SXRG.DE vs. MWON.DE
SXRG.DE (iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)) and MWON.DE (Amundi S&P SmallCap 600 ESG UCITS ETF Dist) are both Small Cap Blend Equities funds - SXRG.DE tracks the MSCI USA Small Cap ESG Enhanced Focus CTB while MWON.DE tracks the S&P SmallCap 600 ESG+. Both are passively managed. Over the past 3 years, SXRG.DE returned 13.50%/yr vs 10.44%/yr for MWON.DE. Their correlation of 0.94 suggests significant overlap in exposure. SXRG.DE charges 0.43%/yr vs 0.35%/yr for MWON.DE.
Performance
SXRG.DE vs. MWON.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRG.DE achieves a 16.26% return, which is significantly higher than MWON.DE's 12.91% return.
SXRG.DE
- 1D
- 0.84%
- 1M
- 4.42%
- YTD
- 16.26%
- 6M
- 16.37%
- 1Y
- 31.93%
- 3Y*
- 13.50%
- 5Y*
- 7.64%
- 10Y*
- 10.73%
MWON.DE
- 1D
- 0.91%
- 1M
- 2.67%
- YTD
- 12.91%
- 6M
- 13.12%
- 1Y
- 23.32%
- 3Y*
- 10.44%
- 5Y*
- —
- 10Y*
- —
SXRG.DE vs. MWON.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SXRG.DE iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 16.26% | -1.21% | 15.85% | 8.90% |
MWON.DE Amundi S&P SmallCap 600 ESG UCITS ETF Dist | 12.91% | -7.43% | 13.55% | 11.44% |
Correlation
The correlation between SXRG.DE and MWON.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2023 | 0.94 |
The correlation between SXRG.DE and MWON.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXRG.DE vs. MWON.DE — Risk / Return Rank
SXRG.DE
MWON.DE
SXRG.DE vs. MWON.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) and Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.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.
| SXRG.DE | MWON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | 2.67 | +2.49 |
| Martin ratioReturn relative to average drawdown | 15.48 | 8.28 | +7.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXRG.DE | MWON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 1.38 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.44 | +0.09 |
Drawdowns
SXRG.DE vs. MWON.DE - Drawdown Comparison
The maximum SXRG.DE drawdown since its inception was -41.79%, which is greater than MWON.DE's maximum drawdown of -32.42%. Use the drawdown chart below to compare losses from any high point for SXRG.DE and MWON.DE.
Loading charts...
Drawdown Indicators
| SXRG.DE | MWON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.79% | -32.42% | -9.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.17% | -8.71% | +2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -31.54% | -32.42% | +0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.82% | +4.82% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -9.99% | +2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.81% | -0.75% |
Volatility
SXRG.DE vs. MWON.DE - Volatility Comparison
The current volatility for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) is 3.75%, while Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.DE) has a volatility of 4.21%. This indicates that SXRG.DE experiences smaller price fluctuations and is considered to be less risky than MWON.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRG.DE | MWON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 4.21% | -0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 11.41% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 16.85% | -1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.72% | 19.61% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 19.61% | +0.74% |
SXRG.DE vs. MWON.DE - Expense Ratio Comparison
SXRG.DE has a 0.43% expense ratio, which is higher than MWON.DE's 0.35% expense ratio.
Dividends
SXRG.DE vs. MWON.DE - Dividend Comparison
SXRG.DE has not paid dividends to shareholders, while MWON.DE's dividend yield for the trailing twelve months is around 0.78%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MWON.DE Amundi S&P SmallCap 600 ESG UCITS ETF Dist | 0.78% | 1.11% | 0.80% |
SXRG.DE iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, SXRG.DE and MWON.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, MWON.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWON.DE is cheaper with a 0.35% expense ratio, compared with 0.43% for SXRG.DE.
SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB, while MWON.DE tracks S&P SmallCap 600 ESG+. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.43% for SXRG.DE and 0.35% for MWON.DE.
Find the right allocation for SXRG.DE and MWON.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer