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

Performance

SXR1.DE vs. PAC.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 BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF (PAC.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 higher than PAC.DE's 8.00% 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%

PAC.DE

1D
-0.85%
1M
-2.33%
YTD
8.00%
6M
9.37%
1Y
12.16%
3Y*
9.63%
5Y*
5.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR1.DE vs. PAC.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%
PAC.DE
BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF
8.00%6.73%12.07%2.38%0.50%12.85%-2.66%21.45%-6.04%10.46%

Correlation

The correlation between SXR1.DE and PAC.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2016

0.98

The correlation between SXR1.DE and PAC.DE has been stable across timeframes, ranging from 0.97 to 0.98 - 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. PAC.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

PAC.DE
PAC.DE Risk / Return Rank: 3434
Overall Rank
PAC.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PAC.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
PAC.DE Omega Ratio Rank: 2929
Omega Ratio Rank
PAC.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
PAC.DE Martin Ratio Rank: 3737
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. PAC.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 BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF (PAC.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.DEPAC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratioReturn relative to maximum drawdown

2.25

2.00

+0.25

Martin ratioReturn relative to average drawdown

6.64

5.65

+1.00

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

The current SXR1.DE Sharpe Ratio is 1.19, which is comparable to the PAC.DE Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SXR1.DE and PAC.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.DEPAC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.08

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.41

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.43

-0.16

Drawdowns

SXR1.DE vs. PAC.DE - Drawdown Comparison

The maximum SXR1.DE drawdown since its inception was -38.62%, roughly equal to the maximum PAC.DE drawdown of -36.90%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and PAC.DE.


Loading charts...

Drawdown Indicators


SXR1.DEPAC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.62%

-36.90%

-1.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.21%

-6.33%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-20.28%

-20.21%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

-20.21%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

Current Drawdown

Current decline from peak

-2.17%

-2.33%

+0.16%

Average Drawdown

Average peak-to-trough decline

-9.79%

-5.10%

-4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.25%

-0.14%

Volatility

SXR1.DE vs. PAC.DE - Volatility Comparison

iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) and BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF (PAC.DE) have volatilities of 3.06% and 3.19%, 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.


Loading charts...

Volatility by Period


SXR1.DEPAC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

3.19%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

8.91%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

11.77%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

14.54%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

16.52%

+0.08%

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

SXR1.DE has a 0.20% expense ratio, which is higher than PAC.DE's 0.16% 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. PAC.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, SXR1.DE and PAC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PAC.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PAC.DE is cheaper with a 0.16% expense ratio, compared with 0.20% for SXR1.DE.

SXR1.DE tracks MSCI Pacific ex Japan, while PAC.DE tracks MSCI Pacific ex Japan ESG Filtered Min TE. They also come from different issuers: iShares and BNP Paribas. Their fees differ too: 0.20% for SXR1.DE and 0.16% for PAC.DE.

Portfolio Optimizer

Find the right allocation for SXR1.DE and PAC.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