WEXU.DE vs. SXR0.DE
WEXU.DE (Amundi MSCI World Ex USA UCITS ETF (Acc)) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds - WEXU.DE tracks the MSCI World ex USA Index while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past year, WEXU.DE returned 22.91% vs -0.03% for SXR0.DE. A 0.54 correlation means they provide meaningful diversification when combined. WEXU.DE charges 0.15%/yr vs 0.35%/yr for SXR0.DE.
Performance
WEXU.DE vs. SXR0.DE - Performance Comparison
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Different Trading Currencies
WEXU.DE is traded in USD, while SXR0.DE is traded in EUR. To make them comparable, the SXR0.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WEXU.DE achieves a 10.81% return, which is significantly higher than SXR0.DE's -0.55% return.
WEXU.DE
- 1D
- 0.58%
- 1M
- 1.99%
- 6M
- 10.54%
- YTD
- 10.81%
- 1Y
- 22.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXR0.DE
- 1D
- 0.27%
- 1M
- 0.37%
- 6M
- 0.53%
- YTD
- -0.55%
- 1Y
- -0.03%
- 3Y*
- 10.11%
- 5Y*
- 4.00%
- 10Y*
- —
WEXU.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WEXU.DE Amundi MSCI World Ex USA UCITS ETF (Acc) | 10.81% | 32.45% | -3.68% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | -0.55% | 20.81% | -6.23% |
Correlation
The correlation between WEXU.DE and SXR0.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2024 | 0.54 |
The correlation between WEXU.DE and SXR0.DE has been stable across timeframes, ranging from 0.50 to 0.54 - a consistent structural relationship.
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Return for Risk
WEXU.DE vs. SXR0.DE — Risk / Return Rank
WEXU.DE
SXR0.DE
WEXU.DE vs. SXR0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Ex USA UCITS ETF (Acc) (WEXU.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.
| WEXU.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.65 | ||
| Sortino ratioReturn per unit of downside risk | +2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.01 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | -0.00 | +2.20 |
| Martin ratioReturn relative to average drawdown | 8.00 | -0.01 | +8.01 |
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Drawdowns
WEXU.DE vs. SXR0.DE - Drawdown Comparison
The maximum WEXU.DE drawdown since its inception was -13.56%, smaller than the maximum SXR0.DE drawdown of -29.86%. Use the drawdown chart below to compare losses from any high point for WEXU.DE and SXR0.DE.
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Drawdown Indicators
| WEXU.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.56% | -29.86% | +16.30% |
Max Drawdown (1Y)Largest decline over 1 year | -10.47% | -8.20% | -2.27% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.02% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.86% | — |
Current DrawdownCurrent decline from peak | -0.22% | -5.09% | +4.87% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -6.80% | +4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 3.58% | -0.71% |
Volatility
WEXU.DE vs. SXR0.DE - Volatility Comparison
Amundi MSCI World Ex USA UCITS ETF (Acc) (WEXU.DE) has a higher volatility of 4.21% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) at 3.13%. This indicates that WEXU.DE's price experiences larger fluctuations and is considered to be riskier than SXR0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WEXU.DE | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 3.13% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.12% | 7.63% | +4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.98% | 10.62% | +3.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 13.84% | +1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 14.49% | +0.58% |
WEXU.DE vs. SXR0.DE - Expense Ratio Comparison
WEXU.DE has a 0.15% expense ratio, which is lower than SXR0.DE's 0.35% expense ratio.
Dividends
WEXU.DE vs. SXR0.DE - Dividend Comparison
Neither WEXU.DE nor SXR0.DE has paid dividends to shareholders.
Frequently Asked Questions
WEXU.DE and SXR0.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WEXU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WEXU.DE is cheaper with a 0.15% expense ratio, compared with 0.35% for SXR0.DE.
WEXU.DE tracks MSCI World ex USA Index, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for WEXU.DE and 0.35% for SXR0.DE.
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