PortfoliosLab logoPortfoliosLab logo
VGK vs. SXRW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGK vs. SXRW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Europe ETF (VGK) and iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGK vs. SXRW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VGK vs. SXRW.DE — Risk / Return Rank

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

VGK
VGK Risk / Return Rank: 3636
Overall Rank
VGK Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VGK Sortino Ratio Rank: 3636
Sortino Ratio Rank
VGK Omega Ratio Rank: 3434
Omega Ratio Rank
VGK Calmar Ratio Rank: 3434
Calmar Ratio Rank
VGK Martin Ratio Rank: 3939
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.

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.


VGKSXRW.DEDifference
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

VGK vs. SXRW.DE - Sharpe Ratio Comparison

The current VGK Sharpe Ratio is 1.13, which is comparable to the SXRW.DE Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of VGK 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.


Loading charts...

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.


Loading charts...

Drawdown Indicators


VGKSXRW.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.50%

-3.42%

+2.92%

Average Drawdown

Average peak-to-trough decline

-13.33%

-7.72%

-5.61%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


VGKSXRW.DEDifference

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.


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%
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.

Portfolio Optimizer

Find the right allocation for VGK and SXRW.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer