SXR1.DE vs. VFEA.DE
Compare and contrast key facts about iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) and Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE).
SXR1.DE and VFEA.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. VFEA.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging. It was launched on Sep 24, 2019. Both SXR1.DE and VFEA.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 VFEA.DE.
Key characteristics
| SXR1.DE | VFEA.DE | |
|---|---|---|
| YTD Return | 13.35% | 18.58% |
| 1Y Return | 21.92% | 21.90% |
| 3Y Return (Ann) | 4.52% | 2.44% |
| 5Y Return (Ann) | 4.74% | 4.60% |
| Sharpe Ratio | 1.65 | 1.58 |
| Sortino Ratio | 2.30 | 2.24 |
| Omega Ratio | 1.29 | 1.29 |
| Calmar Ratio | 1.60 | 1.21 |
| Martin Ratio | 9.38 | 8.76 |
| Ulcer Index | 2.30% | 2.42% |
| Daily Std Dev | 13.19% | 13.34% |
| Max Drawdown | -36.91% | -30.51% |
| Current Drawdown | -1.48% | -2.94% |
Correlation
The correlation between SXR1.DE and VFEA.DE is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SXR1.DE vs. VFEA.DE - Performance Comparison
In the year-to-date period, SXR1.DE achieves a 13.35% return, which is significantly lower than VFEA.DE's 18.58% 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. VFEA.DE - Expense Ratio Comparison
SXR1.DE has a 0.20% expense ratio, which is lower than VFEA.DE's 0.22% expense ratio. Despite the difference, 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. VFEA.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 Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.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. VFEA.DE - Dividend Comparison
Neither SXR1.DE nor VFEA.DE has paid dividends to shareholders.
Drawdowns
SXR1.DE vs. VFEA.DE - Drawdown Comparison
The maximum SXR1.DE drawdown since its inception was -36.91%, which is greater than VFEA.DE's maximum drawdown of -30.51%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and VFEA.DE. For additional features, visit the drawdowns tool.
Volatility
SXR1.DE vs. VFEA.DE - Volatility Comparison
The current volatility for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) is 4.94%, while Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE) has a volatility of 5.41%. This indicates that SXR1.DE experiences smaller price fluctuations and is considered to be less risky than VFEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.