SPYA.DE vs. SXR1.DE
SPYA.DE (SPDR MSCI EM Asia UCITS ETF) and SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) are both Asia Pacific Equities funds - SPYA.DE tracks the MSCI Emerging Markets Asia while SXR1.DE tracks the MSCI Pacific ex Japan. Both are passively managed. Over the past 10 years, SPYA.DE returned 10.77%/yr vs 7.48%/yr for SXR1.DE. A 0.67 correlation means they provide meaningful diversification when combined. SPYA.DE charges 0.55%/yr vs 0.20%/yr for SXR1.DE.
Performance
SPYA.DE vs. SXR1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYA.DE achieves a 32.76% return, which is significantly higher than SXR1.DE's 8.90% return. Over the past 10 years, SPYA.DE has outperformed SXR1.DE with an annualized return of 10.77%, while SXR1.DE has yielded a comparatively lower 7.48% annualized return.
SPYA.DE
- 1D
- -1.79%
- 1M
- 7.19%
- YTD
- 32.76%
- 6M
- 34.22%
- 1Y
- 53.92%
- 3Y*
- 22.22%
- 5Y*
- 8.39%
- 10Y*
- 10.77%
SXR1.DE
- 1D
- -0.90%
- 1M
- 0.00%
- YTD
- 8.90%
- 6M
- 10.33%
- 1Y
- 14.04%
- 3Y*
- 10.41%
- 5Y*
- 5.82%
- 10Y*
- 7.48%
SPYA.DE vs. SXR1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYA.DE SPDR MSCI EM Asia UCITS ETF | 32.76% | 17.77% | 17.39% | 3.14% | -16.02% | 1.17% | 15.21% | 21.30% | -11.35% | 25.30% |
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 8.90% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -6.20% | 10.76% |
Correlation
The correlation between SPYA.DE and SXR1.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since May 23, 2011 | 0.67 |
The correlation between SPYA.DE and SXR1.DE has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.
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Return for Risk
SPYA.DE vs. SXR1.DE — Risk / Return Rank
SPYA.DE
SXR1.DE
SPYA.DE vs. SXR1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EM Asia UCITS ETF (SPYA.DE) and iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.
| SPYA.DE | SXR1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.61 | ||
| Sortino ratioReturn per unit of downside risk | +1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.22 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 4.82 | 2.25 | +2.57 |
| Martin ratioReturn relative to average drawdown | 16.86 | 6.64 | +10.22 |
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
| SPYA.DE | SXR1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.80 | 1.19 | +1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.39 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.45 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.27 | +0.18 |
Drawdowns
SPYA.DE vs. SXR1.DE - Drawdown Comparison
The maximum SPYA.DE drawdown since its inception was -35.34%, smaller than the maximum SXR1.DE drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for SPYA.DE and SXR1.DE.
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Drawdown Indicators
| SPYA.DE | SXR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.34% | -38.62% | +3.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.13% | -6.21% | -4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -21.39% | -20.28% | -1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -29.31% | -20.28% | -9.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.85% | -36.91% | +3.06% |
Current DrawdownCurrent decline from peak | -2.98% | -2.17% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -10.94% | -9.79% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.11% | +1.08% |
Volatility
SPYA.DE vs. SXR1.DE - Volatility Comparison
SPDR MSCI EM Asia UCITS ETF (SPYA.DE) has a higher volatility of 8.10% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) at 3.06%. This indicates that SPYA.DE's price experiences larger fluctuations and is considered to be riskier than SXR1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYA.DE | SXR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.10% | 3.06% | +5.04% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 9.04% | +7.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.17% | 11.73% | +7.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.38% | 14.73% | +3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 16.60% | +2.59% |
SPYA.DE vs. SXR1.DE - Expense Ratio Comparison
SPYA.DE has a 0.55% expense ratio, which is higher than SXR1.DE's 0.20% expense ratio.
Dividends
SPYA.DE vs. SXR1.DE - Dividend Comparison
Neither SPYA.DE nor SXR1.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYA.DE and SXR1.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR1.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR1.DE is cheaper with a 0.20% expense ratio, compared with 0.55% for SPYA.DE.
SPYA.DE tracks MSCI Emerging Markets Asia, while SXR1.DE tracks MSCI Pacific ex Japan. They also come from different issuers: State Street and iShares. Their fees differ too: 0.55% for SPYA.DE and 0.20% for SXR1.DE.
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