SXRW.DE vs. CUKX.L
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and CUKX.L (iShares FTSE 100 UCITS ETF) are both exchange-traded funds - SXRW.DE is a Europe Equities fund tracking the FTSE 100, while CUKX.L is a fund fund tracking the FTSE 100 Index. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.04%/yr vs 8.03%/yr for CUKX.L. Their correlation of 0.84 suggests significant overlap in exposure. Both charge a 0.07% expense ratio.
Performance
SXRW.DE vs. CUKX.L - Performance Comparison
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Different Trading Currencies
SXRW.DE is traded in EUR, while CUKX.L is traded in GBp. To make them comparable, the CUKX.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with SXRW.DE having a 6.50% return and CUKX.L slightly higher at 6.80%. Both investments have delivered pretty close results over the past 10 years, with SXRW.DE having a 8.04% annualized return and CUKX.L not far behind at 8.03%.
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%
CUKX.L
- 1D
- 0.19%
- 1M
- 1.32%
- YTD
- 6.80%
- 6M
- 9.13%
- 1Y
- 18.36%
- 3Y*
- 14.46%
- 5Y*
- 11.57%
- 10Y*
- 8.03%
SXRW.DE vs. CUKX.L - 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% |
CUKX.L iShares FTSE 100 UCITS ETF | 6.82% | 19.22% | 14.57% | 10.00% | -0.44% | 25.12% | -16.10% | 24.68% | -10.17% | 8.02% |
Correlation
The correlation between SXRW.DE and CUKX.L is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2010 | 0.85 |
The correlation between SXRW.DE and CUKX.L shifts across timeframes, from 0.84 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXRW.DE vs. CUKX.L — Risk / Return Rank
SXRW.DE
CUKX.L
SXRW.DE vs. CUKX.L - 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 iShares FTSE 100 UCITS ETF (CUKX.L). 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 | CUKX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 2.32 | -0.02 |
| Martin ratioReturn relative to average drawdown | 8.40 | 8.28 | +0.12 |
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 | CUKX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 1.55 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.83 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.48 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.47 | +0.03 |
Drawdowns
SXRW.DE vs. CUKX.L - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, roughly equal to the maximum CUKX.L drawdown of -39.95%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and CUKX.L.
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Drawdown Indicators
| SXRW.DE | CUKX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -39.95% | -0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -7.87% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -15.82% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -15.82% | -1.04% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -39.95% | -0.36% |
Current DrawdownCurrent decline from peak | -2.75% | -2.85% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -6.24% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.21% | -0.04% |
Volatility
SXRW.DE vs. CUKX.L - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and iShares FTSE 100 UCITS ETF (CUKX.L) have volatilities of 4.45% and 4.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRW.DE | CUKX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 4.40% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 9.94% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 11.81% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 13.97% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 16.81% | +0.12% |
SXRW.DE vs. CUKX.L - Expense Ratio Comparison
Both SXRW.DE and CUKX.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SXRW.DE vs. CUKX.L - Dividend Comparison
Neither SXRW.DE nor CUKX.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, SXRW.DE and CUKX.L 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.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE and CUKX.L have the same expense ratio: 0.07% per year.
SXRW.DE tracks FTSE 100, while CUKX.L tracks FTSE 100 Index.
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