SXRW.DE vs. 18M2.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and 18M2.DE (Amundi ETF MSCI EMU High Dividend UCITS ETF EUR) are both Europe Equities funds - SXRW.DE tracks the FTSE 100 while 18M2.DE tracks the MSCI EMU High Dividend Yield. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.04%/yr vs 8.26%/yr for 18M2.DE. A 0.72 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.30%/yr for 18M2.DE.
Performance
SXRW.DE vs. 18M2.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SXRW.DE having a 6.50% return and 18M2.DE slightly higher at 6.76%. Both investments have delivered pretty close results over the past 10 years, with SXRW.DE having a 8.04% annualized return and 18M2.DE not far ahead at 8.26%.
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
18M2.DE
- 1D
- 0.32%
- 1M
- -0.40%
- YTD
- 6.76%
- 6M
- 8.83%
- 1Y
- 15.64%
- 3Y*
- 12.13%
- 5Y*
- 8.90%
- 10Y*
- 8.26%
SXRW.DE vs. 18M2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
18M2.DE Amundi ETF MSCI EMU High Dividend UCITS ETF EUR | 6.76% | 21.49% | 3.36% | 16.14% | -6.47% | 16.02% | -6.39% | 24.91% | -4.44% | 7.99% |
Correlation
The correlation between SXRW.DE and 18M2.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.72 |
The correlation between SXRW.DE and 18M2.DE has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.
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Return for Risk
SXRW.DE vs. 18M2.DE — Risk / Return Rank
SXRW.DE
18M2.DE
SXRW.DE vs. 18M2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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.
| SXRW.DE | 18M2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.28 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.55 | -0.25 |
| Martin ratioReturn relative to average drawdown | 8.40 | 6.71 | +1.69 |
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
| SXRW.DE | 18M2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 1.49 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.66 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.53 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.44 | +0.06 |
Drawdowns
SXRW.DE vs. 18M2.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, which is greater than 18M2.DE's maximum drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and 18M2.DE.
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Drawdown Indicators
| SXRW.DE | 18M2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -37.06% | -3.25% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -6.19% | -1.72% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -14.68% | -2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -20.81% | +3.95% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -37.06% | -3.25% |
Current DrawdownCurrent decline from peak | -2.75% | -1.44% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -6.42% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.36% | -0.19% |
Volatility
SXRW.DE vs. 18M2.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a higher volatility of 4.45% compared to Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) at 2.63%. This indicates that SXRW.DE's price experiences larger fluctuations and is considered to be riskier than 18M2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRW.DE | 18M2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 2.63% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 8.33% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 10.62% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 13.41% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 15.44% | +1.49% |
SXRW.DE vs. 18M2.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than 18M2.DE's 0.30% expense ratio.
Dividends
SXRW.DE vs. 18M2.DE - Dividend Comparison
Neither SXRW.DE nor 18M2.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and 18M2.DE have a correlation of 0.66, 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 0.30% for 18M2.DE.
SXRW.DE tracks FTSE 100, while 18M2.DE tracks MSCI EMU High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for SXRW.DE and 0.30% for 18M2.DE.
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