SXRW.DE vs. DEAM.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and DEAM.DE (Invesco MDAX UCITS ETF A) are both Europe Equities funds - SXRW.DE tracks the FTSE 100 while DEAM.DE tracks the MDAX®. Both are passively managed. Over the past 5 years, SXRW.DE returned 12.74%/yr vs -1.95%/yr for DEAM.DE. A 0.66 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.19%/yr for DEAM.DE.
Performance
SXRW.DE vs. DEAM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 11.21% return, which is significantly higher than DEAM.DE's 3.71% return.
SXRW.DE
- 1D
- 0.06%
- 1M
- 4.10%
- 6M
- 7.30%
- YTD
- 11.21%
- 1Y
- 24.18%
- 3Y*
- 16.83%
- 5Y*
- 12.74%
- 10Y*
- 8.45%
DEAM.DE
- 1D
- 0.06%
- 1M
- -1.89%
- 6M
- -0.55%
- YTD
- 3.71%
- 1Y
- 2.10%
- 3Y*
- 3.87%
- 5Y*
- -1.95%
- 10Y*
- —
SXRW.DE vs. DEAM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 11.21% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 15.29% |
DEAM.DE Invesco MDAX UCITS ETF A | 3.71% | 19.33% | -6.04% | 7.34% | -28.80% | 13.67% | 8.06% | 20.37% |
Correlation
The correlation between SXRW.DE and DEAM.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2019 | 0.66 |
The correlation between SXRW.DE and DEAM.DE shifts across timeframes, from 0.47 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRW.DE vs. DEAM.DE — Risk / Return Rank
SXRW.DE
DEAM.DE
SXRW.DE vs. DEAM.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 Invesco MDAX UCITS ETF A (DEAM.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.
| SXRW.DE | DEAM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.82 | ||
| Sortino ratioReturn per unit of downside risk | +2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.04 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 0.15 | +2.87 |
| Martin ratioReturn relative to average drawdown | 11.09 | 0.43 | +10.66 |
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Drawdowns
SXRW.DE vs. DEAM.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, roughly equal to the maximum DEAM.DE drawdown of -40.04%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and DEAM.DE.
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Drawdown Indicators
| SXRW.DE | DEAM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -40.04% | -0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -14.95% | +7.04% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -18.48% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -40.04% | +23.18% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | — | — |
Current DrawdownCurrent decline from peak | -0.27% | -13.92% | +13.65% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -16.18% | +10.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 5.36% | -3.20% |
Volatility
SXRW.DE vs. DEAM.DE - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) is 3.02%, while Invesco MDAX UCITS ETF A (DEAM.DE) has a volatility of 4.94%. This indicates that SXRW.DE experiences smaller price fluctuations and is considered to be less risky than DEAM.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 | DEAM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 4.94% | -1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 10.38% | 15.96% | -5.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.34% | 18.83% | -6.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 19.40% | -5.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 19.56% | -3.25% |
SXRW.DE vs. DEAM.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than DEAM.DE's 0.19% 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
SXRW.DE vs. DEAM.DE - Dividend Comparison
Neither SXRW.DE nor DEAM.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and DEAM.DE have a correlation of 0.47, 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 0.19% for DEAM.DE.
SXRW.DE tracks FTSE 100, while DEAM.DE tracks MDAX®. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for SXRW.DE and 0.19% for DEAM.DE.
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