SXRT.DE vs. V3AA.MI
SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) and V3AA.MI (Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating) are both exchange-traded funds - SXRT.DE is a Europe Equities fund tracking the EURO STOXX® 50, while V3AA.MI is a Global Equities fund tracking the FTSE Global All Cap Choice Index. Both are passively managed. Over the past 5 years, SXRT.DE returned 11.51%/yr vs 11.33%/yr for V3AA.MI. A 0.72 correlation means they provide meaningful diversification when combined. SXRT.DE charges 0.10%/yr vs 0.24%/yr for V3AA.MI.
Performance
SXRT.DE vs. V3AA.MI - 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 V3AA.MI's 12.87% 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%
V3AA.MI
- 1D
- -0.09%
- 1M
- 6.07%
- YTD
- 12.87%
- 6M
- 13.72%
- 1Y
- 26.47%
- 3Y*
- 17.68%
- 5Y*
- 11.33%
- 10Y*
- —
SXRT.DE vs. V3AA.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 7.19% | 22.21% | 11.08% | 22.49% | -8.80% | 10.73% |
V3AA.MI Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating | 12.87% | 7.21% | 25.54% | 20.64% | -18.83% | 15.26% |
Correlation
The correlation between SXRT.DE and V3AA.MI is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2021 | 0.72 |
The correlation between SXRT.DE and V3AA.MI has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.
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Return for Risk
SXRT.DE vs. V3AA.MI — Risk / Return Rank
SXRT.DE
V3AA.MI
SXRT.DE vs. V3AA.MI - 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 Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AA.MI). 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 | V3AA.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.41 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 3.23 | -1.79 |
| Martin ratioReturn relative to average drawdown | 4.85 | 13.08 | -8.23 |
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 | V3AA.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.15 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.78 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.77 | -0.36 |
Drawdowns
SXRT.DE vs. V3AA.MI - Drawdown Comparison
The maximum SXRT.DE drawdown since its inception was -38.41%, which is greater than V3AA.MI's maximum drawdown of -22.16%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and V3AA.MI.
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Drawdown Indicators
| SXRT.DE | V3AA.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -22.16% | -16.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -8.20% | -2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.39% | -22.16% | +5.77% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -22.16% | -1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | — | — |
Current DrawdownCurrent decline from peak | -0.50% | -0.75% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -6.00% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.02% | +1.21% |
Volatility
SXRT.DE vs. V3AA.MI - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a higher volatility of 4.91% compared to Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AA.MI) at 3.46%. This indicates that SXRT.DE's price experiences larger fluctuations and is considered to be riskier than V3AA.MI 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 | V3AA.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 3.46% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 9.17% | +3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 12.30% | +3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 14.72% | +2.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 14.64% | +3.58% |
SXRT.DE vs. V3AA.MI - Expense Ratio Comparison
SXRT.DE has a 0.10% expense ratio, which is lower than V3AA.MI's 0.24% 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. V3AA.MI - Dividend Comparison
Neither SXRT.DE nor V3AA.MI has paid dividends to shareholders.
Frequently Asked Questions
SXRT.DE and V3AA.MI have a correlation of 0.74, 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 0.24% for V3AA.MI.
SXRT.DE is categorized as Europe Equities, while V3AA.MI is Global Equities. SXRT.DE tracks EURO STOXX® 50, while V3AA.MI tracks FTSE Global All Cap Choice Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for SXRT.DE and 0.24% for V3AA.MI.
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