SXRW.DE vs. H4ZZ.DE

Last updated Jul 18, 2026

SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and H4ZZ.DE (HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)) are both Europe Equities funds - SXRW.DE tracks the FTSE 100 while H4ZZ.DE tracks the EURO STOXX 50. Both are passively managed. SXRW.DE charges 0.07%/yr vs 0.05%/yr for H4ZZ.DE.

Performance

SXRW.DE vs. H4ZZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SXRW.DE

• 1D: 0.06%
• 1M: 4.30%
• 6M: 7.30%
• YTD: 11.21%
• 1Y: 24.18%
• 3Y*: 16.83%
• 5Y*: 12.74%
• 10Y*: 8.45%

H4ZZ.DE

• 1D: 0.13%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRW.DE vs. H4ZZ.DE - Yearly Performance Comparison

	2026 (YTD)
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc)	0.06%
H4ZZ.DE HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)	0.13%

Return for Risk

SXRW.DE vs. H4ZZ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXRW.DE

SXRW.DE Risk / Return Rank: 78
SXRW.DE Sharpe Ratio Rank: 78
SXRW.DE Sortino Ratio Rank: 77
SXRW.DE Omega Ratio Rank: 79
SXRW.DE Calmar Ratio Rank: 77
SXRW.DE Martin Ratio Rank: 78

H4ZZ.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXRW.DE vs. H4ZZ.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 HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.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	H4ZZ.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.95	—	—
Sortino ratio: Return per unit of downside risk	2.71	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	3.03	—	—
Martin ratio: Return relative to average drawdown	11.09	—	—

Drawdowns

SXRW.DE vs. H4ZZ.DE - Drawdown Comparison

The maximum SXRW.DE drawdown since its inception was -40.31%, which is greater than H4ZZ.DE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and H4ZZ.DE.

Drawdown Indicators

	SXRW.DE	H4ZZ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-40.31%	0.00%	-40.31%
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 Drawdown Current decline from peak	-0.27%	0.00%	-0.27%
Average Drawdown Average peak-to-trough decline	-5.99%	0.00%	-5.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.16%	—	—

Volatility

Volatility by Period

	SXRW.DE	H4ZZ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.02%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.38%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.34%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.06%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.31%	—	—

SXRW.DE vs. H4ZZ.DE - Expense Ratio Comparison

SXRW.DE has a 0.07% expense ratio, which is higher than H4ZZ.DE's 0.05% expense ratio. However, 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. H4ZZ.DE - Dividend Comparison

Neither SXRW.DE nor H4ZZ.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, SXRW.DE or H4ZZ.DE?

On fees, H4ZZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SXRW.DE or H4ZZ.DE?

H4ZZ.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for SXRW.DE.

What is the main difference between SXRW.DE and H4ZZ.DE?

SXRW.DE tracks FTSE 100, while H4ZZ.DE tracks EURO STOXX 50. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.07% for SXRW.DE and 0.05% for H4ZZ.DE.