SXR1.DE vs. SXRT.DE
Compare and contrast key facts about iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) and iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE).
SXR1.DE and SXRT.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. SXRT.DE is a passively managed fund by iShares that tracks the performance of the EURO STOXX® 50. It was launched on Jan 26, 2010. Both SXR1.DE and SXRT.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.
Performance
SXR1.DE vs. SXRT.DE - Performance Comparison
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SXR1.DE vs. SXRT.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) | 6.85% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -6.20% | 10.76% |
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | -0.77% | 22.21% | 11.08% | 22.49% | -8.80% | 23.52% | -2.93% | 30.14% | -12.14% | 10.21% |
Returns By Period
In the year-to-date period, SXR1.DE achieves a 6.85% return, which is significantly higher than SXRT.DE's -0.77% return. Over the past 10 years, SXR1.DE has underperformed SXRT.DE with an annualized return of 7.64%, while SXRT.DE has yielded a comparatively higher 10.09% annualized return.
SXR1.DE
- 1D
- 2.09%
- 1M
- -3.30%
- YTD
- 6.85%
- 6M
- 7.25%
- 1Y
- 16.90%
- 3Y*
- 9.13%
- 5Y*
- 6.03%
- 10Y*
- 7.64%
SXRT.DE
- 1D
- 2.95%
- 1M
- -4.08%
- YTD
- -0.77%
- 6M
- 3.29%
- 1Y
- 10.95%
- 3Y*
- 13.20%
- 5Y*
- 10.87%
- 10Y*
- 10.09%
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SXR1.DE vs. SXRT.DE - Expense Ratio Comparison
SXR1.DE has a 0.20% expense ratio, which is higher than SXRT.DE's 0.10% 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%.
Return for Risk
SXR1.DE vs. SXRT.DE — Risk / Return Rank
SXR1.DE
SXRT.DE
SXR1.DE vs. SXRT.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 Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.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 | SXRT.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.63 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.43 | 0.95 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.13 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.03 | +0.53 |
Martin ratioReturn relative to average drawdown | 6.93 | 3.60 | +3.32 |
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 | SXRT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.63 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.62 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.55 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.39 | -0.12 |
Correlation
The correlation between SXR1.DE and SXRT.DE is 0.65, 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.
Dividends
SXR1.DE vs. SXRT.DE - Dividend Comparison
Neither SXR1.DE nor SXRT.DE has paid dividends to shareholders.
Drawdowns
SXR1.DE vs. SXRT.DE - Drawdown Comparison
The maximum SXR1.DE drawdown since its inception was -38.62%, roughly equal to the maximum SXRT.DE drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and SXRT.DE.
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Drawdown Indicators
| SXR1.DE | SXRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.62% | -38.41% | -0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -12.67% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -23.36% | +3.08% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | -38.41% | +1.50% |
Current DrawdownCurrent decline from peak | -3.67% | -6.99% | +3.32% |
Average DrawdownAverage peak-to-trough decline | -9.88% | -7.29% | -2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 3.12% | -0.64% |
Volatility
SXR1.DE vs. SXRT.DE - Volatility Comparison
The current volatility for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) is 4.85%, while iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a volatility of 6.60%. This indicates that SXR1.DE experiences smaller price fluctuations and is considered to be less risky than SXRT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR1.DE | SXRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 6.60% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 8.68% | 10.99% | -2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 17.37% | -1.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 17.29% | -2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.65% | 18.17% | -1.52% |