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SMLK.DE vs. SXRG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMLK.DE vs. SXRG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P SmallCap 600 UCITS ETF A (SMLK.DE) and iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SMLK.DE having a 15.73% return and SXRG.DE slightly higher at 16.26%.


SMLK.DE

1D
0.95%
1M
2.49%
YTD
15.73%
6M
16.04%
1Y
31.03%
3Y*
12.46%
5Y*
6.92%
10Y*

SXRG.DE

1D
0.84%
1M
4.42%
YTD
16.26%
6M
16.37%
1Y
31.93%
3Y*
13.50%
5Y*
7.64%
10Y*
10.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMLK.DE vs. SXRG.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SMLK.DE
Invesco S&P SmallCap 600 UCITS ETF A
15.73%-4.02%13.30%13.97%-11.83%10.98%
SXRG.DE
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)
16.26%-1.21%15.85%13.82%-12.53%8.11%

Correlation

The correlation between SMLK.DE and SXRG.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

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

0.96

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

0.97

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

0.97

The correlation between SMLK.DE and SXRG.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

SMLK.DE vs. SXRG.DE — Risk / Return Rank

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

SMLK.DE
SMLK.DE Risk / Return Rank: 6666
Overall Rank
SMLK.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SMLK.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
SMLK.DE Omega Ratio Rank: 5555
Omega Ratio Rank
SMLK.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
SMLK.DE Martin Ratio Rank: 7676
Martin Ratio Rank

SXRG.DE
SXRG.DE Risk / Return Rank: 7070
Overall Rank
SXRG.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SXRG.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
SXRG.DE Omega Ratio Rank: 5858
Omega Ratio Rank
SXRG.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
SXRG.DE Martin Ratio Rank: 8080
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.

SMLK.DE vs. SXRG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600 UCITS ETF A (SMLK.DE) and iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.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.


SMLK.DESXRG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.33

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

5.02

5.15

-0.13

Martin ratioReturn relative to average drawdown

14.18

15.48

-1.30

SMLK.DE vs. SXRG.DE - Sharpe Ratio Comparison

The current SMLK.DE Sharpe Ratio is 1.88, which is comparable to the SXRG.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SMLK.DE and SXRG.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


SMLK.DESXRG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.01

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.38

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.52

-0.19

Drawdowns

SMLK.DE vs. SXRG.DE - Drawdown Comparison

The maximum SMLK.DE drawdown since its inception was -32.69%, smaller than the maximum SXRG.DE drawdown of -41.79%. Use the drawdown chart below to compare losses from any high point for SMLK.DE and SXRG.DE.


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Drawdown Indicators


SMLK.DESXRG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.69%

-41.79%

+9.10%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

-6.17%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-32.69%

-31.54%

-1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-32.69%

-31.54%

-1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-41.79%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.96%

-7.92%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.06%

+0.12%

Volatility

SMLK.DE vs. SXRG.DE - Volatility Comparison

Invesco S&P SmallCap 600 UCITS ETF A (SMLK.DE) has a higher volatility of 4.06% compared to iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) at 3.75%. This indicates that SMLK.DE's price experiences larger fluctuations and is considered to be riskier than SXRG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMLK.DESXRG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

3.75%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

10.11%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

15.79%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

19.72%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.98%

20.35%

-0.37%

SMLK.DE vs. SXRG.DE - Expense Ratio Comparison

SMLK.DE has a 0.14% expense ratio, which is lower than SXRG.DE's 0.43% expense ratio.


Dividends

SMLK.DE vs. SXRG.DE - Dividend Comparison

Neither SMLK.DE nor SXRG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, SMLK.DE and SXRG.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SMLK.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMLK.DE is cheaper with a 0.14% expense ratio, compared with 0.43% for SXRG.DE.

SMLK.DE tracks S&P SmallCap 600, while SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.14% for SMLK.DE and 0.43% for SXRG.DE.

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