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SGAJ.DE vs. EXX7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGAJ.DE vs. EXX7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Japan ESG Screened UCITS ETF USD (Acc) (SGAJ.DE) and iShares Nikkei 225 UCITS ETF (DE) (EXX7.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGAJ.DE vs. EXX7.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

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

SGAJ.DE
SGAJ.DE Risk / Return Rank: 5353
Overall Rank
SGAJ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SGAJ.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
SGAJ.DE Omega Ratio Rank: 5050
Omega Ratio Rank
SGAJ.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
SGAJ.DE Martin Ratio Rank: 5757
Martin Ratio Rank

EXX7.DE
EXX7.DE Risk / Return Rank: 7878
Overall Rank
EXX7.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EXX7.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
EXX7.DE Omega Ratio Rank: 7272
Omega Ratio Rank
EXX7.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
EXX7.DE Martin Ratio Rank: 7474
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.

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.DEEXX7.DEDifference
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

SGAJ.DE vs. EXX7.DE - Sharpe Ratio Comparison

The current SGAJ.DE Sharpe Ratio is 1.62, which is lower than the EXX7.DE Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of SGAJ.DE and EXX7.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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Sharpe Ratios by Period


SGAJ.DEEXX7.DEDifference

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.DEEXX7.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.33%

-1.45%

+1.12%

Average Drawdown

Average peak-to-trough decline

-5.79%

-12.03%

+6.24%

Ulcer Index

Depth 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.DEEXX7.DEDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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