SXRW.DE vs. EUN0.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) are both Europe Equities funds from iShares - SXRW.DE tracks the FTSE 100 while EUN0.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.04%/yr vs 6.66%/yr for EUN0.DE. Their correlation of 0.83 suggests significant overlap in exposure. SXRW.DE charges 0.07%/yr vs 0.25%/yr for EUN0.DE.
Performance
SXRW.DE vs. EUN0.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRW.DE achieves a 6.50% return, which is significantly higher than EUN0.DE's 5.60% return. Over the past 10 years, SXRW.DE has outperformed EUN0.DE with an annualized return of 8.04%, while EUN0.DE has yielded a comparatively lower 6.66% annualized 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%
EUN0.DE
- 1D
- 0.54%
- 1M
- -0.19%
- YTD
- 5.60%
- 6M
- 7.10%
- 1Y
- 5.26%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
SXRW.DE vs. EUN0.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% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 24.17% | -4.36% | 9.14% |
Correlation
The correlation between SXRW.DE and EUN0.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2013 | 0.83 |
The correlation between SXRW.DE and EUN0.DE has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.
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. EUN0.DE — Risk / Return Rank
SXRW.DE
EUN0.DE
SXRW.DE vs. EUN0.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 iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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 | EUN0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.11 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 0.76 | +1.54 |
| Martin ratioReturn relative to average drawdown | 8.40 | 1.97 | +6.43 |
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 | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.62 | +0.88 |
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 | 0.63 | -0.13 |
Drawdowns
SXRW.DE vs. EUN0.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, which is greater than EUN0.DE's maximum drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and EUN0.DE.
Loading charts...
Drawdown Indicators
| SXRW.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -30.68% | -9.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -7.16% | -0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -10.73% | -6.13% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -19.64% | +2.78% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -30.68% | -9.63% |
Current DrawdownCurrent decline from peak | -2.75% | -3.12% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -4.69% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.76% | -0.59% |
Volatility
SXRW.DE vs. EUN0.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a higher volatility of 4.45% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 3.03%. This indicates that SXRW.DE's price experiences larger fluctuations and is considered to be riskier than EUN0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRW.DE | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 3.03% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 7.20% | +2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 8.77% | +3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 11.02% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 12.51% | +4.42% |
SXRW.DE vs. EUN0.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than EUN0.DE's 0.25% 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. EUN0.DE - Dividend Comparison
Neither SXRW.DE nor EUN0.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and EUN0.DE have a correlation of 0.78, 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 0.25% for EUN0.DE.
SXRW.DE tracks FTSE 100, while EUN0.DE tracks MSCI Europe Minimum Volatility. Their fees differ too: 0.07% for SXRW.DE and 0.25% for EUN0.DE.
Find the right allocation for SXRW.DE and EUN0.DE
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