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FVSJ.DE vs. SXR1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVSJ.DE vs. SXR1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) and iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FVSJ.DE achieves a 49.53% return, which is significantly higher than SXR1.DE's 9.00% return.


FVSJ.DE

1D
1.21%
1M
5.17%
YTD
49.53%
6M
52.61%
1Y
73.10%
3Y*
28.24%
5Y*
15.20%
10Y*

SXR1.DE

1D
-0.34%
1M
0.00%
YTD
9.00%
6M
9.24%
1Y
15.32%
3Y*
11.36%
5Y*
5.85%
10Y*
7.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVSJ.DE vs. SXR1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FVSJ.DE
Franklin FTSE Asia ex China ex Japan UCITS ETF
49.53%15.41%13.98%8.23%-7.56%13.74%-3.71%13.83%-18.50%
SXR1.DE
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)
9.00%7.00%11.91%2.20%-0.86%13.17%-2.98%21.74%-5.74%

Correlation

The correlation between FVSJ.DE and SXR1.DE is 0.58, 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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2018

0.70

The correlation between FVSJ.DE and SXR1.DE shifts across timeframes, from 0.58 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FVSJ.DE vs. SXR1.DE — Risk / Return Rank

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

FVSJ.DE
FVSJ.DE Risk / Return Rank: 9393
Overall Rank
FVSJ.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FVSJ.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
FVSJ.DE Omega Ratio Rank: 9393
Omega Ratio Rank
FVSJ.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
FVSJ.DE Martin Ratio Rank: 9393
Martin Ratio Rank

SXR1.DE
SXR1.DE Risk / Return Rank: 4545
Overall Rank
SXR1.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SXR1.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
SXR1.DE Omega Ratio Rank: 3939
Omega Ratio Rank
SXR1.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
SXR1.DE Martin Ratio Rank: 4747
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.

FVSJ.DE vs. SXR1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.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.

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.


FVSJ.DESXR1.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+1.97

Omega ratioGain probability vs. loss probability

1.57

1.23

+0.34

Calmar ratioReturn relative to maximum drawdown

6.11

2.46

+3.65

Martin ratioReturn relative to average drawdown

21.52

7.14

+14.38

FVSJ.DE vs. SXR1.DE - Sharpe Ratio Comparison

The current FVSJ.DE Sharpe Ratio is 3.24, which is higher than the SXR1.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of FVSJ.DE and SXR1.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FVSJ.DE vs. SXR1.DE - Drawdown Comparison

The maximum FVSJ.DE drawdown since its inception was -30.47%, smaller than the maximum SXR1.DE drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for FVSJ.DE and SXR1.DE.


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Drawdown Indicators


FVSJ.DESXR1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.47%

-38.62%

+8.15%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-6.21%

-5.70%

Max Drawdown (3Y)

Largest decline over 3 years

-21.79%

-20.28%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-21.79%

-20.28%

-1.51%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

Current Drawdown

Current decline from peak

-4.39%

-2.08%

-2.31%

Average Drawdown

Average peak-to-trough decline

-7.27%

-9.84%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

2.14%

+1.25%

Volatility

FVSJ.DE vs. SXR1.DE - Volatility Comparison

Franklin FTSE Asia ex China ex Japan UCITS ETF (FVSJ.DE) has a higher volatility of 10.93% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) at 3.79%. This indicates that FVSJ.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


FVSJ.DESXR1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.93%

3.79%

+7.14%

Volatility (6M)

Calculated over the trailing 6-month period

20.15%

9.39%

+10.76%

Volatility (1Y)

Calculated over the trailing 1-year period

22.45%

11.91%

+10.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.07%

14.78%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

16.55%

+1.71%

FVSJ.DE vs. SXR1.DE - Expense Ratio Comparison

FVSJ.DE has a 0.14% expense ratio, which is lower than SXR1.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%.


Dividends

FVSJ.DE vs. SXR1.DE - Dividend Comparison

Neither FVSJ.DE nor SXR1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FVSJ.DE and SXR1.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FVSJ.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FVSJ.DE is cheaper with a 0.14% expense ratio, compared with 0.20% for SXR1.DE.

FVSJ.DE tracks FTSE Asia ex Japan ex China, while SXR1.DE tracks MSCI Pacific ex Japan. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.14% for FVSJ.DE and 0.20% for SXR1.DE.

Portfolio Optimizer

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