SXR2.DE vs. SEC0.DE
SXR2.DE (iShares MSCI Canada UCITS ETF USD (Acc)) and SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc)) are both exchange-traded funds - SXR2.DE is a Canada Equities fund tracking the MSCI Canada Index, while SEC0.DE is a Semiconductors fund tracking the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Both are passively managed. Over the past 3 years, SXR2.DE returned 18.37%/yr vs 54.46%/yr for SEC0.DE. A 0.52 correlation means they provide meaningful diversification when combined. SXR2.DE charges 0.48%/yr vs 0.35%/yr for SEC0.DE.
Performance
SXR2.DE vs. SEC0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR2.DE achieves a 9.88% return, which is significantly lower than SEC0.DE's 98.18% return.
SXR2.DE
- 1D
- 0.76%
- 1M
- 0.46%
- 6M
- 11.04%
- YTD
- 9.88%
- 1Y
- 29.57%
- 3Y*
- 18.37%
- 5Y*
- 11.98%
- 10Y*
- 10.55%
SEC0.DE
- 1D
- 0.00%
- 1M
- -2.81%
- 6M
- 92.87%
- YTD
- 98.18%
- 1Y
- 165.40%
- 3Y*
- 54.46%
- 5Y*
- —
- 10Y*
- —
SXR2.DE vs. SEC0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SXR2.DE iShares MSCI Canada UCITS ETF USD (Acc) | 9.88% | 22.31% | 18.64% | 10.40% | -7.44% | 7.94% |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 98.18% | 36.46% | 20.85% | 61.01% | -32.22% | 21.50% |
Correlation
The correlation between SXR2.DE and SEC0.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2021 | 0.52 |
The correlation between SXR2.DE and SEC0.DE shifts across timeframes, from 0.39 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXR2.DE vs. SEC0.DE — Risk / Return Rank
SXR2.DE
SEC0.DE
SXR2.DE vs. SEC0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Canada UCITS ETF USD (Acc) (SXR2.DE) and iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXR2.DE | SEC0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.59 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.61 | 12.90 | -8.28 |
| Martin ratioReturn relative to average drawdown | 19.67 | 41.13 | -21.47 |
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Drawdowns
SXR2.DE vs. SEC0.DE - Drawdown Comparison
The maximum SXR2.DE drawdown since its inception was -40.76%, roughly equal to the maximum SEC0.DE drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for SXR2.DE and SEC0.DE.
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Drawdown Indicators
| SXR2.DE | SEC0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.76% | -39.35% | -1.41% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -12.90% | +6.52% |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | -39.35% | +21.77% |
Max Drawdown (5Y)Largest decline over 5 years | -17.62% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.76% | — | — |
Current DrawdownCurrent decline from peak | -0.72% | -11.08% | +10.36% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -11.74% | +3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 4.04% | -2.54% |
Volatility
SXR2.DE vs. SEC0.DE - Volatility Comparison
The current volatility for iShares MSCI Canada UCITS ETF USD (Acc) (SXR2.DE) is 3.35%, while iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a volatility of 17.34%. This indicates that SXR2.DE experiences smaller price fluctuations and is considered to be less risky than SEC0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR2.DE | SEC0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 17.34% | -13.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 29.82% | -21.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 36.48% | -24.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 30.70% | -15.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.83% | 30.70% | -13.87% |
SXR2.DE vs. SEC0.DE - Expense Ratio Comparison
SXR2.DE has a 0.48% expense ratio, which is higher than SEC0.DE's 0.35% expense ratio.
Dividends
SXR2.DE vs. SEC0.DE - Dividend Comparison
Neither SXR2.DE nor SEC0.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR2.DE and SEC0.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SEC0.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SEC0.DE is cheaper with a 0.35% expense ratio, compared with 0.48% for SXR2.DE.
SXR2.DE is categorized as Canada Equities, while SEC0.DE is Semiconductors. SXR2.DE tracks MSCI Canada Index, while SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Their fees differ too: 0.48% for SXR2.DE and 0.35% for SEC0.DE.
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