EMNJ.DE vs. SXRV.DE
EMNJ.DE (iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - EMNJ.DE is a Japan Equities fund tracking the MSCI Japan ESG Enhanced Focus CTB Index, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, EMNJ.DE returned 9.72%/yr vs 15.96%/yr for SXRV.DE. A 0.55 correlation means they provide meaningful diversification when combined. EMNJ.DE charges 0.15%/yr vs 0.36%/yr for SXRV.DE.
Performance
EMNJ.DE vs. SXRV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EMNJ.DE achieves a 19.97% return, which is significantly higher than SXRV.DE's 18.64% return.
EMNJ.DE
- 1D
- -0.76%
- 1M
- 1.81%
- 6M
- 13.73%
- YTD
- 19.97%
- 1Y
- 39.88%
- 3Y*
- 16.68%
- 5Y*
- 9.72%
- 10Y*
- —
SXRV.DE
- 1D
- -0.77%
- 1M
- -2.17%
- 6M
- 17.92%
- YTD
- 18.64%
- 1Y
- 30.21%
- 3Y*
- 23.00%
- 5Y*
- 15.96%
- 10Y*
- 20.55%
EMNJ.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMNJ.DE iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 19.97% | 12.87% | 10.79% | 16.08% | -13.34% | 9.71% | 5.81% | 3.88% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 18.64% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 25.00% |
Correlation
The correlation between EMNJ.DE and SXRV.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.55 |
The correlation between EMNJ.DE and SXRV.DE has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EMNJ.DE vs. SXRV.DE — Risk / Return Rank
EMNJ.DE
SXRV.DE
EMNJ.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EMNJ.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.
| EMNJ.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.31 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | 3.00 | +0.71 |
| Martin ratioReturn relative to average drawdown | 12.48 | 8.66 | +3.82 |
Loading charts...
Drawdowns
EMNJ.DE vs. SXRV.DE - Drawdown Comparison
The maximum EMNJ.DE drawdown since its inception was -28.10%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for EMNJ.DE and SXRV.DE.
Loading charts...
Drawdown Indicators
| EMNJ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.10% | -32.80% | +4.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -10.03% | -0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -16.91% | -26.69% | +9.78% |
Max Drawdown (5Y)Largest decline over 5 years | -19.91% | -31.33% | +11.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -2.74% | -2.88% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -6.47% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.48% | -0.29% |
Volatility
EMNJ.DE vs. SXRV.DE - Volatility Comparison
iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EMNJ.DE) has a higher volatility of 6.67% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 5.78%. This indicates that EMNJ.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EMNJ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 5.78% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 16.64% | 12.46% | +4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.49% | 16.99% | +3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 20.01% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.26% | 19.72% | -1.46% |
EMNJ.DE vs. SXRV.DE - Expense Ratio Comparison
EMNJ.DE has a 0.15% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
EMNJ.DE vs. SXRV.DE - Dividend Comparison
EMNJ.DE's dividend yield for the trailing twelve months is around 1.42%, while SXRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EMNJ.DE iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 1.42% | 1.58% | 1.80% | 1.75% | 2.16% | 1.66% | 1.63% | 1.72% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EMNJ.DE and SXRV.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMNJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMNJ.DE is cheaper with a 0.15% expense ratio, compared with 0.36% for SXRV.DE.
EMNJ.DE is categorized as Japan Equities, while SXRV.DE is Nasdaq-100. EMNJ.DE tracks MSCI Japan ESG Enhanced Focus CTB Index, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.15% for EMNJ.DE and 0.36% for SXRV.DE.
Find the right allocation for EMNJ.DE and SXRV.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer