DBX5.DE vs. SXR1.DE
DBX5.DE (Xtrackers MSCI Taiwan UCITS ETF 1C) and SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) are both Asia Pacific Equities funds - DBX5.DE tracks the MSCI Taiwan 20/35 Custom while SXR1.DE tracks the MSCI Pacific ex Japan. Both are passively managed. Over the past 10 years, DBX5.DE returned 22.04%/yr vs 7.48%/yr for SXR1.DE. A 0.63 correlation means they provide meaningful diversification when combined. DBX5.DE charges 0.65%/yr vs 0.20%/yr for SXR1.DE.
Performance
DBX5.DE vs. SXR1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBX5.DE achieves a 69.45% return, which is significantly higher than SXR1.DE's 8.90% return. Over the past 10 years, DBX5.DE has outperformed SXR1.DE with an annualized return of 22.04%, while SXR1.DE has yielded a comparatively lower 7.48% annualized return.
DBX5.DE
- 1D
- -1.95%
- 1M
- 12.70%
- YTD
- 69.45%
- 6M
- 72.00%
- 1Y
- 110.55%
- 3Y*
- 40.65%
- 5Y*
- 22.99%
- 10Y*
- 22.04%
SXR1.DE
- 1D
- -0.90%
- 1M
- -2.17%
- YTD
- 8.90%
- 6M
- 10.35%
- 1Y
- 13.62%
- 3Y*
- 10.41%
- 5Y*
- 5.82%
- 10Y*
- 7.48%
DBX5.DE vs. SXR1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBX5.DE Xtrackers MSCI Taiwan UCITS ETF 1C | 69.45% | 18.33% | 31.08% | 24.15% | -25.19% | 37.79% | 24.51% | 39.18% | -5.55% | 12.67% |
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 8.90% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -6.20% | 10.76% |
Correlation
The correlation between DBX5.DE and SXR1.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since May 5, 2010 | 0.63 |
The correlation between DBX5.DE and SXR1.DE has been stable across timeframes, ranging from 0.54 to 0.63 - a consistent structural relationship.
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Return for Risk
DBX5.DE vs. SXR1.DE — Risk / Return Rank
DBX5.DE
SXR1.DE
DBX5.DE vs. SXR1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.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.
| DBX5.DE | SXR1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.42 | ||
| Sortino ratioReturn per unit of downside risk | +3.54 | ||
| Omega ratioGain probability vs. loss probability | 1.74 | 1.22 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 12.09 | 2.25 | +9.84 |
| Martin ratioReturn relative to average drawdown | 35.84 | 6.64 | +29.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBX5.DE | SXR1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.62 | 1.19 | +3.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.39 | +0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.06 | 0.45 | +0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.27 | +0.27 |
Drawdowns
DBX5.DE vs. SXR1.DE - Drawdown Comparison
The maximum DBX5.DE drawdown since its inception was -55.28%, which is greater than SXR1.DE's maximum drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for DBX5.DE and SXR1.DE.
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Drawdown Indicators
| DBX5.DE | SXR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.28% | -38.62% | -16.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | -6.21% | -3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -30.81% | -20.28% | -10.53% |
Max Drawdown (5Y)Largest decline over 5 years | -32.62% | -20.28% | -12.34% |
Max Drawdown (10Y)Largest decline over 10 years | -32.62% | -36.91% | +4.29% |
Current DrawdownCurrent decline from peak | -1.97% | -2.17% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -9.79% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.11% | +1.01% |
Volatility
DBX5.DE vs. SXR1.DE - Volatility Comparison
Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a higher volatility of 10.28% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) at 3.06%. This indicates that DBX5.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
| DBX5.DE | SXR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.28% | 3.06% | +7.22% |
Volatility (6M)Calculated over the trailing 6-month period | 19.59% | 9.04% | +10.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.18% | 11.73% | +12.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.58% | 14.73% | +6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 16.60% | +3.95% |
DBX5.DE vs. SXR1.DE - Expense Ratio Comparison
DBX5.DE has a 0.65% expense ratio, which is higher than SXR1.DE's 0.20% expense ratio.
Dividends
DBX5.DE vs. SXR1.DE - Dividend Comparison
Neither DBX5.DE nor SXR1.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX5.DE and SXR1.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR1.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR1.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for DBX5.DE.
DBX5.DE tracks MSCI Taiwan 20/35 Custom, while SXR1.DE tracks MSCI Pacific ex Japan. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.65% for DBX5.DE and 0.20% for SXR1.DE.
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