SC0I.DE vs. SXRZ.DE
SC0I.DE (Invesco MSCI Japan UCITS ETF) and SXRZ.DE (iShares Nikkei 225 UCITS ETF (Acc)) are both Japan Equities funds - SC0I.DE tracks the MSCI Japan while SXRZ.DE tracks the Nikkei 225®. Both are passively managed. Over the past 10 years, SC0I.DE returned 8.52%/yr vs 10.64%/yr for SXRZ.DE. Their correlation of 0.90 suggests significant overlap in exposure. SC0I.DE charges 0.19%/yr vs 0.48%/yr for SXRZ.DE.
Performance
SC0I.DE vs. SXRZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0I.DE achieves a 14.80% return, which is significantly lower than SXRZ.DE's 26.61% return. Over the past 10 years, SC0I.DE has underperformed SXRZ.DE with an annualized return of 8.52%, while SXRZ.DE has yielded a comparatively higher 10.64% annualized return.
SC0I.DE
- 1D
- -2.54%
- 1M
- -4.40%
- 6M
- 7.55%
- YTD
- 14.80%
- 1Y
- 32.01%
- 3Y*
- 15.32%
- 5Y*
- 9.37%
- 10Y*
- 8.52%
SXRZ.DE
- 1D
- -3.04%
- 1M
- -8.65%
- 6M
- 19.02%
- YTD
- 26.61%
- 1Y
- 50.96%
- 3Y*
- 19.58%
- 5Y*
- 11.36%
- 10Y*
- 10.64%
SC0I.DE vs. SXRZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0I.DE Invesco MSCI Japan UCITS ETF | 14.80% | 12.31% | 13.65% | 16.36% | -12.51% | 9.85% | 5.13% | 22.22% | -9.86% | 9.04% |
SXRZ.DE iShares Nikkei 225 UCITS ETF (Acc) | 26.61% | 15.71% | 13.83% | 17.70% | -15.73% | 3.03% | 13.44% | 24.31% | -5.20% | 10.07% |
Correlation
The correlation between SC0I.DE and SXRZ.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.90 |
The correlation between SC0I.DE and SXRZ.DE has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.
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Return for Risk
SC0I.DE vs. SXRZ.DE — Risk / Return Rank
SC0I.DE
SXRZ.DE
SC0I.DE vs. SXRZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Japan UCITS ETF (SC0I.DE) and iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.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.
| SC0I.DE | SXRZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.33 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 3.93 | -0.82 |
| Martin ratioReturn relative to average drawdown | 9.87 | 11.04 | -1.17 |
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Drawdowns
SC0I.DE vs. SXRZ.DE - Drawdown Comparison
The maximum SC0I.DE drawdown since its inception was -41.87%, which is greater than SXRZ.DE's maximum drawdown of -29.90%. Use the drawdown chart below to compare losses from any high point for SC0I.DE and SXRZ.DE.
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Drawdown Indicators
| SC0I.DE | SXRZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -29.90% | -11.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -12.92% | +2.68% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -20.19% | +3.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.11% | -21.46% | +2.35% |
Max Drawdown (10Y)Largest decline over 10 years | -28.00% | -29.90% | +1.90% |
Current DrawdownCurrent decline from peak | -7.18% | -12.24% | +5.06% |
Average DrawdownAverage peak-to-trough decline | -13.49% | -7.24% | -6.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 4.60% | -1.37% |
Volatility
SC0I.DE vs. SXRZ.DE - Volatility Comparison
The current volatility for Invesco MSCI Japan UCITS ETF (SC0I.DE) is 6.75%, while iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) has a volatility of 9.42%. This indicates that SC0I.DE experiences smaller price fluctuations and is considered to be less risky than SXRZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SC0I.DE | SXRZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 9.42% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 16.47% | 20.85% | -4.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 25.64% | -5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 19.10% | -2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 18.03% | -0.68% |
SC0I.DE vs. SXRZ.DE - Expense Ratio Comparison
SC0I.DE has a 0.19% expense ratio, which is lower than SXRZ.DE's 0.48% expense ratio.
Dividends
SC0I.DE vs. SXRZ.DE - Dividend Comparison
Neither SC0I.DE nor SXRZ.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0I.DE and SXRZ.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0I.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0I.DE is cheaper with a 0.19% expense ratio, compared with 0.48% for SXRZ.DE.
SC0I.DE tracks MSCI Japan, while SXRZ.DE tracks Nikkei 225®. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for SC0I.DE and 0.48% for SXRZ.DE.
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