cap UCITS ETF (Acc) (SXRD.DE) has a higher volatility of 6.05% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 4.08%. This indicates that SXRD.DE's price experiences larger fluctuations and is considered to be riskier than EUN0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRD.DE | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 4.08% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.83% | 6.47% | +3.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.12% | 11.76% | +5.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 11.00% | +6.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.81% | 12.53% | +7.28% |