SXRW.DE vs. WTI2.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and WTI2.DE (WisdomTree Artificial Intelligence UCITS ETF USD Acc) are both exchange-traded funds - SXRW.DE is a Europe Equities fund tracking the FTSE 100, while WTI2.DE is a Technology Equities fund tracking the Nasdaq CTA Artificial Intelligence. Both are passively managed. Over the past 5 years, SXRW.DE returned 11.57%/yr vs 17.06%/yr for WTI2.DE. A 0.51 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.40%/yr for WTI2.DE.
Performance
SXRW.DE vs. WTI2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 6.50% return, which is significantly lower than WTI2.DE's 49.52% return.
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
WTI2.DE
- 1D
- -0.85%
- 1M
- 17.78%
- YTD
- 49.52%
- 6M
- 47.97%
- 1Y
- 85.59%
- 3Y*
- 30.72%
- 5Y*
- 17.06%
- 10Y*
- —
SXRW.DE vs. WTI2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 21.22% |
WTI2.DE WisdomTree Artificial Intelligence UCITS ETF USD Acc | 49.52% | 9.72% | 18.67% | 52.33% | -38.83% | 26.64% | 57.61% | 42.27% |
Correlation
The correlation between SXRW.DE and WTI2.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2019 | 0.51 |
The correlation between SXRW.DE and WTI2.DE shifts across timeframes, from 0.34 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRW.DE vs. WTI2.DE — Risk / Return Rank
SXRW.DE
WTI2.DE
SXRW.DE vs. WTI2.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 WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.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 | WTI2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.50 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 5.80 | -3.50 |
| Martin ratioReturn relative to average drawdown | 8.40 | 18.86 | -10.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRW.DE | WTI2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 3.32 | -1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.64 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.92 | -0.42 |
Drawdowns
SXRW.DE vs. WTI2.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, roughly equal to the maximum WTI2.DE drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and WTI2.DE.
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Drawdown Indicators
| SXRW.DE | WTI2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -40.18% | -0.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -15.08% | +7.17% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -35.27% | +18.41% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -40.18% | +23.32% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | — | — |
Current DrawdownCurrent decline from peak | -2.75% | -1.11% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -11.09% | +5.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 4.65% | -2.48% |
Volatility
SXRW.DE vs. WTI2.DE - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) is 4.45%, while WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a volatility of 9.87%. This indicates that SXRW.DE experiences smaller price fluctuations and is considered to be less risky than WTI2.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 | WTI2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 9.87% | -5.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 19.17% | -9.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 26.36% | -14.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 26.39% | -12.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 26.77% | -9.84% |
SXRW.DE vs. WTI2.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than WTI2.DE's 0.40% expense ratio.
Dividends
SXRW.DE vs. WTI2.DE - Dividend Comparison
Neither SXRW.DE nor WTI2.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and WTI2.DE have a correlation of 0.34, 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 0.40% for WTI2.DE.
SXRW.DE is categorized as Europe Equities, while WTI2.DE is Technology Equities. SXRW.DE tracks FTSE 100, while WTI2.DE tracks Nasdaq CTA Artificial Intelligence. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.07% for SXRW.DE and 0.40% for WTI2.DE.
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