SXRW.DE vs. VGK
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and VGK (Vanguard FTSE Europe ETF) are both Europe Equities funds - SXRW.DE tracks the FTSE 100 while VGK tracks the FTSE Developed Europe All Cap Index. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.92%/yr vs 9.92%/yr for VGK. A 0.65 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.06%/yr for VGK.
Performance
SXRW.DE vs. VGK - Performance Comparison
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Different Trading Currencies
SXRW.DE is traded in EUR, while VGK is traded in USD. To make them comparable, the VGK values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRW.DE achieves a 8.05% return, which is significantly lower than VGK's 9.35% return. Over the past 10 years, SXRW.DE has underperformed VGK with an annualized return of 8.92%, while VGK has yielded a comparatively higher 9.92% annualized 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%
VGK
- 1D
- 0.26%
- 1M
- 3.37%
- YTD
- 9.35%
- 6M
- 11.54%
- 1Y
- 19.55%
- 3Y*
- 14.01%
- 5Y*
- 9.49%
- 10Y*
- 9.92%
SXRW.DE vs. VGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 8.05% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
VGK Vanguard FTSE Europe ETF | 9.35% | 19.71% | 8.60% | 16.58% | -10.77% | 25.63% | -3.26% | 27.67% | -10.89% | 11.38% |
Correlation
The correlation between SXRW.DE and VGK is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.65 |
The correlation between SXRW.DE and VGK has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.
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Return for Risk
SXRW.DE vs. VGK — Risk / Return Rank
SXRW.DE
VGK
SXRW.DE vs. VGK - 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 FTSE Europe ETF (VGK). 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 | VGK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 1.77 | +0.77 |
| Martin ratioReturn relative to average drawdown | 9.30 | 7.25 | +2.05 |
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Drawdowns
SXRW.DE vs. VGK - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, smaller than the maximum VGK drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and VGK.
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Drawdown Indicators
| SXRW.DE | VGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -58.19% | +17.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -10.30% | +2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -15.24% | -1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -21.12% | +4.26% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -37.21% | -3.10% |
Current DrawdownCurrent decline from peak | -1.33% | 0.00% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -11.74% | +5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.53% | -0.37% |
Volatility
SXRW.DE vs. VGK - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) is 4.45%, while Vanguard FTSE Europe ETF (VGK) has a volatility of 4.85%. This indicates that SXRW.DE experiences smaller price fluctuations and is considered to be less risky than VGK 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 | VGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 4.85% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 11.55% | -1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 13.73% | -1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 14.96% | -0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 17.22% | -0.32% |
SXRW.DE vs. VGK - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is higher than VGK's 0.06% 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. VGK - Dividend Comparison
SXRW.DE has not paid dividends to shareholders, while VGK's dividend yield for the trailing twelve months is around 2.76%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGK Vanguard FTSE Europe ETF | 2.76% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
Frequently Asked Questions
SXRW.DE and VGK have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGK is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGK is cheaper with a 0.06% expense ratio, compared with 0.07% for SXRW.DE.
SXRW.DE tracks FTSE 100, while VGK tracks FTSE Developed Europe All Cap Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for SXRW.DE and 0.06% for VGK.
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