PortfoliosLab logoPortfoliosLab logo
SXR1.DE vs. IUS4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR1.DE vs. IUS4.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 MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SXR1.DE achieves a 8.90% return, which is significantly lower than IUS4.DE's 14.74% return. Both investments have delivered pretty close results over the past 10 years, with SXR1.DE having a 7.48% annualized return and IUS4.DE not far behind at 7.46%.


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%

IUS4.DE

1D
0.43%
1M
4.46%
YTD
14.74%
6M
15.83%
1Y
27.46%
3Y*
14.63%
5Y*
8.34%
10Y*
7.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR1.DE vs. IUS4.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%
IUS4.DE
iShares MSCI Japan Small Cap UCITS ETF (Dist)
14.74%15.96%9.46%9.42%-7.69%5.35%-2.06%21.73%-13.13%15.52%

Correlation

The correlation between SXR1.DE and IUS4.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.50

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

0.51

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

0.56

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

0.53

The correlation between SXR1.DE and IUS4.DE has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SXR1.DE vs. IUS4.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

IUS4.DE
IUS4.DE Risk / Return Rank: 5252
Overall Rank
IUS4.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IUS4.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IUS4.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IUS4.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
IUS4.DE Martin Ratio Rank: 5454
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. IUS4.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 MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.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.DEIUS4.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.22

1.31

-0.09

Calmar ratioReturn relative to maximum drawdown

2.25

2.67

-0.42

Martin ratioReturn relative to average drawdown

6.64

9.26

-2.62

SXR1.DE vs. IUS4.DE - Sharpe Ratio Comparison

The current SXR1.DE Sharpe Ratio is 1.19, which is comparable to the IUS4.DE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of SXR1.DE and IUS4.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.


Loading charts...

Sharpe Ratios by Period


SXR1.DEIUS4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.69

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.55

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.47

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.56

-0.29

Drawdowns

SXR1.DE vs. IUS4.DE - Drawdown Comparison

The maximum SXR1.DE drawdown since its inception was -38.62%, which is greater than IUS4.DE's maximum drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and IUS4.DE.


Loading charts...

Drawdown Indicators


SXR1.DEIUS4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.62%

-32.63%

-5.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.21%

-10.12%

+3.91%

Max Drawdown (3Y)

Largest decline over 3 years

-20.28%

-12.92%

-7.36%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

-21.47%

+1.19%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

-32.63%

-4.28%

Current Drawdown

Current decline from peak

-2.17%

-0.73%

-1.44%

Average Drawdown

Average peak-to-trough decline

-9.79%

-6.41%

-3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.92%

-0.81%

Volatility

SXR1.DE vs. IUS4.DE - Volatility Comparison

The current volatility for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) is 3.06%, while iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) has a volatility of 3.47%. This indicates that SXR1.DE experiences smaller price fluctuations and is considered to be less risky than IUS4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SXR1.DEIUS4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

3.47%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

13.58%

-4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

15.94%

-4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

14.91%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

15.94%

+0.66%

SXR1.DE vs. IUS4.DE - Expense Ratio Comparison

SXR1.DE has a 0.20% expense ratio, which is lower than IUS4.DE's 0.58% expense ratio.


Dividends

SXR1.DE vs. IUS4.DE - Dividend Comparison

SXR1.DE has not paid dividends to shareholders, while IUS4.DE's dividend yield for the trailing twelve months is around 0.87%.


PositionTTM20252024202320222021202020192018201720162015
IUS4.DE
iShares MSCI Japan Small Cap UCITS ETF (Dist)
0.87%1.88%1.70%1.77%2.10%1.47%1.60%1.45%1.41%1.31%1.15%0.70%
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 IUS4.DE have a correlation of 0.48, 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 0.58% for IUS4.DE.

SXR1.DE is categorized as Asia Pacific Equities, while IUS4.DE is Japan Equities. SXR1.DE tracks MSCI Pacific ex Japan, while IUS4.DE tracks MSCI Japan Small Cap. Their fees differ too: 0.20% for SXR1.DE and 0.58% for IUS4.DE.

Portfolio Optimizer

Find the right allocation for SXR1.DE and IUS4.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer