SGAJ.DE vs. EXX7.DE
SGAJ.DE (iShares MSCI Japan ESG Screened UCITS ETF USD (Acc)) and EXX7.DE (iShares Nikkei 225 UCITS ETF (DE)) are both Japan Equities funds from iShares - SGAJ.DE tracks the MSCI Japan ESG Screened while EXX7.DE tracks the Nikkei 225®. Both are passively managed. Over the past 5 years, SGAJ.DE returned 9.71%/yr vs 11.91%/yr for EXX7.DE. Their correlation of 0.92 suggests significant overlap in exposure. SGAJ.DE charges 0.15%/yr vs 0.51%/yr for EXX7.DE.
Performance
SGAJ.DE vs. EXX7.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAJ.DE achieves a 17.45% return, which is significantly lower than EXX7.DE's 31.92% return.
SGAJ.DE
- 1D
- -0.33%
- 1M
- 6.57%
- YTD
- 17.45%
- 6M
- 17.20%
- 1Y
- 30.86%
- 3Y*
- 15.05%
- 5Y*
- 9.71%
- 10Y*
- —
EXX7.DE
- 1D
- -1.45%
- 1M
- 10.44%
- YTD
- 31.92%
- 6M
- 29.93%
- 1Y
- 58.94%
- 3Y*
- 20.28%
- 5Y*
- 11.91%
- 10Y*
- 11.53%
SGAJ.DE vs. EXX7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAJ.DE iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) | 17.45% | 11.73% | 13.07% | 16.02% | -12.85% | 9.72% | 5.86% | 23.60% | -6.85% |
EXX7.DE iShares Nikkei 225 UCITS ETF (DE) | 31.92% | 15.64% | 13.98% | 17.46% | -15.88% | 3.04% | 13.62% | 24.16% | -6.87% |
Correlation
The correlation between SGAJ.DE and EXX7.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 | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.92 |
The correlation between SGAJ.DE and EXX7.DE has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.
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Return for Risk
SGAJ.DE vs. EXX7.DE — Risk / Return Rank
SGAJ.DE
EXX7.DE
SGAJ.DE vs. EXX7.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) and iShares Nikkei 225 UCITS ETF (DE) (EXX7.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.
| SGAJ.DE | EXX7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 4.52 | -1.56 |
| Martin ratioReturn relative to average drawdown | 9.77 | 13.72 | -3.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGAJ.DE | EXX7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 2.50 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.63 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.39 | +0.15 |
Drawdowns
SGAJ.DE vs. EXX7.DE - Drawdown Comparison
The maximum SGAJ.DE drawdown since its inception was -28.20%, smaller than the maximum EXX7.DE drawdown of -50.57%. Use the drawdown chart below to compare losses from any high point for SGAJ.DE and EXX7.DE.
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Drawdown Indicators
| SGAJ.DE | EXX7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.20% | -50.57% | +22.37% |
Max Drawdown (1Y)Largest decline over 1 year | -10.37% | -12.97% | +2.60% |
Max Drawdown (3Y)Largest decline over 3 years | -17.14% | -20.63% | +3.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.32% | -21.40% | +2.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.83% | — |
Current DrawdownCurrent decline from peak | -0.33% | -1.45% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -12.03% | +6.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 4.28% | -1.13% |
Volatility
SGAJ.DE vs. EXX7.DE - Volatility Comparison
The current volatility for iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) is 3.44%, while iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) has a volatility of 6.61%. This indicates that SGAJ.DE experiences smaller price fluctuations and is considered to be less risky than EXX7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SGAJ.DE | EXX7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 6.61% | -3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 15.00% | 18.46% | -3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.93% | 23.46% | -4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 18.55% | -1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 17.72% | -0.31% |
SGAJ.DE vs. EXX7.DE - Expense Ratio Comparison
SGAJ.DE has a 0.15% expense ratio, which is lower than EXX7.DE's 0.51% expense ratio.
Dividends
SGAJ.DE vs. EXX7.DE - Dividend Comparison
SGAJ.DE has not paid dividends to shareholders, while EXX7.DE's dividend yield for the trailing twelve months is around 0.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXX7.DE iShares Nikkei 225 UCITS ETF (DE) | 0.77% | 0.92% | 0.94% | 1.17% | 1.31% | 0.81% | 1.00% | 1.21% | 0.74% | 1.19% | 1.35% | 1.29% |
SGAJ.DE iShares MSCI Japan ESG Screened UCITS ETF USD (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
SGAJ.DE and EXX7.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, SGAJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAJ.DE is cheaper with a 0.15% expense ratio, compared with 0.51% for EXX7.DE.
SGAJ.DE tracks MSCI Japan ESG Screened, while EXX7.DE tracks Nikkei 225®. Their fees differ too: 0.15% for SGAJ.DE and 0.51% for EXX7.DE.
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