EUNN.DE vs. SXRW.DE
EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both exchange-traded funds - EUNN.DE is a Japan Equities fund tracking the MSCI Japan IMI, while SXRW.DE is a Europe Equities fund tracking the FTSE 100. Both are passively managed. Over the past 10 years, EUNN.DE returned 8.53%/yr vs 8.45%/yr for SXRW.DE. A 0.57 correlation means they provide meaningful diversification when combined. EUNN.DE charges 0.12%/yr vs 0.07%/yr for SXRW.DE.
Performance
EUNN.DE vs. SXRW.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EUNN.DE achieves a 15.08% return, which is significantly higher than SXRW.DE's 11.21% return. Both investments have delivered pretty close results over the past 10 years, with EUNN.DE having a 8.53% annualized return and SXRW.DE not far behind at 8.45%.
EUNN.DE
- 1D
- -2.52%
- 1M
- -5.18%
- 6M
- 8.06%
- YTD
- 15.08%
- 1Y
- 32.94%
- 3Y*
- 15.60%
- 5Y*
- 9.33%
- 10Y*
- 8.53%
SXRW.DE
- 1D
- 0.06%
- 1M
- 4.10%
- 6M
- 7.30%
- YTD
- 11.21%
- 1Y
- 24.18%
- 3Y*
- 16.83%
- 5Y*
- 12.74%
- 10Y*
- 8.45%
EUNN.DE vs. SXRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 15.08% | 13.46% | 12.91% | 15.16% | -11.48% | 9.24% | 4.12% | 22.22% | -10.32% | 10.42% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 11.21% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
Correlation
The correlation between EUNN.DE and SXRW.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.57 |
The correlation between EUNN.DE and SXRW.DE shifts across timeframes, from 0.47 (1 year) to 0.58 (10 years), reflecting how their relationship changes across market environments.
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
EUNN.DE vs. SXRW.DE — Risk / Return Rank
EUNN.DE
SXRW.DE
EUNN.DE vs. SXRW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) and iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
| EUNN.DE | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.36 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.03 | +0.24 |
| Martin ratioReturn relative to average drawdown | 10.78 | 11.09 | -0.31 |
Loading charts...
Drawdowns
EUNN.DE vs. SXRW.DE - Drawdown Comparison
The maximum EUNN.DE drawdown since its inception was -28.56%, smaller than the maximum SXRW.DE drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for EUNN.DE and SXRW.DE.
Loading charts...
Drawdown Indicators
| EUNN.DE | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.56% | -40.31% | +11.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -7.91% | -1.67% |
Max Drawdown (3Y)Largest decline over 3 years | -15.81% | -16.86% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -19.41% | -16.86% | -2.55% |
Max Drawdown (10Y)Largest decline over 10 years | -28.56% | -40.31% | +11.75% |
Current DrawdownCurrent decline from peak | -6.26% | -0.27% | -5.99% |
Average DrawdownAverage peak-to-trough decline | -6.83% | -5.99% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.16% | +0.75% |
Volatility
EUNN.DE vs. SXRW.DE - Volatility Comparison
iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) has a higher volatility of 6.29% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 3.02%. This indicates that EUNN.DE's price experiences larger fluctuations and is considered to be riskier than SXRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EUNN.DE | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 3.02% | +3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.79% | 10.38% | +5.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.09% | 12.34% | +6.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 14.06% | +2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 16.31% | -0.17% |
EUNN.DE vs. SXRW.DE - Expense Ratio Comparison
EUNN.DE has a 0.12% expense ratio, which is higher than SXRW.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
EUNN.DE vs. SXRW.DE - Dividend Comparison
Neither EUNN.DE nor SXRW.DE has paid dividends to shareholders.
Frequently Asked Questions
EUNN.DE and SXRW.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for EUNN.DE.
EUNN.DE is categorized as Japan Equities, while SXRW.DE is Europe Equities. EUNN.DE tracks MSCI Japan IMI, while SXRW.DE tracks FTSE 100. Their fees differ too: 0.12% for EUNN.DE and 0.07% for SXRW.DE.
Find the right allocation for EUNN.DE and SXRW.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