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CEBL.DE vs. SXR1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEBL.DE vs. SXR1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) and iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CEBL.DE achieves a 33.53% return, which is significantly higher than SXR1.DE's 9.00% return. Over the past 10 years, CEBL.DE has outperformed SXR1.DE with an annualized return of 11.42%, while SXR1.DE has yielded a comparatively lower 7.83% annualized return.


CEBL.DE

1D
0.80%
1M
3.14%
YTD
33.53%
6M
36.13%
1Y
53.09%
3Y*
24.26%
5Y*
8.89%
10Y*
11.42%

SXR1.DE

1D
-0.34%
1M
0.00%
YTD
9.00%
6M
9.24%
1Y
15.32%
3Y*
11.36%
5Y*
5.85%
10Y*
7.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEBL.DE vs. SXR1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEBL.DE
iShares MSCI EM Asia UCITS ETF (Acc)
33.53%19.13%18.60%3.15%-15.54%2.03%15.18%22.17%-12.65%25.07%
SXR1.DE
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)
9.00%7.00%11.91%2.20%-0.86%13.17%-2.98%21.74%-6.20%10.76%

Correlation

The correlation between CEBL.DE and SXR1.DE is 0.58, 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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2010

0.74

The correlation between CEBL.DE and SXR1.DE shifts across timeframes, from 0.58 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CEBL.DE vs. SXR1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEBL.DE
CEBL.DE Risk / Return Rank: 8686
Overall Rank
CEBL.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CEBL.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
CEBL.DE Omega Ratio Rank: 8484
Omega Ratio Rank
CEBL.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
CEBL.DE Martin Ratio Rank: 8686
Martin Ratio Rank

SXR1.DE
SXR1.DE Risk / Return Rank: 4545
Overall Rank
SXR1.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SXR1.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
SXR1.DE Omega Ratio Rank: 3939
Omega Ratio Rank
SXR1.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
SXR1.DE Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CEBL.DE vs. SXR1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) and iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.


CEBL.DESXR1.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.44

1.23

+0.20

Calmar ratioReturn relative to maximum drawdown

4.62

2.46

+2.17

Martin ratioReturn relative to average drawdown

15.83

7.14

+8.69

CEBL.DE vs. SXR1.DE - Sharpe Ratio Comparison

The current CEBL.DE Sharpe Ratio is 2.48, which is higher than the SXR1.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of CEBL.DE and SXR1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CEBL.DE vs. SXR1.DE - Drawdown Comparison

The maximum CEBL.DE drawdown since its inception was -35.09%, smaller than the maximum SXR1.DE drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for CEBL.DE and SXR1.DE.


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Drawdown Indicators


CEBL.DESXR1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.09%

-38.62%

+3.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-6.21%

-5.22%

Max Drawdown (3Y)

Largest decline over 3 years

-20.53%

-20.28%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-20.28%

-8.72%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

-36.91%

+3.79%

Current Drawdown

Current decline from peak

-4.29%

-2.08%

-2.21%

Average Drawdown

Average peak-to-trough decline

-11.17%

-9.84%

-1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

2.14%

+1.20%

Volatility

CEBL.DE vs. SXR1.DE - Volatility Comparison

iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) has a higher volatility of 9.81% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) at 3.79%. This indicates that CEBL.DE's price experiences larger fluctuations and is considered to be riskier than SXR1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEBL.DESXR1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.81%

3.79%

+6.02%

Volatility (6M)

Calculated over the trailing 6-month period

18.45%

9.39%

+9.06%

Volatility (1Y)

Calculated over the trailing 1-year period

21.32%

11.91%

+9.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.88%

14.78%

+4.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.10%

16.55%

+2.55%

CEBL.DE vs. SXR1.DE - Expense Ratio Comparison

Both CEBL.DE and SXR1.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CEBL.DE vs. SXR1.DE - Dividend Comparison

Neither CEBL.DE nor SXR1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEBL.DE and SXR1.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CEBL.DE and SXR1.DE have the same expense ratio: 0.20% per year.

CEBL.DE tracks MSCI Emerging Markets Asia, while SXR1.DE tracks MSCI Pacific ex Japan.

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