SXRW.DE vs. MVEE.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and MVEE.DE (iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)) are both Europe Equities funds from iShares - SXRW.DE tracks the FTSE 100 while MVEE.DE tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, SXRW.DE returned 11.99%/yr vs 6.17%/yr for MVEE.DE. A 0.78 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.25%/yr for MVEE.DE.
Performance
SXRW.DE vs. MVEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 9.18% return, which is significantly higher than MVEE.DE's 8.14% return.
SXRW.DE
- 1D
- 0.91%
- 1M
- 0.97%
- YTD
- 9.18%
- 6M
- 9.76%
- 1Y
- 23.82%
- 3Y*
- 16.11%
- 5Y*
- 11.99%
- 10Y*
- 9.54%
MVEE.DE
- 1D
- 0.92%
- 1M
- 1.27%
- YTD
- 8.14%
- 6M
- 8.67%
- 1Y
- 11.72%
- 3Y*
- 10.33%
- 5Y*
- 6.17%
- 10Y*
- —
SXRW.DE vs. MVEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 9.18% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | 15.33% |
MVEE.DE iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) | 8.14% | 8.71% | 8.75% | 12.46% | -15.04% | 23.79% | 13.95% |
Correlation
The correlation between SXRW.DE and MVEE.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2020 | 0.78 |
The correlation between SXRW.DE and MVEE.DE shifts across timeframes, from 0.61 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRW.DE vs. MVEE.DE — Risk / Return Rank
SXRW.DE
MVEE.DE
SXRW.DE vs. MVEE.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 ESG UCITS ETF (Acc) (MVEE.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 | MVEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.22 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 1.58 | +1.42 |
| Martin ratioReturn relative to average drawdown | 11.00 | 5.45 | +5.56 |
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Drawdowns
SXRW.DE vs. MVEE.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, which is greater than MVEE.DE's maximum drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and MVEE.DE.
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Drawdown Indicators
| SXRW.DE | MVEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -20.19% | -20.12% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -7.40% | -0.51% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -12.19% | -4.67% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -20.19% | +3.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | — | — |
Current DrawdownCurrent decline from peak | -0.30% | 0.00% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -4.50% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.15% | +0.01% |
Volatility
SXRW.DE vs. MVEE.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a higher volatility of 3.13% compared to iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) at 2.19%. This indicates that SXRW.DE's price experiences larger fluctuations and is considered to be riskier than MVEE.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 | MVEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 2.19% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 8.16% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.33% | 9.93% | +2.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 12.08% | +2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 12.47% | +4.09% |
SXRW.DE vs. MVEE.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than MVEE.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. MVEE.DE - Dividend Comparison
Neither SXRW.DE nor MVEE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and MVEE.DE have a correlation of 0.61, 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 MVEE.DE.
SXRW.DE tracks FTSE 100, while MVEE.DE tracks MSCI Europe NR EUR. Their fees differ too: 0.07% for SXRW.DE and 0.25% for MVEE.DE.
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