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

Performance

SXR1.DE vs. SXRT.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 Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SXR1.DE vs. SXRT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXR1.DE
SXR1.DE Risk / Return Rank: 5757
Overall Rank
SXR1.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SXR1.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
SXR1.DE Omega Ratio Rank: 6060
Omega Ratio Rank
SXR1.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
SXR1.DE Martin Ratio Rank: 6363
Martin Ratio Rank

SXRT.DE
SXRT.DE Risk / Return Rank: 3333
Overall Rank
SXRT.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SXRT.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
SXRT.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SXRT.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
SXRT.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. 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.DESXRT.DEDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.63

+0.42

Sortino ratio

Return per unit of downside risk

1.43

0.95

+0.48

Omega ratio

Gain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratio

Return relative to maximum drawdown

1.56

1.03

+0.53

Martin ratio

Return relative to average drawdown

6.93

3.60

+3.32

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

The current SXR1.DE Sharpe Ratio is 1.05, which is higher than the SXRT.DE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of SXR1.DE and SXRT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SXR1.DESXRT.DEDifference

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.


Tickers have no history of dividend payments

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.


Loading graphics...

Drawdown Indicators


SXR1.DESXRT.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.67%

-6.99%

+3.32%

Average Drawdown

Average peak-to-trough decline

-9.88%

-7.29%

-2.59%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


SXR1.DESXRT.DEDifference

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%