SXR4.DE vs. VUG
SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) and VUG (Vanguard Growth ETF) are both exchange-traded funds - SXR4.DE is a Large Cap Blend Equities fund tracking the MSCI USA, while VUG is a Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Both are passively managed. Over the past 10 years, SXR4.DE returned 14.76%/yr vs 17.64%/yr for VUG. A 0.58 correlation means they provide meaningful diversification when combined. SXR4.DE charges 0.07%/yr vs 0.03%/yr for VUG.
Performance
SXR4.DE vs. VUG - Performance Comparison
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Different Trading Currencies
SXR4.DE is traded in EUR, while VUG is traded in USD. To make them comparable, the VUG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXR4.DE achieves a 11.29% return, which is significantly higher than VUG's 7.87% return. Over the past 10 years, SXR4.DE has underperformed VUG with an annualized return of 14.76%, while VUG has yielded a comparatively higher 17.64% annualized return.
SXR4.DE
- 1D
- -0.10%
- 1M
- 5.37%
- YTD
- 11.29%
- 6M
- 11.25%
- 1Y
- 25.25%
- 3Y*
- 19.00%
- 5Y*
- 14.32%
- 10Y*
- 14.76%
VUG
- 1D
- -2.85%
- 1M
- 2.01%
- YTD
- 7.87%
- 6M
- 5.67%
- 1Y
- 23.16%
- 3Y*
- 21.43%
- 5Y*
- 15.57%
- 10Y*
- 17.64%
SXR4.DE vs. VUG - 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% |
VUG Vanguard Growth ETF | 7.87% | 5.23% | 41.45% | 42.43% | -29.02% | 36.87% | 28.69% | 40.13% | 1.22% | 12.03% |
Correlation
The correlation between SXR4.DE and VUG is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010 | 0.58 |
The correlation between SXR4.DE and VUG shifts across timeframes, from 0.57 (5 years) to 0.69 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXR4.DE vs. VUG — Risk / Return Rank
SXR4.DE
VUG
SXR4.DE vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and Vanguard Growth ETF (VUG). 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 | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.25 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 1.48 | +1.94 |
| Martin ratioReturn relative to average drawdown | 11.92 | 4.46 | +7.46 |
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 | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.42 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.71 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.81 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.67 | +0.10 |
Drawdowns
SXR4.DE vs. VUG - Drawdown Comparison
The maximum SXR4.DE drawdown since its inception was -34.16%, smaller than the maximum VUG drawdown of -44.50%. Use the drawdown chart below to compare losses from any high point for SXR4.DE and VUG.
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Drawdown Indicators
| SXR4.DE | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -44.50% | +10.34% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -15.71% | +8.35% |
Max Drawdown (3Y)Largest decline over 3 years | -23.63% | -27.44% | +3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -31.45% | +7.82% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | -31.83% | -2.33% |
Current DrawdownCurrent decline from peak | -0.40% | -3.89% | +3.49% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -7.85% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 5.21% | -3.10% |
Volatility
SXR4.DE vs. VUG - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) is 2.73%, while Vanguard Growth ETF (VUG) has a volatility of 4.37%. This indicates that SXR4.DE experiences smaller price fluctuations and is considered to be less risky than VUG 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 | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 4.37% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 11.93% | -4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.70% | 16.37% | -4.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 21.90% | -6.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 21.75% | -5.52% |
SXR4.DE vs. VUG - Expense Ratio Comparison
SXR4.DE has a 0.07% expense ratio, which is higher than VUG's 0.03% 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%.
Dividends
SXR4.DE vs. VUG - Dividend Comparison
SXR4.DE has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUG Vanguard Growth ETF | 0.39% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
SXR4.DE and VUG have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUG is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUG is cheaper with a 0.03% expense ratio, compared with 0.07% for SXR4.DE.
SXR4.DE is categorized as Large Cap Blend Equities, while VUG is Large Cap Growth Equities. SXR4.DE tracks MSCI USA, while VUG tracks CRSP US Large Cap Growth Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for SXR4.DE and 0.03% for VUG.
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