SXR5.DE vs. 36B4.DE
SXR5.DE (iShares MSCI Japan UCITS ETF USD (Acc)) and 36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) are both Japan Equities funds from iShares - SXR5.DE tracks the MSCI Japan while 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, SXR5.DE returned 10.16%/yr vs 4.99%/yr for 36B4.DE. Their correlation of 0.94 suggests significant overlap in exposure. SXR5.DE charges 0.12%/yr vs 0.20%/yr for 36B4.DE.
Performance
SXR5.DE vs. 36B4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR5.DE achieves a 19.06% return, which is significantly higher than 36B4.DE's 9.48% return.
SXR5.DE
- 1D
- -0.78%
- 1M
- 0.86%
- 6M
- 12.56%
- YTD
- 19.06%
- 1Y
- 38.61%
- 3Y*
- 17.35%
- 5Y*
- 10.16%
- 10Y*
- 8.81%
36B4.DE
- 1D
- -1.25%
- 1M
- 5.00%
- 6M
- 5.52%
- YTD
- 9.48%
- 1Y
- 22.17%
- 3Y*
- 9.80%
- 5Y*
- 4.99%
- 10Y*
- —
SXR5.DE vs. 36B4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXR5.DE iShares MSCI Japan UCITS ETF USD (Acc) | 19.06% | 12.72% | 13.72% | 16.12% | -12.71% | 9.55% | 4.95% | 11.66% |
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 9.48% | 6.64% | 9.02% | 9.56% | -13.77% | 9.87% | 6.38% | 16.82% |
Correlation
The correlation between SXR5.DE and 36B4.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2019 | 0.94 |
The correlation between SXR5.DE and 36B4.DE has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.
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Return for Risk
SXR5.DE vs. 36B4.DE — Risk / Return Rank
SXR5.DE
36B4.DE
SXR5.DE vs. 36B4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) and iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.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.
| SXR5.DE | 36B4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.22 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 2.04 | +1.75 |
| Martin ratioReturn relative to average drawdown | 12.11 | 5.90 | +6.21 |
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Drawdowns
SXR5.DE vs. 36B4.DE - Drawdown Comparison
The maximum SXR5.DE drawdown since its inception was -28.03%, roughly equal to the maximum 36B4.DE drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for SXR5.DE and 36B4.DE.
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Drawdown Indicators
| SXR5.DE | 36B4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.03% | -26.98% | -1.05% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -10.82% | +0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -17.16% | -15.67% | -1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -21.57% | +2.27% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | — | — |
Current DrawdownCurrent decline from peak | -3.65% | -1.25% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -7.09% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 3.75% | -0.57% |
Volatility
SXR5.DE vs. 36B4.DE - Volatility Comparison
iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) has a higher volatility of 6.81% compared to iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) at 5.12%. This indicates that SXR5.DE's price experiences larger fluctuations and is considered to be riskier than 36B4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR5.DE | 36B4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.81% | 5.12% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 16.37% | 14.23% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.94% | 18.43% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 16.34% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.45% | 17.26% | -0.81% |
SXR5.DE vs. 36B4.DE - Expense Ratio Comparison
SXR5.DE has a 0.12% expense ratio, which is lower than 36B4.DE's 0.20% 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
SXR5.DE vs. 36B4.DE - Dividend Comparison
SXR5.DE has not paid dividends to shareholders, while 36B4.DE's dividend yield for the trailing twelve months is around 1.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.47% | 1.46% | 1.38% | 1.81% | 2.45% | 1.54% | 1.60% | 0.81% |
SXR5.DE iShares MSCI Japan UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXR5.DE and 36B4.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR5.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR5.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for 36B4.DE.
SXR5.DE tracks MSCI Japan, while 36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels. Their fees differ too: 0.12% for SXR5.DE and 0.20% for 36B4.DE.
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