SXRT.DE vs. EUNL.DE
SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) and EUNL.DE (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - SXRT.DE is a Europe Equities fund tracking the EURO STOXX® 50, while EUNL.DE is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, SXRT.DE returned 10.49%/yr vs 12.82%/yr for EUNL.DE. A 0.75 correlation means they provide meaningful diversification when combined. SXRT.DE charges 0.10%/yr vs 0.20%/yr for EUNL.DE.
Performance
SXRT.DE vs. EUNL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRT.DE achieves a 7.19% return, which is significantly lower than EUNL.DE's 10.86% return. Over the past 10 years, SXRT.DE has underperformed EUNL.DE with an annualized return of 10.49%, while EUNL.DE has yielded a comparatively higher 12.82% annualized return.
SXRT.DE
- 1D
- 0.76%
- 1M
- 4.63%
- YTD
- 7.19%
- 6M
- 8.59%
- 1Y
- 15.71%
- 3Y*
- 15.64%
- 5Y*
- 11.51%
- 10Y*
- 10.49%
EUNL.DE
- 1D
- 0.02%
- 1M
- 4.80%
- YTD
- 10.86%
- 6M
- 11.29%
- 1Y
- 23.80%
- 3Y*
- 17.55%
- 5Y*
- 12.89%
- 10Y*
- 12.82%
SXRT.DE vs. EUNL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 7.19% | 22.21% | 11.08% | 22.49% | -8.80% | 23.52% | -2.93% | 30.14% | -12.14% | 10.21% |
EUNL.DE iShares Core MSCI World UCITS ETF USD (Acc) | 10.86% | 7.90% | 25.93% | 20.13% | -13.59% | 32.71% | 5.48% | 31.34% | -5.13% | 7.71% |
Correlation
The correlation between SXRT.DE and EUNL.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2010 | 0.75 |
The correlation between SXRT.DE and EUNL.DE has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.
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Return for Risk
SXRT.DE vs. EUNL.DE — Risk / Return Rank
SXRT.DE
EUNL.DE
SXRT.DE vs. EUNL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.
| SXRT.DE | EUNL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.40 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.64 | -2.21 |
| Martin ratioReturn relative to average drawdown | 4.85 | 14.52 | -9.66 |
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
| SXRT.DE | EUNL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.12 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.90 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.84 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.82 | -0.41 |
Drawdowns
SXRT.DE vs. EUNL.DE - Drawdown Comparison
The maximum SXRT.DE drawdown since its inception was -38.41%, which is greater than EUNL.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and EUNL.DE.
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Drawdown Indicators
| SXRT.DE | EUNL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -33.63% | -4.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -6.50% | -4.43% |
Max Drawdown (3Y)Largest decline over 3 years | -16.39% | -21.73% | +5.34% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -21.73% | -1.63% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | -33.63% | -4.78% |
Current DrawdownCurrent decline from peak | -0.50% | -0.31% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -4.25% | -3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 1.64% | +1.59% |
Volatility
SXRT.DE vs. EUNL.DE - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a higher volatility of 4.91% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.62%. This indicates that SXRT.DE's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRT.DE | EUNL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 2.62% | +2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 7.72% | +5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 11.16% | +4.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 14.17% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 15.17% | +3.05% |
SXRT.DE vs. EUNL.DE - Expense Ratio Comparison
SXRT.DE has a 0.10% expense ratio, which is lower than EUNL.DE's 0.20% 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
SXRT.DE vs. EUNL.DE - Dividend Comparison
Neither SXRT.DE nor EUNL.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRT.DE and EUNL.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRT.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for EUNL.DE.
SXRT.DE is categorized as Europe Equities, while EUNL.DE is Global Equities. SXRT.DE tracks EURO STOXX® 50, while EUNL.DE tracks MSCI World Index. Their fees differ too: 0.10% for SXRT.DE and 0.20% for EUNL.DE.
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