SXRT.DE vs. SXRW.DE
SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both Europe Equities funds from iShares - SXRT.DE tracks the EURO STOXX® 50 while SXRW.DE tracks the FTSE 100. Both are passively managed. Over the past 10 years, SXRT.DE returned 11.41%/yr vs 8.92%/yr for SXRW.DE. A 0.74 correlation means they provide meaningful diversification when combined. SXRT.DE charges 0.10%/yr vs 0.07%/yr for SXRW.DE.
Performance
SXRT.DE vs. SXRW.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRT.DE achieves a 8.68% return, which is significantly higher than SXRW.DE's 8.05% return. Over the past 10 years, SXRT.DE has outperformed SXRW.DE with an annualized return of 11.41%, while SXRW.DE has yielded a comparatively lower 8.92% annualized return.
SXRT.DE
- 1D
- 2.06%
- 1M
- 4.61%
- YTD
- 8.68%
- 6M
- 10.17%
- 1Y
- 19.84%
- 3Y*
- 15.63%
- 5Y*
- 11.63%
- 10Y*
- 11.41%
SXRW.DE
- 1D
- 1.62%
- 1M
- 1.39%
- YTD
- 8.05%
- 6M
- 11.78%
- 1Y
- 20.42%
- 3Y*
- 14.95%
- 5Y*
- 11.64%
- 10Y*
- 8.92%
SXRT.DE vs. SXRW.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) | 8.68% | 22.21% | 11.08% | 22.49% | -8.80% | 23.52% | -2.93% | 30.14% | -12.14% | 10.21% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 8.05% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
Correlation
The correlation between SXRT.DE and SXRW.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.74 |
The correlation between SXRT.DE and SXRW.DE has been stable across timeframes, ranging from 0.68 to 0.77 - 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
SXRT.DE vs. SXRW.DE — Risk / Return Rank
SXRT.DE
SXRW.DE
SXRT.DE vs. SXRW.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 FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
| SXRT.DE | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.30 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 2.54 | -0.88 |
| Martin ratioReturn relative to average drawdown | 5.74 | 9.30 | -3.56 |
Loading charts...
Drawdowns
SXRT.DE vs. SXRW.DE - Drawdown Comparison
The maximum SXRT.DE drawdown since its inception was -38.41%, roughly equal to the maximum SXRW.DE drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and SXRW.DE.
Loading charts...
Drawdown Indicators
| SXRT.DE | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -40.31% | +1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -7.91% | -3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.39% | -16.86% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -16.86% | -6.50% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | -40.31% | +1.90% |
Current DrawdownCurrent decline from peak | 0.00% | -1.33% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -6.02% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.16% | +1.01% |
Volatility
SXRT.DE vs. SXRW.DE - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a higher volatility of 4.80% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 4.45%. This indicates that SXRT.DE's price experiences larger fluctuations and is considered to be riskier than SXRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRT.DE | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 4.45% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 13.23% | 10.23% | +3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 12.22% | +3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.57% | 14.13% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 16.90% | +1.28% |
SXRT.DE vs. SXRW.DE - Expense Ratio Comparison
SXRT.DE has a 0.10% expense ratio, which is higher than SXRW.DE's 0.07% 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
SXRT.DE vs. SXRW.DE - Dividend Comparison
Neither SXRT.DE nor SXRW.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRT.DE and SXRW.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for SXRT.DE.
SXRT.DE tracks EURO STOXX® 50, while SXRW.DE tracks FTSE 100. Their fees differ too: 0.10% for SXRT.DE and 0.07% for SXRW.DE.
Find the right allocation for SXRT.DE and SXRW.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