SXR4.DE vs. SXR7.DE
SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) and SXR7.DE (iShares Core MSCI EMU UCITS ETF EUR (Acc)) are both exchange-traded funds - SXR4.DE is a Large Cap Blend Equities fund tracking the MSCI USA, while SXR7.DE is a Europe Equities fund tracking the MSCI EMU. Both are passively managed. Over the past 10 years, SXR4.DE returned 14.76%/yr vs 10.03%/yr for SXR7.DE. A 0.65 correlation means they provide meaningful diversification when combined. SXR4.DE charges 0.07%/yr vs 0.12%/yr for SXR7.DE.
Performance
SXR4.DE vs. SXR7.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 higher than SXR7.DE's 8.77% return. Over the past 10 years, SXR4.DE has outperformed SXR7.DE with an annualized return of 14.76%, while SXR7.DE has yielded a comparatively lower 10.03% 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%
SXR7.DE
- 1D
- 0.57%
- 1M
- 2.06%
- YTD
- 8.77%
- 6M
- 10.62%
- 1Y
- 17.64%
- 3Y*
- 16.10%
- 5Y*
- 10.63%
- 10Y*
- 10.03%
SXR4.DE vs. SXR7.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% |
SXR7.DE iShares Core MSCI EMU UCITS ETF EUR (Acc) | 8.77% | 24.84% | 9.37% | 18.88% | -11.80% | 22.25% | -0.64% | 27.60% | -13.03% | 12.98% |
Correlation
The correlation between SXR4.DE and SXR7.DE is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010 | 0.65 |
The correlation between SXR4.DE and SXR7.DE shifts across timeframes, from 0.56 (3 years) to 0.68 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXR4.DE vs. SXR7.DE — Risk / Return Rank
SXR4.DE
SXR7.DE
SXR4.DE vs. SXR7.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 Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.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 | SXR7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.23 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 1.76 | +1.66 |
| Martin ratioReturn relative to average drawdown | 11.92 | 6.42 | +5.50 |
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 | SXR7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.23 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.65 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.59 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.46 | +0.31 |
Drawdowns
SXR4.DE vs. SXR7.DE - Drawdown Comparison
The maximum SXR4.DE drawdown since its inception was -34.16%, smaller than the maximum SXR7.DE drawdown of -38.17%. Use the drawdown chart below to compare losses from any high point for SXR4.DE and SXR7.DE.
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Drawdown Indicators
| SXR4.DE | SXR7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -38.17% | +4.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -10.21% | +2.85% |
Max Drawdown (3Y)Largest decline over 3 years | -23.63% | -15.12% | -8.51% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -24.49% | +0.86% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | -38.17% | +4.01% |
Current DrawdownCurrent decline from peak | -0.40% | -0.50% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -6.65% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.80% | -0.69% |
Volatility
SXR4.DE vs. SXR7.DE - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) is 2.73%, while iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) has a volatility of 4.57%. This indicates that SXR4.DE experiences smaller price fluctuations and is considered to be less risky than SXR7.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 | SXR7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 4.57% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 11.91% | -4.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.70% | 14.55% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 16.17% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 17.02% | -0.79% |
SXR4.DE vs. SXR7.DE - Expense Ratio Comparison
SXR4.DE has a 0.07% expense ratio, which is lower than SXR7.DE's 0.12% 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%.
Dividends
SXR4.DE vs. SXR7.DE - Dividend Comparison
Neither SXR4.DE nor SXR7.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR4.DE and SXR7.DE have a correlation of 0.64, 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 0.12% for SXR7.DE.
SXR4.DE is categorized as Large Cap Blend Equities, while SXR7.DE is Europe Equities. SXR4.DE tracks MSCI USA, while SXR7.DE tracks MSCI EMU. Their fees differ too: 0.07% for SXR4.DE and 0.12% for SXR7.DE.
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