SXR4.DE vs. EXH9.DE
SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) and EXH9.DE (iShares STOXX Europe 600 Utilities UCITS ETF (DE)) are both exchange-traded funds - SXR4.DE is a Large Cap Blend Equities fund tracking the MSCI USA, while EXH9.DE is a Utilities Equities fund tracking the STOXX® Europe 600 Utilities. Both are passively managed. Over the past 10 years, SXR4.DE returned 14.76%/yr vs 10.74%/yr for EXH9.DE. At a 0.41 correlation, their price movements are largely independent. SXR4.DE charges 0.07%/yr vs 0.47%/yr for EXH9.DE.
Performance
SXR4.DE vs. EXH9.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR4.DE achieves a 11.29% return, which is significantly lower than EXH9.DE's 12.41% return. Over the past 10 years, SXR4.DE has outperformed EXH9.DE with an annualized return of 14.76%, while EXH9.DE has yielded a comparatively lower 10.74% annualized return.
SXR4.DE
- 1D
- -0.10%
- 1M
- 4.53%
- YTD
- 11.29%
- 6M
- 10.68%
- 1Y
- 25.15%
- 3Y*
- 19.00%
- 5Y*
- 14.32%
- 10Y*
- 14.76%
EXH9.DE
- 1D
- -0.18%
- 1M
- -3.27%
- YTD
- 12.41%
- 6M
- 14.24%
- 1Y
- 26.10%
- 3Y*
- 16.47%
- 5Y*
- 11.76%
- 10Y*
- 10.74%
SXR4.DE vs. EXH9.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 11.29% | 4.62% | 32.33% | 23.44% | -15.85% | 38.32% | 9.25% | 34.28% | -1.46% | 6.54% |
EXH9.DE iShares STOXX Europe 600 Utilities UCITS ETF (DE) | 12.41% | 33.92% | 1.25% | 13.58% | -7.50% | 8.84% | 10.88% | 31.91% | 1.47% | 9.93% |
Correlation
The correlation between SXR4.DE and EXH9.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010 | 0.41 |
Over the past year, the correlation between SXR4.DE and EXH9.DE has dropped to 0.14 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
SXR4.DE vs. EXH9.DE — Risk / Return Rank
SXR4.DE
EXH9.DE
SXR4.DE vs. EXH9.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.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.
| SXR4.DE | EXH9.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.32 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 3.44 | -0.03 |
| Martin ratioReturn relative to average drawdown | 11.92 | 9.54 | +2.38 |
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
| SXR4.DE | EXH9.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.74 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.73 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.63 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.42 | +0.35 |
Drawdowns
SXR4.DE vs. EXH9.DE - Drawdown Comparison
The maximum SXR4.DE drawdown since its inception was -34.16%, smaller than the maximum EXH9.DE drawdown of -51.33%. Use the drawdown chart below to compare losses from any high point for SXR4.DE and EXH9.DE.
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Drawdown Indicators
| SXR4.DE | EXH9.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -51.33% | +17.17% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -7.45% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -23.63% | -13.67% | -9.96% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -22.71% | -0.92% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | -33.21% | -0.95% |
Current DrawdownCurrent decline from peak | -0.40% | -5.32% | +4.92% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -16.67% | +11.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.69% | -0.58% |
Volatility
SXR4.DE vs. EXH9.DE - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) is 2.73%, while iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE) has a volatility of 5.89%. This indicates that SXR4.DE experiences smaller price fluctuations and is considered to be less risky than EXH9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR4.DE | EXH9.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 5.89% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 12.89% | -5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.70% | 14.75% | -3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 16.00% | -0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 17.03% | -0.80% |
SXR4.DE vs. EXH9.DE - Expense Ratio Comparison
SXR4.DE has a 0.07% expense ratio, which is lower than EXH9.DE's 0.47% expense ratio.
Dividends
SXR4.DE vs. EXH9.DE - Dividend Comparison
SXR4.DE has not paid dividends to shareholders, while EXH9.DE's dividend yield for the trailing twelve months is around 2.61%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH9.DE iShares STOXX Europe 600 Utilities UCITS ETF (DE) | 2.61% | 2.96% | 3.27% | 3.47% | 3.33% | 3.11% | 2.36% | 3.41% | 3.31% | 6.56% | 4.89% | 4.62% |
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXR4.DE and EXH9.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR4.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR4.DE is cheaper with a 0.07% expense ratio, compared with 0.47% for EXH9.DE.
SXR4.DE is categorized as Large Cap Blend Equities, while EXH9.DE is Utilities Equities. SXR4.DE tracks MSCI USA, while EXH9.DE tracks STOXX® Europe 600 Utilities. Their fees differ too: 0.07% for SXR4.DE and 0.47% for EXH9.DE.
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