SEC0.DE vs. SXRJ.DE
SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc)) and SXRJ.DE (iShares MSCI EMU Small Cap UCITS ETF (Acc)) are both exchange-traded funds - SEC0.DE is a Semiconductors fund tracking the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped, while SXRJ.DE is a Europe Equities fund tracking the MSCI EMU Small Cap. Both are passively managed. Over the past 3 years, SEC0.DE returned 58.87%/yr vs 13.48%/yr for SXRJ.DE. A 0.59 correlation means they provide meaningful diversification when combined. SEC0.DE charges 0.35%/yr vs 0.58%/yr for SXRJ.DE.
Performance
SEC0.DE vs. SXRJ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SEC0.DE achieves a 107.41% return, which is significantly higher than SXRJ.DE's 8.64% return.
SEC0.DE
- 1D
- 0.00%
- 1M
- 9.49%
- YTD
- 107.41%
- 6M
- 111.57%
- 1Y
- 182.87%
- 3Y*
- 58.87%
- 5Y*
- —
- 10Y*
- —
SXRJ.DE
- 1D
- -0.29%
- 1M
- -2.56%
- YTD
- 8.64%
- 6M
- 9.97%
- 1Y
- 16.51%
- 3Y*
- 13.48%
- 5Y*
- 6.24%
- 10Y*
- 10.10%
SEC0.DE vs. SXRJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 107.41% | 36.46% | 20.85% | 61.01% | -32.22% | 21.50% |
SXRJ.DE iShares MSCI EMU Small Cap UCITS ETF (Acc) | 8.64% | 25.22% | -0.19% | 14.41% | -16.60% | 1.87% |
Correlation
The correlation between SEC0.DE and SXRJ.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2021 | 0.59 |
The correlation between SEC0.DE and SXRJ.DE has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.
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Return for Risk
SEC0.DE vs. SXRJ.DE — Risk / Return Rank
SEC0.DE
SXRJ.DE
SEC0.DE vs. SXRJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) and iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.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.
| SEC0.DE | SXRJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.06 | ||
| Sortino ratioReturn per unit of downside risk | +3.43 | ||
| Omega ratioGain probability vs. loss probability | 1.67 | 1.22 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 14.26 | 1.54 | +12.72 |
| Martin ratioReturn relative to average drawdown | 47.54 | 5.68 | +41.86 |
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Drawdowns
SEC0.DE vs. SXRJ.DE - Drawdown Comparison
The maximum SEC0.DE drawdown since its inception was -39.35%, roughly equal to the maximum SXRJ.DE drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for SEC0.DE and SXRJ.DE.
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Drawdown Indicators
| SEC0.DE | SXRJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.35% | -39.38% | +0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -10.68% | -2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -39.35% | -15.73% | -23.62% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.38% | — |
Current DrawdownCurrent decline from peak | -6.94% | -3.33% | -3.61% |
Average DrawdownAverage peak-to-trough decline | -11.76% | -7.42% | -4.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 2.90% | +0.96% |
Volatility
SEC0.DE vs. SXRJ.DE - Volatility Comparison
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a higher volatility of 14.96% compared to iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.DE) at 3.63%. This indicates that SEC0.DE's price experiences larger fluctuations and is considered to be riskier than SXRJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEC0.DE | SXRJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.96% | 3.63% | +11.33% |
Volatility (6M)Calculated over the trailing 6-month period | 28.08% | 11.81% | +16.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.13% | 13.94% | +21.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.45% | 16.28% | +14.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.45% | 16.08% | +14.37% |
SEC0.DE vs. SXRJ.DE - Expense Ratio Comparison
SEC0.DE has a 0.35% expense ratio, which is lower than SXRJ.DE's 0.58% expense ratio.
Dividends
SEC0.DE vs. SXRJ.DE - Dividend Comparison
Neither SEC0.DE nor SXRJ.DE has paid dividends to shareholders.
Frequently Asked Questions
SEC0.DE and SXRJ.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SEC0.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SEC0.DE is cheaper with a 0.35% expense ratio, compared with 0.58% for SXRJ.DE.
SEC0.DE is categorized as Semiconductors, while SXRJ.DE is Europe Equities. SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped, while SXRJ.DE tracks MSCI EMU Small Cap. Their fees differ too: 0.35% for SEC0.DE and 0.58% for SXRJ.DE.
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