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iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) Sharpe Ratio: 2.06

SXR4.DE's Sharpe Ratio of 2.06 indicates that for each unit of volatility, it generates 2.06 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 17, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

SXR4.DE Sharpe Ratio Rank

SXR4.DE Sharpe Ratio Rank: 50.350
Average

SXR4.DE ranks above 50.3% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

SXR4.DE Sharpe Ratio Market Positioning

The chart shows SXR4.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.23 or lower
  • Yellow zone (middle 50%): 1.23 to 2.72
  • Green zone (top 25%): 2.72 or higher
  • Top 1%: 7.35+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI USA UCITS ETF (Acc)'s Sharpe Ratio with other ETFs in the Large Cap Blend Equities category across multiple time periods, showing how SXR4.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 17, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FLXU.DEFranklin U.S. Equity UCITS ETF2.32
H412.DEHSBC USA Sustainable Equity UCITS ETF USD2.30
IBCY.DEiShares Edge MSCI USA Multifactor UCITS ETF2.16
ETLS.DEL&G US Equity UCITS ETF2.12
VNRT.DEVanguard FTSE North America UCITS ETF Distributing2.12
CSY2.DECSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD2.12
VNRA.DEVanguard FTSE North America UCITS ETF (USD) Accumulating2.11
IQQN.DEiShares MSCI North America UCITS ETF2.11
JRUD.DEJPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)2.11
JREU.DEJPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)2.11
SXR4.DEiShares MSCI USA UCITS ETF (Acc)2.06

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SXR4.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SXR4.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore SXR4.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

SXR4.DE Sortino Ratio