SXR5.DE vs. IBGL.MI
SXR5.DE (iShares MSCI Japan UCITS ETF USD (Acc)) and IBGL.MI (iShares € Govt Bond 15-30yr UCITS ETF EUR Dist) are both exchange-traded funds - SXR5.DE is a Japan Equities fund tracking the MSCI Japan, while IBGL.MI is a European Government Bonds fund tracking the Bloomberg Euro Government Bond 30 Year Term Index. Both are passively managed. Over the past 10 years, SXR5.DE returned 9.05%/yr vs -2.05%/yr for IBGL.MI. At a 0.03 correlation, their price movements are largely independent. SXR5.DE charges 0.12%/yr vs 0.15%/yr for IBGL.MI.
Performance
SXR5.DE vs. IBGL.MI - Performance Comparison
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Returns By Period
In the year-to-date period, SXR5.DE achieves a 16.96% return, which is significantly higher than IBGL.MI's 0.05% return. Over the past 10 years, SXR5.DE has outperformed IBGL.MI with an annualized return of 9.05%, while IBGL.MI has yielded a comparatively lower -2.05% annualized 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%
IBGL.MI
- 1D
- 0.11%
- 1M
- 0.86%
- YTD
- 0.05%
- 6M
- -0.53%
- 1Y
- -3.06%
- 3Y*
- 0.28%
- 5Y*
- -7.30%
- 10Y*
- -2.05%
SXR5.DE vs. IBGL.MI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR5.DE iShares MSCI Japan UCITS ETF USD (Acc) | 16.96% | 12.72% | 13.72% | 16.13% | -12.71% | 9.55% | 4.95% | 22.00% | -9.97% | 8.96% |
IBGL.MI iShares € Govt Bond 15-30yr UCITS ETF EUR Dist | 0.05% | -5.53% | -0.17% | 10.21% | -34.75% | -7.00% | 11.97% | 15.43% | 3.11% | -1.15% |
Correlation
The correlation between SXR5.DE and IBGL.MI is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.03 |
Over the past year, SXR5.DE and IBGL.MI have become more correlated (0.37) than their long-term average of 0.03, meaning their price movements have been converging.
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Return for Risk
SXR5.DE vs. IBGL.MI — Risk / Return Rank
SXR5.DE
IBGL.MI
SXR5.DE vs. IBGL.MI - 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 € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI). 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.DE | IBGL.MI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.96 | ||
| Sortino ratioReturn per unit of downside risk | +2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.95 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | -0.49 | +3.53 |
| Martin ratioReturn relative to average drawdown | 9.81 | -0.89 | +10.70 |
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
| SXR5.DE | IBGL.MI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | -0.33 | +1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | -0.53 | +1.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | -0.18 | +0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.27 | +0.21 |
Drawdowns
SXR5.DE vs. IBGL.MI - Drawdown Comparison
The maximum SXR5.DE drawdown since its inception was -28.03%, smaller than the maximum IBGL.MI drawdown of -43.83%. Use the drawdown chart below to compare losses from any high point for SXR5.DE and IBGL.MI.
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Drawdown Indicators
| SXR5.DE | IBGL.MI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.03% | -43.83% | +15.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -6.26% | -3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -17.16% | -12.10% | -5.06% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -42.23% | +22.93% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | -43.83% | +15.80% |
Current DrawdownCurrent decline from peak | -0.36% | -37.39% | +37.03% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -12.22% | +4.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.45% | -0.30% |
Volatility
SXR5.DE vs. IBGL.MI - Volatility Comparison
iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) and iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) have volatilities of 3.67% and 3.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR5.DE | IBGL.MI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 3.55% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 7.20% | +8.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 9.27% | +9.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 13.56% | +3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 11.50% | +4.91% |
SXR5.DE vs. IBGL.MI - Expense Ratio Comparison
SXR5.DE has a 0.12% expense ratio, which is lower than IBGL.MI's 0.15% 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. IBGL.MI - Dividend Comparison
SXR5.DE has not paid dividends to shareholders, while IBGL.MI's dividend yield for the trailing twelve months is around 3.67%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBGL.MI iShares € Govt Bond 15-30yr UCITS ETF EUR Dist | 3.67% | 3.53% | 3.18% | 2.66% | 1.32% | 0.53% | 0.74% | 1.27% | 1.50% | 1.35% | 1.48% | 1.83% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXR5.DE and IBGL.MI have a correlation of 0.37, 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 0.15% for IBGL.MI.
SXR5.DE is categorized as Japan Equities, while IBGL.MI is European Government Bonds. SXR5.DE tracks MSCI Japan, while IBGL.MI tracks Bloomberg Euro Government Bond 30 Year Term Index. Their fees differ too: 0.12% for SXR5.DE and 0.15% for IBGL.MI.
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