SXRW.DE vs. DFEU.L
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and DFEU.L (iShares Europe Defence UCITS ETF EUR Accumulating) are both exchange-traded funds - SXRW.DE is a Europe Equities fund tracking the FTSE 100, while DFEU.L is a Aerospace & Defense fund tracking the STOXX Europe Targeted Defence Index. Both are passively managed. At a 0.35 correlation, their price movements are largely independent. SXRW.DE charges 0.07%/yr vs 0.35%/yr for DFEU.L.
Performance
SXRW.DE vs. DFEU.L - Performance Comparison
Loading charts...
Different Trading Currencies
SXRW.DE is traded in EUR, while DFEU.L is traded in GBP. To make them comparable, the DFEU.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRW.DE achieves a 6.50% return, which is significantly higher than DFEU.L's 2.91% return.
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%
DFEU.L
- 1D
- 0.66%
- 1M
- -4.64%
- YTD
- 2.91%
- 6M
- 7.83%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRW.DE vs. DFEU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 13.10% |
DFEU.L iShares Europe Defence UCITS ETF EUR Accumulating | 2.92% | -15.55% |
Correlation
The correlation between SXRW.DE and DFEU.L is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 8, 2025 | 0.35 |
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
SXRW.DE vs. DFEU.L — Risk / Return Rank
SXRW.DE
DFEU.L
SXRW.DE vs. DFEU.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 Europe Defence UCITS ETF EUR Accumulating (DFEU.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 | DFEU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.28 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | — | — |
| Martin ratioReturn relative to average drawdown | 8.40 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXRW.DE | DFEU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | -0.44 | +0.94 |
Drawdowns
SXRW.DE vs. DFEU.L - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, which is greater than DFEU.L's maximum drawdown of -22.57%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and DFEU.L.
Loading charts...
Drawdown Indicators
| SXRW.DE | DFEU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -22.57% | -17.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | — | — |
Current DrawdownCurrent decline from peak | -2.75% | -14.69% | +11.94% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -10.67% | +4.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | — | — |
Volatility
SXRW.DE vs. DFEU.L - Volatility Comparison
Loading charts...
Volatility by Period
| SXRW.DE | DFEU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 32.84% | -20.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 32.84% | -18.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 32.84% | -15.91% |
SXRW.DE vs. DFEU.L - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than DFEU.L's 0.35% expense ratio.
Dividends
SXRW.DE vs. DFEU.L - Dividend Comparison
Neither SXRW.DE nor DFEU.L has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and DFEU.L have a correlation of 0.35, 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 0.35% for DFEU.L.
SXRW.DE is categorized as Europe Equities, while DFEU.L is Aerospace & Defense. SXRW.DE tracks FTSE 100, while DFEU.L tracks STOXX Europe Targeted Defence Index. Their fees differ too: 0.07% for SXRW.DE and 0.35% for DFEU.L.
Find the right allocation for SXRW.DE and DFEU.L
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