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VA.TO vs. SXRW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VA.TO vs. SXRW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Developed Asia Pacific All Cap Index ETF (VA.TO) and iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VA.TO is traded in CAD, while SXRW.DE is traded in EUR. To make them comparable, the SXRW.DE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VA.TO achieves a 29.12% return, which is significantly higher than SXRW.DE's 8.60% return. Over the past 10 years, VA.TO has outperformed SXRW.DE with an annualized return of 11.51%, while SXRW.DE has yielded a comparatively lower 10.20% annualized return.


VA.TO

1D
0.34%
1M
2.30%
YTD
29.12%
6M
29.94%
1Y
52.99%
3Y*
22.49%
5Y*
12.79%
10Y*
11.51%

SXRW.DE

1D
1.70%
1M
5.23%
YTD
8.60%
6M
11.70%
1Y
23.92%
3Y*
19.40%
5Y*
13.87%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VA.TO vs. SXRW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VA.TO
Vanguard FTSE Developed Asia Pacific All Cap Index ETF
29.12%26.08%10.31%12.16%-9.26%0.89%13.72%11.68%-7.50%21.44%
SXRW.DE
iShares Core FTSE 100 UCITS ETF GBP (Acc)
8.60%29.41%16.57%11.24%-1.29%14.61%-8.94%17.63%-7.67%15.05%

Correlation

The correlation between VA.TO and SXRW.DE is 0.52, 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

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2014

0.41

The correlation between VA.TO and SXRW.DE shifts across timeframes, from 0.41 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VA.TO vs. SXRW.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VA.TO
VA.TO Risk / Return Rank: 8686
Overall Rank
VA.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VA.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
VA.TO Omega Ratio Rank: 8787
Omega Ratio Rank
VA.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
VA.TO Martin Ratio Rank: 8787
Martin Ratio Rank

SXRW.DE
SXRW.DE Risk / Return Rank: 5656
Overall Rank
SXRW.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SXRW.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
SXRW.DE Omega Ratio Rank: 5555
Omega Ratio Rank
SXRW.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
SXRW.DE Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VA.TO vs. SXRW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific All Cap Index ETF (VA.TO) and iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.


VA.TOSXRW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.46

1.29

+0.18

Calmar ratioReturn relative to maximum drawdown

4.26

2.40

+1.86

Martin ratioReturn relative to average drawdown

16.07

8.34

+7.73

VA.TO vs. SXRW.DE - Sharpe Ratio Comparison

The current VA.TO Sharpe Ratio is 2.48, which is higher than the SXRW.DE Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of VA.TO and SXRW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VA.TO vs. SXRW.DE - Drawdown Comparison

The maximum VA.TO drawdown since its inception was -25.81%, smaller than the maximum SXRW.DE drawdown of -36.80%. Use the drawdown chart below to compare losses from any high point for VA.TO and SXRW.DE.


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Drawdown Indicators


VA.TOSXRW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.81%

-36.80%

+10.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-9.43%

-2.66%

Max Drawdown (3Y)

Largest decline over 3 years

-13.99%

-14.47%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-24.73%

-20.76%

-3.97%

Max Drawdown (10Y)

Largest decline over 10 years

-25.81%

-36.80%

+10.99%

Current Drawdown

Current decline from peak

-2.21%

-1.33%

-0.88%

Average Drawdown

Average peak-to-trough decline

-5.53%

-5.48%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.72%

+0.48%

Volatility

VA.TO vs. SXRW.DE - Volatility Comparison

Vanguard FTSE Developed Asia Pacific All Cap Index ETF (VA.TO) has a higher volatility of 9.68% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 5.20%. This indicates that VA.TO's price experiences larger fluctuations and is considered to be riskier than SXRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VA.TOSXRW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.68%

5.20%

+4.48%

Volatility (6M)

Calculated over the trailing 6-month period

18.49%

11.84%

+6.65%

Volatility (1Y)

Calculated over the trailing 1-year period

20.76%

14.18%

+6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

17.26%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.36%

18.97%

-3.61%

VA.TO vs. SXRW.DE - Expense Ratio Comparison

VA.TO has a 0.22% expense ratio, which is higher than SXRW.DE's 0.07% 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

VA.TO vs. SXRW.DE - Dividend Comparison

VA.TO's dividend yield for the trailing twelve months is around 1.68%, while SXRW.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
VA.TO
Vanguard FTSE Developed Asia Pacific All Cap Index ETF
1.68%2.17%2.31%2.57%3.10%2.35%2.14%2.55%2.89%1.71%1.63%1.93%

Frequently Asked Questions


VA.TO and SXRW.DE have a correlation of 0.52, 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 0.22% for VA.TO.

VA.TO is categorized as Asia Pacific Equities, while SXRW.DE is Europe Equities. VA.TO tracks FTSE Developed Asia Pacific All Cap Index, while SXRW.DE tracks FTSE 100. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VA.TO and 0.07% for SXRW.DE.

Portfolio Optimizer

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