DBXJ.DE vs. SXR8.DE
DBXJ.DE (Xtrackers MSCI Japan UCITS ETF 1C) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - DBXJ.DE is a Japan Equities fund tracking the MSCI Japan, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, DBXJ.DE returned 9.20%/yr vs 14.95%/yr for SXR8.DE. A 0.62 correlation means they provide meaningful diversification when combined. DBXJ.DE charges 0.12%/yr vs 0.07%/yr for SXR8.DE.
Performance
DBXJ.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXJ.DE achieves a 16.95% return, which is significantly higher than SXR8.DE's 11.37% return. Over the past 10 years, DBXJ.DE has underperformed SXR8.DE with an annualized return of 9.20%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
DBXJ.DE
- 1D
- -0.42%
- 1M
- 3.68%
- YTD
- 16.95%
- 6M
- 16.85%
- 1Y
- 31.98%
- 3Y*
- 15.59%
- 5Y*
- 10.09%
- 10Y*
- 9.20%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
DBXJ.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBXJ.DE Xtrackers MSCI Japan UCITS ETF 1C | 16.95% | 12.59% | 13.75% | 16.43% | -12.07% | 9.57% | 5.08% | 21.75% | -9.54% | 9.08% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between DBXJ.DE and SXR8.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.62 |
The correlation between DBXJ.DE and SXR8.DE shifts across timeframes, from 0.52 (1 year) to 0.63 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DBXJ.DE vs. SXR8.DE — Risk / Return Rank
DBXJ.DE
SXR8.DE
DBXJ.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
| DBXJ.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 3.58 | -0.58 |
| Martin ratioReturn relative to average drawdown | 9.82 | 12.71 | -2.89 |
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
| DBXJ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.21 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.96 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.92 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.79 | -0.53 |
Drawdowns
DBXJ.DE vs. SXR8.DE - Drawdown Comparison
The maximum DBXJ.DE drawdown since its inception was -51.22%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for DBXJ.DE and SXR8.DE.
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Drawdown Indicators
| DBXJ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.22% | -33.78% | -17.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.22% | -7.13% | -3.09% |
Max Drawdown (3Y)Largest decline over 3 years | -16.96% | -23.32% | +6.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -23.32% | +4.32% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | -33.78% | +5.75% |
Current DrawdownCurrent decline from peak | -0.42% | -0.45% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -5.17% | -9.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.01% | +1.11% |
Volatility
DBXJ.DE vs. SXR8.DE - Volatility Comparison
Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) has a higher volatility of 3.40% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that DBXJ.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBXJ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 2.65% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 7.57% | +7.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 11.56% | +7.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 15.16% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 16.09% | +0.29% |
DBXJ.DE vs. SXR8.DE - Expense Ratio Comparison
DBXJ.DE has a 0.12% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DBXJ.DE vs. SXR8.DE - Dividend Comparison
Neither DBXJ.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXJ.DE and SXR8.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for DBXJ.DE.
DBXJ.DE is categorized as Japan Equities, while SXR8.DE is S&P 500. DBXJ.DE tracks MSCI Japan, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for DBXJ.DE and 0.07% for SXR8.DE.
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