SXR1.DE vs. SXR4.DE
Compare and contrast key facts about iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) and iShares MSCI USA UCITS ETF (Acc) (SXR4.DE).
SXR1.DE and SXR4.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXR1.DE is a passively managed fund by iShares that tracks the performance of the MSCI Pacific ex Japan. It was launched on Jan 12, 2010. SXR4.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA. It was launched on Jan 12, 2010. Both SXR1.DE and SXR4.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXR1.DE or SXR4.DE.
Key characteristics
| SXR1.DE | SXR4.DE | |
|---|---|---|
| YTD Return | 13.35% | 30.26% |
| 1Y Return | 21.92% | 38.61% |
| 3Y Return (Ann) | 4.52% | 11.86% |
| 5Y Return (Ann) | 4.74% | 16.08% |
| 10Y Return (Ann) | 5.77% | 14.69% |
| Sharpe Ratio | 1.65 | 3.02 |
| Sortino Ratio | 2.30 | 4.10 |
| Omega Ratio | 1.29 | 1.63 |
| Calmar Ratio | 1.60 | 4.37 |
| Martin Ratio | 9.38 | 19.47 |
| Ulcer Index | 2.30% | 1.89% |
| Daily Std Dev | 13.19% | 12.08% |
| Max Drawdown | -36.91% | -34.16% |
| Current Drawdown | -1.48% | 0.00% |
Correlation
The correlation between SXR1.DE and SXR4.DE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SXR1.DE vs. SXR4.DE - Performance Comparison
In the year-to-date period, SXR1.DE achieves a 13.35% return, which is significantly lower than SXR4.DE's 30.26% return. Over the past 10 years, SXR1.DE has underperformed SXR4.DE with an annualized return of 5.77%, while SXR4.DE has yielded a comparatively higher 14.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SXR1.DE vs. SXR4.DE - Expense Ratio Comparison
SXR1.DE has a 0.20% expense ratio, which is higher than SXR4.DE's 0.07% 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%.
Risk-Adjusted Performance
SXR1.DE vs. SXR4.DE - Risk-Adjusted Performance 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 USA UCITS ETF (Acc) (SXR4.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.
Dividends
SXR1.DE vs. SXR4.DE - Dividend Comparison
Neither SXR1.DE nor SXR4.DE has paid dividends to shareholders.
Drawdowns
SXR1.DE vs. SXR4.DE - Drawdown Comparison
The maximum SXR1.DE drawdown since its inception was -36.91%, which is greater than SXR4.DE's maximum drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and SXR4.DE. For additional features, visit the drawdowns tool.
Volatility
SXR1.DE vs. SXR4.DE - Volatility Comparison
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) has a higher volatility of 4.94% compared to iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) at 3.54%. This indicates that SXR1.DE's price experiences larger fluctuations and is considered to be riskier than SXR4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.