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

Performance

SXR1.DE vs. EWM - 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 MSCI Malaysia ETF (EWM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXR1.DE is traded in EUR, while EWM is traded in USD. To make them comparable, the EWM values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXR1.DE achieves a 8.90% return, which is significantly higher than EWM's 4.24% return. Over the past 10 years, SXR1.DE has outperformed EWM with an annualized return of 7.48%, while EWM has yielded a comparatively lower 2.25% annualized return.


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%

EWM

1D
0.47%
1M
-4.96%
YTD
4.24%
6M
8.04%
1Y
19.19%
3Y*
11.88%
5Y*
5.62%
10Y*
2.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR1.DE vs. EWM - 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%
EWM
iShares MSCI Malaysia ETF
4.24%2.00%27.34%-6.50%-0.18%-0.48%-5.38%0.82%-1.88%8.98%

Correlation

The correlation between SXR1.DE and EWM is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.33

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

0.32

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

0.38

Correlation (All Time)
Calculated using the full available price history since May 5, 2010

0.42

The correlation between SXR1.DE and EWM shifts across timeframes, from 0.32 (5 years) to 0.43 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SXR1.DE vs. EWM — 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

EWM
EWM Risk / Return Rank: 4747
Overall Rank
EWM Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
EWM Sortino Ratio Rank: 4343
Sortino Ratio Rank
EWM Omega Ratio Rank: 4343
Omega Ratio Rank
EWM Calmar Ratio Rank: 5555
Calmar Ratio Rank
EWM Martin Ratio Rank: 5050
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. EWM - 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 MSCI Malaysia ETF (EWM). 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.DEEWMDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.22

1.26

-0.04

Calmar ratioReturn relative to maximum drawdown

2.25

2.82

-0.57

Martin ratioReturn relative to average drawdown

6.64

9.41

-2.77

SXR1.DE vs. EWM - Sharpe Ratio Comparison

The current SXR1.DE Sharpe Ratio is 1.19, which is comparable to the EWM Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SXR1.DE and EWM, 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.DEEWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.48

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.44

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.14

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.20

+0.07

Drawdowns

SXR1.DE vs. EWM - Drawdown Comparison

The maximum SXR1.DE drawdown since its inception was -38.62%, smaller than the maximum EWM drawdown of -46.02%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and EWM.


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Drawdown Indicators


SXR1.DEEWMDifference

Max Drawdown

Largest peak-to-trough decline

-38.62%

-46.02%

+7.40%

Max Drawdown (1Y)

Largest decline over 1 year

-6.21%

-6.83%

+0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-20.28%

-19.72%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

-19.89%

-0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

-35.12%

-1.79%

Current Drawdown

Current decline from peak

-2.17%

-6.40%

+4.23%

Average Drawdown

Average peak-to-trough decline

-9.79%

-17.08%

+7.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.04%

+0.07%

Volatility

SXR1.DE vs. EWM - Volatility Comparison

The current volatility for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) is 3.06%, while iShares MSCI Malaysia ETF (EWM) has a volatility of 3.80%. This indicates that SXR1.DE experiences smaller price fluctuations and is considered to be less risky than EWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXR1.DEEWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

3.80%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

10.02%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

13.00%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

12.98%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

16.04%

+0.56%

SXR1.DE vs. EWM - Expense Ratio Comparison

SXR1.DE has a 0.20% expense ratio, which is lower than EWM's 0.49% expense ratio.


Dividends

SXR1.DE vs. EWM - Dividend Comparison

SXR1.DE has not paid dividends to shareholders, while EWM's dividend yield for the trailing twelve months is around 3.31%.


PositionTTM20252024202320222021202020192018201720162015
EWM
iShares MSCI Malaysia ETF
3.31%3.41%3.32%3.47%3.00%6.48%1.89%2.91%3.84%5.58%5.97%37.54%
SXR1.DE
iShares Core MSCI Pacific ex Japan UCITS ETF (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


SXR1.DE and EWM have a correlation of 0.43, 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 0.49% for EWM.

SXR1.DE tracks MSCI Pacific ex Japan, while EWM tracks MSCI Malaysia Index. Their fees differ too: 0.20% for SXR1.DE and 0.49% for EWM.

Portfolio Optimizer

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