VGVF.DE vs. SXR0.DE
VGVF.DE (Vanguard FTSE Developed World UCITS ETF Acc) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds - VGVF.DE tracks the FTSE Developed while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 5 years, VGVF.DE returned 12.47%/yr vs 4.47%/yr for SXR0.DE. A 0.67 correlation means they provide meaningful diversification when combined. VGVF.DE charges 0.12%/yr vs 0.35%/yr for SXR0.DE.
Performance
VGVF.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGVF.DE achieves a 13.99% return, which is significantly higher than SXR0.DE's 1.91% return.
VGVF.DE
- 1D
- -0.12%
- 1M
- 0.92%
- 6M
- 10.73%
- YTD
- 13.99%
- 1Y
- 27.27%
- 3Y*
- 18.67%
- 5Y*
- 12.47%
- 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*
- —
VGVF.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VGVF.DE Vanguard FTSE Developed World UCITS ETF Acc | 13.99% | 8.99% | 24.73% | 20.35% | -13.58% | 31.62% | -4.97% | 8.49% |
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% | -1.27% | 1.78% |
Correlation
The correlation between VGVF.DE and SXR0.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019 | 0.67 |
Over the past year, the correlation between VGVF.DE and SXR0.DE has dropped to 0.22 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
VGVF.DE vs. SXR0.DE — Risk / Return Rank
VGVF.DE
SXR0.DE
VGVF.DE vs. SXR0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Acc (VGVF.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.
| VGVF.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.83 | ||
| Sortino ratioReturn per unit of downside risk | +2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.10 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 0.83 | +3.49 |
| Martin ratioReturn relative to average drawdown | 17.48 | 1.78 | +15.69 |
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Drawdowns
VGVF.DE vs. SXR0.DE - Drawdown Comparison
The maximum VGVF.DE drawdown since its inception was -37.85%, 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 VGVF.DE and SXR0.DE.
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Drawdown Indicators
| VGVF.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.85% | -27.73% | -10.12% |
Max Drawdown (1Y)Largest decline over 1 year | -6.28% | -5.26% | -1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -21.17% | -9.18% | -11.99% |
Max Drawdown (5Y)Largest decline over 5 years | -21.17% | -15.61% | -5.56% |
Current DrawdownCurrent decline from peak | -0.55% | -2.17% | +1.62% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -3.95% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.46% | -0.90% |
Volatility
VGVF.DE vs. SXR0.DE - Volatility Comparison
Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) have volatilities of 2.81% and 2.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGVF.DE | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.70% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 5.92% | +2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 8.19% | +3.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 10.15% | +3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.19% | 11.60% | +4.59% |
VGVF.DE vs. SXR0.DE - Expense Ratio Comparison
VGVF.DE has a 0.12% expense ratio, which is lower than SXR0.DE's 0.35% expense ratio.
Dividends
VGVF.DE vs. SXR0.DE - Dividend Comparison
Neither VGVF.DE nor SXR0.DE has paid dividends to shareholders.
Frequently Asked Questions
VGVF.DE and SXR0.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGVF.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGVF.DE is cheaper with a 0.12% expense ratio, compared with 0.35% for SXR0.DE.
VGVF.DE tracks FTSE Developed, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.12% for VGVF.DE and 0.35% for SXR0.DE.
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