SXRW.DE vs. VECA.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and VECA.DE (Vanguard EUR Corporate Bond UCITS ETF Accumulating) are both exchange-traded funds - SXRW.DE is a Europe Equities fund tracking the FTSE 100, while VECA.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corp TR EUR. Both are passively managed. Over the past 5 years, SXRW.DE returned 11.64%/yr vs 0.07%/yr for VECA.DE. At a 0.26 correlation, their price movements are largely independent. SXRW.DE charges 0.07%/yr vs 0.09%/yr for VECA.DE.
Performance
SXRW.DE vs. VECA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 8.05% return, which is significantly higher than VECA.DE's 0.71% return.
SXRW.DE
- 1D
- 1.62%
- 1M
- 1.39%
- YTD
- 8.05%
- 6M
- 11.78%
- 1Y
- 20.42%
- 3Y*
- 14.95%
- 5Y*
- 11.64%
- 10Y*
- 8.92%
VECA.DE
- 1D
- 0.26%
- 1M
- 0.60%
- YTD
- 0.71%
- 6M
- 1.02%
- 1Y
- 2.14%
- 3Y*
- 4.63%
- 5Y*
- 0.07%
- 10Y*
- —
SXRW.DE vs. VECA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 8.05% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 12.71% |
VECA.DE Vanguard EUR Corporate Bond UCITS ETF Accumulating | 0.71% | 2.98% | 4.39% | 7.54% | -13.48% | -1.06% | 2.69% | 4.68% |
Correlation
The correlation between SXRW.DE and VECA.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2019 | 0.26 |
Over the past year, SXRW.DE and VECA.DE have become more correlated (0.48) than their long-term average of 0.26, meaning their price movements have been converging.
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Return for Risk
SXRW.DE vs. VECA.DE — Risk / Return Rank
SXRW.DE
VECA.DE
SXRW.DE vs. VECA.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 Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.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 | VECA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.10 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 0.67 | +1.87 |
| Martin ratioReturn relative to average drawdown | 9.30 | 2.26 | +7.04 |
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Drawdowns
SXRW.DE vs. VECA.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, which is greater than VECA.DE's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and VECA.DE.
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Drawdown Indicators
| SXRW.DE | VECA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -17.20% | -23.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -2.64% | -5.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -2.64% | -14.22% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -17.20% | +0.34% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | — | — |
Current DrawdownCurrent decline from peak | -1.33% | -0.80% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -5.12% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 0.78% | +1.38% |
Volatility
SXRW.DE vs. VECA.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a higher volatility of 4.45% compared to Vanguard EUR Corporate Bond UCITS ETF Accumulating (VECA.DE) at 1.18%. This indicates that SXRW.DE's price experiences larger fluctuations and is considered to be riskier than VECA.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 | VECA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 1.18% | +3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 2.80% | +7.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 3.24% | +8.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 4.48% | +9.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 4.71% | +12.19% |
SXRW.DE vs. VECA.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than VECA.DE's 0.09% 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. VECA.DE - Dividend Comparison
Neither SXRW.DE nor VECA.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and VECA.DE have a correlation of 0.48, 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 0.09% for VECA.DE.
SXRW.DE is categorized as Europe Equities, while VECA.DE is European Corporate Bonds. SXRW.DE tracks FTSE 100, while VECA.DE tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for SXRW.DE and 0.09% for VECA.DE.
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