SXR1.DE vs. IUSQ.DE
SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - SXR1.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, SXR1.DE returned 7.48%/yr vs 12.38%/yr for IUSQ.DE. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
SXR1.DE vs. IUSQ.DE - Performance Comparison
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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 IUSQ.DE's 12.65% return. Over the past 10 years, SXR1.DE has underperformed IUSQ.DE with an annualized return of 7.48%, while IUSQ.DE has yielded a comparatively higher 12.38% 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%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
SXR1.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
Correlation
The correlation between SXR1.DE and IUSQ.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.78 |
The correlation between SXR1.DE and IUSQ.DE has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.
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Return for Risk
SXR1.DE vs. IUSQ.DE — Risk / Return Rank
SXR1.DE
IUSQ.DE
SXR1.DE vs. IUSQ.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 ACWI UCITS ETF (Acc) (IUSQ.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.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.43 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 4.08 | -1.83 |
| Martin ratioReturn relative to average drawdown | 6.64 | 16.69 | -10.05 |
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
| SXR1.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.31 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.88 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.82 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.76 | -0.49 |
Drawdowns
SXR1.DE vs. IUSQ.DE - Drawdown Comparison
The maximum SXR1.DE drawdown since its inception was -38.62%, which is greater than IUSQ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and IUSQ.DE.
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Drawdown Indicators
| SXR1.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.62% | -33.60% | -5.02% |
Max Drawdown (1Y)Largest decline over 1 year | -6.21% | -6.48% | +0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -20.28% | -21.25% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -21.25% | +0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | -33.60% | -3.31% |
Current DrawdownCurrent decline from peak | -2.17% | -0.55% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -4.19% | -5.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.59% | +0.52% |
Volatility
SXR1.DE vs. IUSQ.DE - Volatility Comparison
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) have volatilities of 3.06% and 3.03%, 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.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 3.03% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 8.26% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 11.47% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 13.94% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 15.02% | +1.58% |
SXR1.DE vs. IUSQ.DE - Expense Ratio Comparison
Both SXR1.DE and IUSQ.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SXR1.DE vs. IUSQ.DE - Dividend Comparison
Neither SXR1.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR1.DE and IUSQ.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SXR1.DE and IUSQ.DE have the same expense ratio: 0.20% per year.
SXR1.DE is categorized as Asia Pacific Equities, while IUSQ.DE is Global Equities. SXR1.DE tracks MSCI Pacific ex Japan, while IUSQ.DE tracks MSCI All Country World (ACWI).
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