VGK vs. SXRW.DE
VGK (Vanguard FTSE Europe ETF) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both Europe Equities funds - VGK tracks the FTSE Developed Europe All Cap Index while SXRW.DE tracks the FTSE 100. Both are passively managed. Over the past 10 years, VGK returned 10.28%/yr vs 9.26%/yr for SXRW.DE. A 0.72 correlation means they provide meaningful diversification when combined. VGK charges 0.06%/yr vs 0.07%/yr for SXRW.DE.
Performance
VGK vs. SXRW.DE - Performance Comparison
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Different Trading Currencies
VGK is traded in USD, while SXRW.DE is traded in EUR. To make them comparable, the SXRW.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VGK achieves a 7.69% return, which is significantly higher than SXRW.DE's 6.38% return. Over the past 10 years, VGK has outperformed SXRW.DE with an annualized return of 10.28%, while SXRW.DE has yielded a comparatively lower 9.26% annualized return.
VGK
- 1D
- 0.18%
- 1M
- 2.46%
- YTD
- 7.69%
- 6M
- 9.92%
- 1Y
- 19.73%
- 3Y*
- 16.69%
- 5Y*
- 8.50%
- 10Y*
- 10.28%
SXRW.DE
- 1D
- 1.51%
- 1M
- 0.50%
- YTD
- 6.38%
- 6M
- 10.13%
- 1Y
- 20.58%
- 3Y*
- 17.64%
- 5Y*
- 10.63%
- 10Y*
- 9.26%
VGK vs. SXRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGK Vanguard FTSE Europe ETF | 7.69% | 35.83% | 1.88% | 20.19% | -15.98% | 16.89% | 5.43% | 24.85% | -14.89% | 26.98% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.38% | 36.19% | 7.07% | 13.95% | -6.90% | 14.96% | -7.16% | 22.54% | -14.81% | 23.40% |
Correlation
The correlation between VGK and SXRW.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.72 |
The correlation between VGK and SXRW.DE has been stable across timeframes, ranging from 0.72 to 0.75 - a consistent structural relationship.
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Return for Risk
VGK vs. SXRW.DE — Risk / Return Rank
VGK
SXRW.DE
VGK vs. SXRW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Europe ETF (VGK) 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.
| VGK | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.26 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 2.03 | -0.54 |
| Martin ratioReturn relative to average drawdown | 5.52 | 6.85 | -1.33 |
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Drawdowns
VGK vs. SXRW.DE - Drawdown Comparison
The maximum VGK drawdown since its inception was -63.61%, which is greater than SXRW.DE's maximum drawdown of -42.38%. Use the drawdown chart below to compare losses from any high point for VGK and SXRW.DE.
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Drawdown Indicators
| VGK | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.61% | -42.38% | -21.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -9.82% | -2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -14.31% | -14.05% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -32.74% | -26.18% | -6.56% |
Max Drawdown (10Y)Largest decline over 10 years | -37.24% | -42.38% | +5.14% |
Current DrawdownCurrent decline from peak | -0.50% | -3.42% | +2.92% |
Average DrawdownAverage peak-to-trough decline | -13.33% | -7.72% | -5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.92% | +0.35% |
Volatility
VGK vs. SXRW.DE - Volatility Comparison
Vanguard FTSE Europe ETF (VGK) has a higher volatility of 5.82% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 5.01%. This indicates that VGK'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
| VGK | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 5.01% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 13.36% | 11.55% | +1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.92% | 13.76% | +2.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 16.70% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 18.57% | +0.38% |
VGK vs. SXRW.DE - Expense Ratio Comparison
VGK has a 0.06% expense ratio, which is lower than SXRW.DE's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VGK vs. SXRW.DE - Dividend Comparison
VGK's dividend yield for the trailing twelve months is around 2.76%, while SXRW.DE has not paid dividends to shareholders.
| 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
VGK and SXRW.DE have a correlation of 0.74, 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.
VGK tracks FTSE Developed Europe All Cap Index, while SXRW.DE tracks FTSE 100. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.06% for VGK and 0.07% for SXRW.DE.
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