VWCG.DE vs. SXRW.DE
VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both Europe Equities funds - VWCG.DE tracks the FTSE Developed Europe while SXRW.DE tracks the FTSE 100. Both are passively managed. Over the past 5 years, VWCG.DE returned 10.01%/yr vs 11.64%/yr for SXRW.DE. Their correlation of 0.88 suggests significant overlap in exposure. VWCG.DE charges 0.10%/yr vs 0.07%/yr for SXRW.DE.
Performance
VWCG.DE vs. SXRW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VWCG.DE achieves a 8.96% return, which is significantly higher than SXRW.DE's 8.05% return.
VWCG.DE
- 1D
- 1.89%
- 1M
- 3.14%
- YTD
- 8.96%
- 6M
- 11.76%
- 1Y
- 19.41%
- 3Y*
- 14.33%
- 5Y*
- 10.01%
- 10Y*
- —
SXRW.DE
- 1D
- 1.62%
- 1M
- 1.39%
- YTD
- 8.05%
- 6M
- 11.78%
- 1Y
- 20.42%
- 3Y*
- 14.95%
- 5Y*
- 11.64%
- 10Y*
- 8.92%
VWCG.DE vs. SXRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 8.96% | 20.44% | 8.96% | 16.07% | -9.83% | 24.91% | -2.57% | 7.53% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 8.05% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 8.69% |
Correlation
The correlation between VWCG.DE and SXRW.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019 | 0.88 |
The correlation between VWCG.DE and SXRW.DE has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
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Return for Risk
VWCG.DE vs. SXRW.DE — Risk / Return Rank
VWCG.DE
SXRW.DE
VWCG.DE vs. SXRW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) 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.
| VWCG.DE | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.30 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.54 | -0.63 |
| Martin ratioReturn relative to average drawdown | 7.33 | 9.30 | -1.98 |
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Drawdowns
VWCG.DE vs. SXRW.DE - Drawdown Comparison
The maximum VWCG.DE drawdown since its inception was -35.70%, smaller than the maximum SXRW.DE drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for VWCG.DE and SXRW.DE.
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Drawdown Indicators
| VWCG.DE | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.70% | -40.31% | +4.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -7.91% | -1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -16.07% | -16.86% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -20.09% | -16.86% | -3.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.31% | — |
Current DrawdownCurrent decline from peak | -0.03% | -1.33% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -6.02% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.16% | +0.35% |
Volatility
VWCG.DE vs. SXRW.DE - Volatility Comparison
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) and iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) have volatilities of 4.24% and 4.45%, 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
| VWCG.DE | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.45% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.80% | 10.23% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 12.22% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 14.13% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 16.90% | -0.05% |
VWCG.DE vs. SXRW.DE - Expense Ratio Comparison
VWCG.DE has a 0.10% 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
VWCG.DE vs. SXRW.DE - Dividend Comparison
Neither VWCG.DE nor SXRW.DE has paid dividends to shareholders.
Frequently Asked Questions
VWCG.DE and SXRW.DE have a correlation of 0.82, 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 0.10% for VWCG.DE.
VWCG.DE tracks FTSE Developed Europe, while SXRW.DE tracks FTSE 100. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VWCG.DE and 0.07% for SXRW.DE.
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