ISP6.L vs. SXRW.DE
ISP6.L (iShares S&P SmallCap 600 UCITS ETF) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both exchange-traded funds - ISP6.L is a Small Cap Blend Equities fund tracking the Russell 2000 TR USD, while SXRW.DE is a Europe Equities fund tracking the FTSE 100. Both are passively managed. Over the past 10 years, ISP6.L returned 9.92%/yr vs 8.57%/yr for SXRW.DE. A 0.55 correlation means they provide meaningful diversification when combined. ISP6.L charges 0.40%/yr vs 0.07%/yr for SXRW.DE.
Performance
ISP6.L vs. SXRW.DE - Performance Comparison
Loading charts...
Different Trading Currencies
ISP6.L is traded in GBp, while SXRW.DE is traded in EUR. To make them comparable, the SXRW.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, ISP6.L achieves a 19.53% return, which is significantly higher than SXRW.DE's 8.39% return. Over the past 10 years, ISP6.L has outperformed SXRW.DE with an annualized return of 9.92%, while SXRW.DE has yielded a comparatively lower 8.57% annualized return.
ISP6.L
- 1D
- -1.07%
- 1M
- 0.54%
- 6M
- 12.95%
- YTD
- 19.53%
- 1Y
- 30.48%
- 3Y*
- 12.10%
- 5Y*
- 7.74%
- 10Y*
- 9.92%
SXRW.DE
- 1D
- 0.18%
- 1M
- 2.04%
- 6M
- 5.21%
- YTD
- 8.39%
- 1Y
- 21.89%
- 3Y*
- 16.33%
- 5Y*
- 12.55%
- 10Y*
- 8.57%
ISP6.L vs. SXRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ISP6.L iShares S&P SmallCap 600 UCITS ETF | 19.53% | -0.91% | 8.76% | 10.98% | -6.72% | 27.86% | 6.87% | 17.51% | -4.56% | 3.05% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 8.39% | 26.91% | 8.62% | 8.25% | 3.93% | 16.00% | -10.65% | 18.67% | -9.35% | 12.73% |
Correlation
The correlation between ISP6.L and SXRW.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.55 |
The correlation between ISP6.L and SXRW.DE shifts across timeframes, from 0.42 (1 year) to 0.55 (all time), 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
ISP6.L vs. SXRW.DE — Risk / Return Rank
ISP6.L
SXRW.DE
ISP6.L vs. SXRW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 UCITS ETF (ISP6.L) 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.
| ISP6.L | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 2.46 | +2.10 |
| Martin ratioReturn relative to average drawdown | 13.61 | 8.02 | +5.59 |
Loading charts...
Drawdowns
ISP6.L vs. SXRW.DE - Drawdown Comparison
The maximum ISP6.L drawdown since its inception was -66.35%, which is greater than SXRW.DE's maximum drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for ISP6.L and SXRW.DE.
Loading charts...
Drawdown Indicators
| ISP6.L | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.35% | -34.88% | -31.47% |
Max Drawdown (1Y)Largest decline over 1 year | -6.45% | -8.89% | +2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -30.26% | -14.04% | -16.22% |
Max Drawdown (5Y)Largest decline over 5 years | -30.26% | -14.04% | -16.22% |
Max Drawdown (10Y)Largest decline over 10 years | -39.08% | -34.88% | -4.20% |
Current DrawdownCurrent decline from peak | -3.45% | -1.50% | -1.95% |
Average DrawdownAverage peak-to-trough decline | -15.49% | -4.33% | -11.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.74% | -0.57% |
Volatility
ISP6.L vs. SXRW.DE - Volatility Comparison
iShares S&P SmallCap 600 UCITS ETF (ISP6.L) has a higher volatility of 4.43% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 3.00%. This indicates that ISP6.L'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
| ISP6.L | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 3.00% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 9.94% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.22% | 11.64% | +3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 13.16% | +5.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.38% | 15.30% | +5.08% |
ISP6.L vs. SXRW.DE - Expense Ratio Comparison
ISP6.L has a 0.40% expense ratio, which is higher than SXRW.DE's 0.07% expense ratio.
Dividends
ISP6.L vs. SXRW.DE - Dividend Comparison
ISP6.L's dividend yield for the trailing twelve months is around 0.53%, while SXRW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISP6.L iShares S&P SmallCap 600 UCITS ETF | 0.53% | 1.22% | 1.15% | 1.08% | 1.00% | 0.65% | 0.94% | 0.97% | 0.96% | 0.78% | 0.77% | 0.53% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ISP6.L and SXRW.DE have a correlation of 0.42, 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 0.40% for ISP6.L.
ISP6.L is categorized as Small Cap Blend Equities, while SXRW.DE is Europe Equities. ISP6.L tracks Russell 2000 TR USD, while SXRW.DE tracks FTSE 100. Their fees differ too: 0.40% for ISP6.L and 0.07% for SXRW.DE.
Find the right allocation for ISP6.L 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