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ETLR.DE vs. SXR6.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETLR.DE vs. SXR6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Japan Equity UCITS ETF (ETLR.DE) and iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE). The values are adjusted to include any dividend payments, if applicable.

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ETLR.DE vs. SXR6.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ETLR.DE
L&G Japan Equity UCITS ETF
7.66%12.36%14.84%16.06%-11.99%10.00%5.41%16.57%
SXR6.DE
iShares MSCI Japan SRI UCITS ETF USD Acc
0.03%6.58%9.11%9.64%-13.84%9.84%6.35%20.49%

Returns By Period

In the year-to-date period, ETLR.DE achieves a 7.66% return, which is significantly higher than SXR6.DE's 0.03% return.


ETLR.DE

1D
4.90%
1M
-2.53%
YTD
7.66%
6M
12.76%
1Y
23.54%
3Y*
15.18%
5Y*
7.97%
10Y*

SXR6.DE

1D
3.72%
1M
-1.22%
YTD
0.03%
6M
5.50%
1Y
7.05%
3Y*
6.85%
5Y*
2.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETLR.DE vs. SXR6.DE - Expense Ratio Comparison

ETLR.DE has a 0.10% expense ratio, which is lower than SXR6.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

ETLR.DE vs. SXR6.DE — Risk / Return Rank

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

ETLR.DE
ETLR.DE Risk / Return Rank: 6666
Overall Rank
ETLR.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ETLR.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
ETLR.DE Omega Ratio Rank: 5959
Omega Ratio Rank
ETLR.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
ETLR.DE Martin Ratio Rank: 7070
Martin Ratio Rank

SXR6.DE
SXR6.DE Risk / Return Rank: 2323
Overall Rank
SXR6.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SXR6.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
SXR6.DE Omega Ratio Rank: 2020
Omega Ratio Rank
SXR6.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
SXR6.DE Martin Ratio Rank: 2626
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.

ETLR.DE vs. SXR6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Japan Equity UCITS ETF (ETLR.DE) and iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.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.


ETLR.DESXR6.DEDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.35

+0.82

Sortino ratio

Return per unit of downside risk

1.72

0.63

+1.09

Omega ratio

Gain probability vs. loss probability

1.23

1.08

+0.15

Calmar ratio

Return relative to maximum drawdown

2.39

0.75

+1.64

Martin ratio

Return relative to average drawdown

8.08

2.28

+5.81

ETLR.DE vs. SXR6.DE - Sharpe Ratio Comparison

The current ETLR.DE Sharpe Ratio is 1.17, which is higher than the SXR6.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of ETLR.DE and SXR6.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ETLR.DESXR6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.35

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.16

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.28

+0.28

Correlation

The correlation between ETLR.DE and SXR6.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ETLR.DE vs. SXR6.DE - Dividend Comparison

Neither ETLR.DE nor SXR6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ETLR.DE vs. SXR6.DE - Drawdown Comparison

The maximum ETLR.DE drawdown since its inception was -27.67%, roughly equal to the maximum SXR6.DE drawdown of -27.35%. Use the drawdown chart below to compare losses from any high point for ETLR.DE and SXR6.DE.


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Drawdown Indicators


ETLR.DESXR6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.67%

-27.35%

-0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.40%

-11.40%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-18.73%

-21.32%

+2.59%

Current Drawdown

Current decline from peak

-5.16%

-5.48%

+0.32%

Average Drawdown

Average peak-to-trough decline

-5.50%

-7.19%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.74%

-0.67%

Volatility

ETLR.DE vs. SXR6.DE - Volatility Comparison

L&G Japan Equity UCITS ETF (ETLR.DE) and iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) have volatilities of 8.56% and 9.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLR.DESXR6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.56%

9.00%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

14.57%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

20.10%

20.26%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

16.42%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.79%

16.72%

+0.07%