XDEB.DE vs. SXR0.DE
XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds - XDEB.DE tracks the MSCI ACWI NR USD while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 5 years, XDEB.DE returned 5.71%/yr vs 4.47%/yr for SXR0.DE. A 0.80 correlation means they provide meaningful diversification when combined. XDEB.DE charges 0.25%/yr vs 0.35%/yr for SXR0.DE.
Performance
XDEB.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEB.DE achieves a 4.64% return, which is significantly higher than SXR0.DE's 1.91% return.
XDEB.DE
- 1D
- 0.46%
- 1M
- 2.42%
- 6M
- 3.46%
- YTD
- 4.64%
- 1Y
- 6.80%
- 3Y*
- 8.49%
- 5Y*
- 5.71%
- 10Y*
- 6.65%
SXR0.DE
- 1D
- 0.47%
- 1M
- 1.18%
- 6M
- 1.66%
- YTD
- 1.91%
- 1Y
- 4.40%
- 3Y*
- 8.36%
- 5Y*
- 4.47%
- 10Y*
- —
XDEB.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 4.64% | -1.27% | 17.84% | 3.65% | -4.26% | 24.29% | -6.66% | 26.15% | 2.01% | -0.41% |
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% | 20.04% | -4.03% | 8.98% |
Correlation
The correlation between XDEB.DE and SXR0.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.80 |
The correlation between XDEB.DE and SXR0.DE has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.
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Return for Risk
XDEB.DE vs. SXR0.DE — Risk / Return Rank
XDEB.DE
SXR0.DE
XDEB.DE vs. SXR0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.
| XDEB.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.10 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.83 | +0.44 |
| Martin ratioReturn relative to average drawdown | 3.32 | 1.78 | +1.54 |
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Drawdowns
XDEB.DE vs. SXR0.DE - Drawdown Comparison
The maximum XDEB.DE drawdown since its inception was -28.56%, roughly equal to the maximum SXR0.DE drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for XDEB.DE and SXR0.DE.
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Drawdown Indicators
| XDEB.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.56% | -27.73% | -0.83% |
Max Drawdown (1Y)Largest decline over 1 year | -5.31% | -5.26% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -13.02% | -9.18% | -3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -13.02% | -15.61% | +2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -28.56% | — | — |
Current DrawdownCurrent decline from peak | -3.85% | -2.17% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -3.95% | -2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.46% | -0.42% |
Volatility
XDEB.DE vs. SXR0.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) is 2.45%, while iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) has a volatility of 2.70%. This indicates that XDEB.DE experiences smaller price fluctuations and is considered to be less risky 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
| XDEB.DE | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 2.70% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 5.76% | 5.92% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.95% | 8.19% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.16% | 10.15% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.72% | 11.60% | +1.12% |
XDEB.DE vs. SXR0.DE - Expense Ratio Comparison
XDEB.DE has a 0.25% expense ratio, which is lower than SXR0.DE's 0.35% expense ratio.
Dividends
XDEB.DE vs. SXR0.DE - Dividend Comparison
Neither XDEB.DE nor SXR0.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEB.DE and SXR0.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEB.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for SXR0.DE.
XDEB.DE tracks MSCI ACWI NR USD, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEB.DE and 0.35% for SXR0.DE.
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