TSWE.DE vs. SXR0.DE
TSWE.DE (VanEck Sustainable World Equal Weight UCITS ETF A) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds - TSWE.DE tracks the Solactive Sustainable World Equity while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 5 years, TSWE.DE returned 11.11%/yr vs 4.62%/yr for SXR0.DE. A 0.68 correlation means they provide meaningful diversification when combined. TSWE.DE charges 0.20%/yr vs 0.35%/yr for SXR0.DE.
Performance
TSWE.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, TSWE.DE achieves a 14.25% return, which is significantly higher than SXR0.DE's 2.62% return.
TSWE.DE
- 1D
- -1.06%
- 1M
- -1.04%
- 6M
- 10.05%
- YTD
- 14.25%
- 1Y
- 25.58%
- 3Y*
- 17.24%
- 5Y*
- 11.11%
- 10Y*
- —
SXR0.DE
- 1D
- 0.70%
- 1M
- 2.14%
- 6M
- 2.74%
- YTD
- 2.62%
- 1Y
- 4.36%
- 3Y*
- 8.50%
- 5Y*
- 4.62%
- 10Y*
- —
TSWE.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 14.25% | 13.85% | 16.41% | 16.29% | -13.07% | 33.10% | 12.05% | 38.61% | -1.98% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.62% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | -2.78% |
Correlation
The correlation between TSWE.DE and SXR0.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2018 | 0.68 |
Over the past year, the correlation between TSWE.DE and SXR0.DE has dropped to 0.24 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
TSWE.DE vs. SXR0.DE — Risk / Return Rank
TSWE.DE
SXR0.DE
TSWE.DE vs. SXR0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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.
| TSWE.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.10 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 0.83 | +2.35 |
| Martin ratioReturn relative to average drawdown | 12.54 | 1.77 | +10.77 |
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Drawdowns
TSWE.DE vs. SXR0.DE - Drawdown Comparison
The maximum TSWE.DE drawdown since its inception was -32.71%, which is greater than SXR0.DE's maximum drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for TSWE.DE and SXR0.DE.
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Drawdown Indicators
| TSWE.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.71% | -27.73% | -4.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.02% | -5.26% | -2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -19.69% | -9.18% | -10.51% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -15.61% | -4.08% |
Current DrawdownCurrent decline from peak | -2.80% | -1.49% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -3.95% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.46% | -0.42% |
Volatility
TSWE.DE vs. SXR0.DE - Volatility Comparison
VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) has a higher volatility of 3.85% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) at 2.16%. This indicates that TSWE.DE's price experiences larger fluctuations and is considered to be riskier than SXR0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSWE.DE | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.85% | 2.16% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.62% | 5.96% | +4.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 8.21% | +5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.80% | 10.15% | +3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 11.60% | +4.42% |
TSWE.DE vs. SXR0.DE - Expense Ratio Comparison
TSWE.DE has a 0.20% expense ratio, which is lower than SXR0.DE's 0.35% expense ratio.
Dividends
TSWE.DE vs. SXR0.DE - Dividend Comparison
TSWE.DE's dividend yield for the trailing twelve months is around 1.81%, while SXR0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 1.81% | 1.94% | 2.19% | 2.22% | 2.37% | 4.16% | 7.50% | 9.26% | 2.43% |
Frequently Asked Questions
TSWE.DE and SXR0.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TSWE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TSWE.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for SXR0.DE.
TSWE.DE tracks Solactive Sustainable World Equity, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). They also come from different issuers: VanEck and iShares. Their fees differ too: 0.20% for TSWE.DE and 0.35% for SXR0.DE.
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