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iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) Sharpe Ratio: 1.93

ETF · Currency in EUR · Last updated Jul 16, 2026

SXR5.DE is a passive ETF by iShares tracking the investment results of the MSCI Japan. SXR5.DE launched on Jan 11, 2010 and has a 0.12% expense ratio.

SXR5.DE's Sharpe Ratio of 1.93 indicates that for each unit of volatility, it generates 1.93 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

SXR5.DE Sharpe Ratio Rank

SXR5.DE Sharpe Ratio Rank: 75.576
Above Average

SXR5.DE ranks above 75.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. 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

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

SXR5.DE Sharpe Ratio Market Positioning

The chart shows SXR5.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%): 0.75 or lower
  • Yellow zone (middle 50%): 0.75 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.56+
  • Median: 1.43 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI Japan UCITS ETF USD (Acc)'s Sharpe Ratio with other ETFs in the Japan Equities, Asia Pacific Equities category across multiple time periods, showing how SXR5.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 Jul 16, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
FLXT.DEFranklin FTSE Taiwan UCITS ETF USD Capitalisation3.63
FLXK.DEFranklin FTSE Korea UCITS ETF3.40
IQQT.DEiShares MSCI Taiwan UCITS ETF3.34
LKOR.DEAmundi MSCI Korea UCITS ETF Acc3.34
DBX5.DEXtrackers MSCI Taiwan UCITS ETF 1C3.34
IQQK.DEiShares MSCI Korea UCITS ETF (Dist)3.34
DBX8.DEXtrackers MSCI Korea UCITS ETF 1C3.31
IQQX.DEiShares Asia Pacific Dividend UCITS ETF3.12
WTDX.DEWisdomTree Japan Equity UCITS ETF USD Hedged2.88
XDJE.DEXtrackers Nikkei 225 UCITS ETF EUR Hedged (Dist)2.75
SXR5.DEiShares MSCI Japan UCITS ETF USD (Acc)1.93

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SXR5.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 SXR5.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does SXR5.DE fit in your portfolio?

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