PortfoliosLab logoPortfoliosLab logo
SXR5.DE vs. AW15.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR5.DE vs. AW15.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) and UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SXR5.DE achieves a 16.96% return, which is significantly higher than AW15.DE's 8.65% return.


SXR5.DE

1D
-0.36%
1M
6.13%
YTD
16.96%
6M
16.92%
1Y
30.95%
3Y*
15.53%
5Y*
9.94%
10Y*
9.05%

AW15.DE

1D
-1.40%
1M
2.72%
YTD
8.65%
6M
7.30%
1Y
21.60%
3Y*
6.95%
5Y*
3.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR5.DE vs. AW15.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SXR5.DE
iShares MSCI Japan UCITS ETF USD (Acc)
16.96%12.72%13.72%16.13%-12.71%3.20%
AW15.DE
UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc
8.65%10.45%2.67%12.34%-19.88%2.52%

Correlation

The correlation between SXR5.DE and AW15.DE is 0.88, 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

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

0.92

The correlation between SXR5.DE and AW15.DE has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SXR5.DE vs. AW15.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXR5.DE
SXR5.DE Risk / Return Rank: 5454
Overall Rank
SXR5.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SXR5.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
SXR5.DE Omega Ratio Rank: 5151
Omega Ratio Rank
SXR5.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
SXR5.DE Martin Ratio Rank: 5757
Martin Ratio Rank

AW15.DE
AW15.DE Risk / Return Rank: 3535
Overall Rank
AW15.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
AW15.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
AW15.DE Omega Ratio Rank: 3232
Omega Ratio Rank
AW15.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
AW15.DE Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXR5.DE vs. AW15.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 UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.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.


SXR5.DEAW15.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.31

1.21

+0.10

Calmar ratioReturn relative to maximum drawdown

3.04

1.87

+1.17

Martin ratioReturn relative to average drawdown

9.81

6.07

+3.74

SXR5.DE vs. AW15.DE - Sharpe Ratio Comparison

The current SXR5.DE Sharpe Ratio is 1.63, which is higher than the AW15.DE Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of SXR5.DE and AW15.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SXR5.DEAW15.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.11

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.19

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.15

+0.33

Drawdowns

SXR5.DE vs. AW15.DE - Drawdown Comparison

The maximum SXR5.DE drawdown since its inception was -28.03%, roughly equal to the maximum AW15.DE drawdown of -27.14%. Use the drawdown chart below to compare losses from any high point for SXR5.DE and AW15.DE.


Loading charts...

Drawdown Indicators


SXR5.DEAW15.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.03%

-27.14%

-0.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

-11.48%

+1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-17.16%

-17.61%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-27.14%

+7.84%

Max Drawdown (10Y)

Largest decline over 10 years

-28.03%

Current Drawdown

Current decline from peak

-0.36%

-1.40%

+1.04%

Average Drawdown

Average peak-to-trough decline

-7.27%

-12.19%

+4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

3.55%

-0.40%

Volatility

SXR5.DE vs. AW15.DE - Volatility Comparison

The current volatility for iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) is 3.67%, while UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE) has a volatility of 4.43%. This indicates that SXR5.DE experiences smaller price fluctuations and is considered to be less risky than AW15.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SXR5.DEAW15.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

4.43%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

15.22%

15.05%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

19.33%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.63%

16.47%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

16.42%

-0.01%

SXR5.DE vs. AW15.DE - Expense Ratio Comparison

Both SXR5.DE and AW15.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SXR5.DE vs. AW15.DE - Dividend Comparison

Neither SXR5.DE nor AW15.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXR5.DE and AW15.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SXR5.DE and AW15.DE have the same expense ratio: 0.12% per year.

SXR5.DE tracks MSCI Japan, while AW15.DE tracks MSCI Japan Climate Paris Aligned. They also come from different issuers: iShares and UBS.

Portfolio Optimizer

Find the right allocation for SXR5.DE and AW15.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer