VWCE.DE vs. SXRV.DE
VWCE.DE (Vanguard FTSE All-World UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - VWCE.DE is a Global Equities fund tracking the FTSE All-World Index, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, VWCE.DE returned 11.89%/yr vs 17.72%/yr for SXRV.DE. Their correlation of 0.88 suggests significant overlap in exposure. VWCE.DE charges 0.19%/yr vs 0.36%/yr for SXRV.DE.
Performance
VWCE.DE vs. SXRV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VWCE.DE achieves a 11.72% return, which is significantly lower than SXRV.DE's 18.32% return.
VWCE.DE
- 1D
- 1.82%
- 1M
- 0.89%
- YTD
- 11.72%
- 6M
- 13.39%
- 1Y
- 26.35%
- 3Y*
- 17.02%
- 5Y*
- 11.89%
- 10Y*
- —
SXRV.DE
- 1D
- 2.58%
- 1M
- 1.10%
- YTD
- 18.32%
- 6M
- 19.47%
- 1Y
- 36.52%
- 3Y*
- 23.37%
- 5Y*
- 17.72%
- 10Y*
- 21.19%
VWCE.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWCE.DE Vanguard FTSE All-World UCITS ETF | 11.72% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 5.36% | 7.08% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 18.32% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 9.84% |
Correlation
The correlation between VWCE.DE and SXRV.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.88 |
The correlation between VWCE.DE and SXRV.DE has been stable across timeframes, ranging from 0.87 to 0.88 - 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
VWCE.DE vs. SXRV.DE — Risk / Return Rank
VWCE.DE
SXRV.DE
VWCE.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.
| VWCE.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.39 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 3.56 | +0.36 |
| Martin ratioReturn relative to average drawdown | 16.07 | 10.45 | +5.63 |
Loading charts...
Drawdowns
VWCE.DE vs. SXRV.DE - Drawdown Comparison
The maximum VWCE.DE drawdown since its inception was -33.43%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and SXRV.DE.
Loading charts...
Drawdown Indicators
| VWCE.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -32.80% | -0.63% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -10.03% | +3.48% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -26.69% | +5.62% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -31.33% | +10.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -1.47% | -2.68% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -4.68% | -6.50% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 3.42% | -1.82% |
Volatility
VWCE.DE vs. SXRV.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.40%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 5.34%. This indicates that VWCE.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VWCE.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 5.34% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | 11.57% | -3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 16.11% | -4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.79% | 19.90% | -6.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 19.66% | -3.50% |
VWCE.DE vs. SXRV.DE - Expense Ratio Comparison
VWCE.DE has a 0.19% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
VWCE.DE vs. SXRV.DE - Dividend Comparison
Neither VWCE.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
VWCE.DE and SXRV.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.36% for SXRV.DE.
VWCE.DE is categorized as Global Equities, while SXRV.DE is Nasdaq-100. VWCE.DE tracks FTSE All-World Index, while SXRV.DE tracks NASDAQ-100 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.19% for VWCE.DE and 0.36% for SXRV.DE.
Find the right allocation for VWCE.DE and SXRV.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