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SXR1.DE vs. EUNN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR1.DE vs. EUNN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) and iShares Core MSCI Japan IMI UCITS ETF (EUNN.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, SXR1.DE achieves a 8.90% return, which is significantly lower than EUNN.DE's 16.53% return. Over the past 10 years, SXR1.DE has underperformed EUNN.DE with an annualized return of 7.48%, while EUNN.DE has yielded a comparatively higher 9.05% annualized return.


SXR1.DE

1D
-0.90%
1M
-2.17%
YTD
8.90%
6M
10.35%
1Y
13.62%
3Y*
10.41%
5Y*
5.82%
10Y*
7.48%

EUNN.DE

1D
-0.27%
1M
3.50%
YTD
16.53%
6M
16.81%
1Y
31.22%
3Y*
15.47%
5Y*
9.85%
10Y*
9.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR1.DE vs. EUNN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF
16.53%13.46%12.90%15.16%-11.47%9.25%4.10%22.24%-10.32%10.42%

Correlation

The correlation between SXR1.DE and EUNN.DE is 0.56, 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

0.56

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

0.55

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

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since May 6, 2010

0.58

The correlation between SXR1.DE and EUNN.DE has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.

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Return for Risk

SXR1.DE vs. EUNN.DE — Risk / Return Rank

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

SXR1.DE
SXR1.DE Risk / Return Rank: 3838
Overall Rank
SXR1.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SXR1.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
SXR1.DE Omega Ratio Rank: 3333
Omega Ratio Rank
SXR1.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
SXR1.DE Martin Ratio Rank: 4242
Martin Ratio Rank

EUNN.DE
EUNN.DE Risk / Return Rank: 5656
Overall Rank
EUNN.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EUNN.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EUNN.DE Omega Ratio Rank: 5353
Omega Ratio Rank
EUNN.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
EUNN.DE Martin Ratio Rank: 6060
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.

SXR1.DE vs. EUNN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) and iShares Core MSCI Japan IMI UCITS ETF (EUNN.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.


SXR1.DEEUNN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.22

1.32

-0.11

Calmar ratioReturn relative to maximum drawdown

2.25

3.14

-0.88

Martin ratioReturn relative to average drawdown

6.64

10.51

-3.87

SXR1.DE vs. EUNN.DE - Sharpe Ratio Comparison

The current SXR1.DE Sharpe Ratio is 1.19, which is comparable to the EUNN.DE Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of SXR1.DE and EUNN.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


SXR1.DEEUNN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.67

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.61

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.56

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.53

-0.26

Drawdowns

SXR1.DE vs. EUNN.DE - Drawdown Comparison

The maximum SXR1.DE drawdown since its inception was -38.62%, which is greater than EUNN.DE's maximum drawdown of -28.55%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and EUNN.DE.


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Drawdown Indicators


SXR1.DEEUNN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.62%

-28.55%

-10.07%

Max Drawdown (1Y)

Largest decline over 1 year

-6.21%

-9.58%

+3.37%

Max Drawdown (3Y)

Largest decline over 3 years

-20.28%

-15.81%

-4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

-19.41%

-0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

-28.55%

-8.36%

Current Drawdown

Current decline from peak

-2.17%

-0.27%

-1.90%

Average Drawdown

Average peak-to-trough decline

-9.79%

-6.85%

-2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.86%

-0.75%

Volatility

SXR1.DE vs. EUNN.DE - Volatility Comparison

iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) and iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) have volatilities of 3.06% and 3.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXR1.DEEUNN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

3.16%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

14.53%

-5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

17.97%

-6.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

16.04%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

16.08%

+0.52%

SXR1.DE vs. EUNN.DE - Expense Ratio Comparison

SXR1.DE has a 0.20% expense ratio, which is higher than EUNN.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SXR1.DE vs. EUNN.DE - Dividend Comparison

Neither SXR1.DE nor EUNN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXR1.DE and EUNN.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for SXR1.DE.

SXR1.DE is categorized as Asia Pacific Equities, while EUNN.DE is Japan Equities. SXR1.DE tracks MSCI Pacific ex Japan, while EUNN.DE tracks MSCI Japan IMI. Their fees differ too: 0.20% for SXR1.DE and 0.12% for EUNN.DE.

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