SXRW.DE vs. EUNL.DE
Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE).
SXRW.DE and EUNL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXRW.DE is a passively managed fund by iShares that tracks the performance of the FTSE 100. It was launched on Jan 26, 2010. EUNL.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009. Both SXRW.DE and EUNL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SXRW.DE vs. EUNL.DE - Performance Comparison
Loading graphics...
SXRW.DE vs. EUNL.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) | 6.09% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
EUNL.DE iShares Core MSCI World UCITS ETF USD (Acc) | -1.25% | 7.90% | 25.93% | 20.13% | -13.59% | 32.71% | 5.48% | 31.34% | -5.13% | 7.71% |
Returns By Period
In the year-to-date period, SXRW.DE achieves a 6.09% return, which is significantly higher than EUNL.DE's -1.25% return. Over the past 10 years, SXRW.DE has underperformed EUNL.DE with an annualized return of 8.43%, while EUNL.DE has yielded a comparatively higher 11.91% annualized return.
SXRW.DE
- 1D
- 0.58%
- 1M
- 0.04%
- YTD
- 6.09%
- 6M
- 12.75%
- 1Y
- 20.63%
- 3Y*
- 15.01%
- 5Y*
- 12.49%
- 10Y*
- 8.43%
EUNL.DE
- 1D
- 0.02%
- 1M
- -1.98%
- YTD
- -1.25%
- 6M
- 1.81%
- 1Y
- 12.35%
- 3Y*
- 15.02%
- 5Y*
- 10.85%
- 10Y*
- 11.91%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SXRW.DE vs. EUNL.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than EUNL.DE's 0.20% 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%.
Return for Risk
SXRW.DE vs. EUNL.DE — Risk / Return Rank
SXRW.DE
EUNL.DE
SXRW.DE vs. EUNL.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 Core MSCI World UCITS ETF USD (Acc) (EUNL.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 | EUNL.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 0.76 | +0.58 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.11 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.17 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.95 | 2.79 | +0.16 |
Martin ratioReturn relative to average drawdown | 11.89 | 10.65 | +1.24 |
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 graphics...
Sharpe Ratios by Period
| SXRW.DE | EUNL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.76 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.76 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.78 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.77 | -0.27 |
Correlation
The correlation between SXRW.DE and EUNL.DE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SXRW.DE vs. EUNL.DE - Dividend Comparison
Neither SXRW.DE nor EUNL.DE has paid dividends to shareholders.
Drawdowns
SXRW.DE vs. EUNL.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, which is greater than EUNL.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and EUNL.DE.
Loading graphics...
Drawdown Indicators
| SXRW.DE | EUNL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -33.63% | -6.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.61% | -8.82% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -21.73% | +4.87% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -33.63% | -6.68% |
Current DrawdownCurrent decline from peak | -3.13% | -3.98% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -4.29% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.71% | +0.25% |
Volatility
SXRW.DE vs. EUNL.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a higher volatility of 5.42% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 4.25%. This indicates that SXRW.DE's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SXRW.DE | EUNL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 4.25% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.86% | 8.42% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.25% | 16.09% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 14.19% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 15.22% | +1.75% |