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NS4E.DE vs. SXR6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NS4E.DE vs. SXR6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg) (NS4E.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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Returns By Period

In the year-to-date period, NS4E.DE achieves a 17.06% return, which is significantly higher than SXR6.DE's 8.85% return.


NS4E.DE

1D
-2.16%
1M
-2.98%
6M
9.96%
YTD
17.06%
1Y
42.35%
3Y*
25.18%
5Y*
19.49%
10Y*
13.98%

SXR6.DE

1D
-1.27%
1M
2.79%
6M
4.45%
YTD
8.85%
1Y
19.05%
3Y*
9.21%
5Y*
4.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NS4E.DE vs. SXR6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NS4E.DE
Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg)
17.06%27.33%22.81%33.35%-4.26%10.90%7.50%17.31%-17.52%16.74%
SXR6.DE
iShares MSCI Japan SRI UCITS ETF USD Acc
8.85%6.27%9.12%9.64%-13.85%9.80%6.47%26.65%-10.41%4.48%

Correlation

The correlation between NS4E.DE and SXR6.DE is 0.76, 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

0.76

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

0.77

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

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2017

0.78

The correlation between NS4E.DE and SXR6.DE has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

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Return for Risk

NS4E.DE vs. SXR6.DE — Risk / Return Rank

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

NS4E.DE
NS4E.DE Risk / Return Rank: 8888
Overall Rank
NS4E.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
NS4E.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
NS4E.DE Omega Ratio Rank: 8686
Omega Ratio Rank
NS4E.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
NS4E.DE Martin Ratio Rank: 9090
Martin Ratio Rank

SXR6.DE
SXR6.DE Risk / Return Rank: 3737
Overall Rank
SXR6.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SXR6.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SXR6.DE Omega Ratio Rank: 3535
Omega Ratio Rank
SXR6.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
SXR6.DE Martin Ratio Rank: 4040
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.

NS4E.DE vs. SXR6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg) (NS4E.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.

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.


NS4E.DESXR6.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.48

Omega ratioGain probability vs. loss probability

1.39

1.19

+0.21

Calmar ratioReturn relative to maximum drawdown

4.40

1.65

+2.75

Martin ratioReturn relative to average drawdown

15.01

4.84

+10.17

NS4E.DE vs. SXR6.DE - Sharpe Ratio Comparison

The current NS4E.DE Sharpe Ratio is 2.16, which is higher than the SXR6.DE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of NS4E.DE and SXR6.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

NS4E.DE vs. SXR6.DE - Drawdown Comparison

The maximum NS4E.DE drawdown since its inception was -35.32%, which is greater than SXR6.DE's maximum drawdown of -27.37%. Use the drawdown chart below to compare losses from any high point for NS4E.DE and SXR6.DE.


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Drawdown Indicators


NS4E.DESXR6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.32%

-27.37%

-7.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-11.51%

+1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-20.96%

-16.34%

-4.62%

Max Drawdown (5Y)

Largest decline over 5 years

-20.96%

-21.23%

+0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-35.32%

Current Drawdown

Current decline from peak

-4.65%

-2.39%

-2.26%

Average Drawdown

Average peak-to-trough decline

-8.00%

-7.04%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

3.92%

-1.11%

Volatility

NS4E.DE vs. SXR6.DE - Volatility Comparison

Invesco JPX-Nikkei 400 UCITS ETF (EUR Hdg) (NS4E.DE) has a higher volatility of 6.07% compared to iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) at 5.29%. This indicates that NS4E.DE's price experiences larger fluctuations and is considered to be riskier than SXR6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NS4E.DESXR6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

5.29%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

15.68%

15.25%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

19.57%

19.16%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

16.65%

+1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

16.87%

+1.33%

NS4E.DE vs. SXR6.DE - Expense Ratio Comparison

NS4E.DE has a 0.19% 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%.


Dividends

NS4E.DE vs. SXR6.DE - Dividend Comparison

Neither NS4E.DE nor SXR6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NS4E.DE and SXR6.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NS4E.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NS4E.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for SXR6.DE.

NS4E.DE tracks JPX-Nikkei Index 400, while SXR6.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for NS4E.DE and 0.20% for SXR6.DE.

Portfolio Optimizer

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