UEEH.DE vs. SXR0.DE
UEEH.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds from iShares - UEEH.DE tracks the MSCI World Minimum Volatility while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 5 years, UEEH.DE returned 5.62%/yr vs 4.47%/yr for SXR0.DE. A 0.78 correlation means they provide meaningful diversification when combined. UEEH.DE charges 0.30%/yr vs 0.35%/yr for SXR0.DE.
Performance
UEEH.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UEEH.DE achieves a 4.38% return, which is significantly higher than SXR0.DE's 1.91% return.
UEEH.DE
- 1D
- 0.35%
- 1M
- 2.31%
- 6M
- 3.27%
- YTD
- 4.38%
- 1Y
- 6.73%
- 3Y*
- 8.41%
- 5Y*
- 5.62%
- 10Y*
- —
SXR0.DE
- 1D
- 0.47%
- 1M
- 1.18%
- 6M
- 1.66%
- YTD
- 1.91%
- 1Y
- 4.40%
- 3Y*
- 8.36%
- 5Y*
- 4.47%
- 10Y*
- —
UEEH.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 4.38% | -1.30% | 17.87% | 3.61% | -4.41% | 24.47% | 0.95% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 1.91% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | 2.99% |
Correlation
The correlation between UEEH.DE and SXR0.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 2020 | 0.78 |
The correlation between UEEH.DE and SXR0.DE has been stable across timeframes, ranging from 0.77 to 0.79 - a consistent structural relationship.
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Return for Risk
UEEH.DE vs. SXR0.DE — Risk / Return Rank
UEEH.DE
SXR0.DE
UEEH.DE vs. SXR0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.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.
| UEEH.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.10 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 0.83 | +0.43 |
| Martin ratioReturn relative to average drawdown | 3.18 | 1.78 | +1.40 |
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Drawdowns
UEEH.DE vs. SXR0.DE - Drawdown Comparison
The maximum UEEH.DE drawdown since its inception was -12.87%, smaller than the maximum SXR0.DE drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for UEEH.DE and SXR0.DE.
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Drawdown Indicators
| UEEH.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.87% | -27.73% | +14.86% |
Max Drawdown (1Y)Largest decline over 1 year | -5.33% | -5.26% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -12.87% | -9.18% | -3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -12.87% | -15.61% | +2.74% |
Current DrawdownCurrent decline from peak | -4.02% | -2.17% | -1.85% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -3.95% | -0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.46% | -0.35% |
Volatility
UEEH.DE vs. SXR0.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) is 2.48%, while iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) has a volatility of 2.70%. This indicates that UEEH.DE experiences smaller price fluctuations and is considered to be less risky 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
| UEEH.DE | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.48% | 2.70% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 5.89% | 5.92% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.08% | 8.19% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.30% | 10.15% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.20% | 11.60% | -1.40% |
UEEH.DE vs. SXR0.DE - Expense Ratio Comparison
UEEH.DE has a 0.30% expense ratio, which is lower than SXR0.DE's 0.35% expense ratio.
Dividends
UEEH.DE vs. SXR0.DE - Dividend Comparison
UEEH.DE's dividend yield for the trailing twelve months is around 1.65%, while SXR0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
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% |
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.65% | 1.72% | 1.70% | 1.89% | 1.73% | 1.62% |
Frequently Asked Questions
UEEH.DE and SXR0.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UEEH.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UEEH.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for SXR0.DE.
UEEH.DE tracks MSCI World Minimum Volatility, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). Their fees differ too: 0.30% for UEEH.DE and 0.35% for SXR0.DE.
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