SXR5.DE vs. IS3N.DE
Compare and contrast key facts about iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE).
SXR5.DE and IS3N.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXR5.DE is a passively managed fund by iShares that tracks the performance of the MSCI Japan. It was launched on Jan 11, 2010. IS3N.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market (IMI). It was launched on May 30, 2014. Both SXR5.DE and IS3N.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SXR5.DE vs. IS3N.DE - Performance Comparison
Loading graphics...
SXR5.DE vs. IS3N.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR5.DE iShares MSCI Japan UCITS ETF USD (Acc) | 8.74% | 12.72% | 13.72% | 16.13% | -12.71% | 9.55% | 4.95% | 22.00% | -9.97% | 8.96% |
IS3N.DE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 4.55% | 17.14% | 13.87% | 7.20% | -14.09% | 7.38% | 7.07% | 21.01% | -11.06% | 20.43% |
Returns By Period
In the year-to-date period, SXR5.DE achieves a 8.74% return, which is significantly higher than IS3N.DE's 4.55% return. Over the past 10 years, SXR5.DE has outperformed IS3N.DE with an annualized return of 8.93%, while IS3N.DE has yielded a comparatively lower 8.09% annualized return.
SXR5.DE
- 1D
- 5.07%
- 1M
- -2.31%
- YTD
- 8.74%
- 6M
- 14.25%
- 1Y
- 24.91%
- 3Y*
- 15.33%
- 5Y*
- 7.81%
- 10Y*
- 8.93%
IS3N.DE
- 1D
- -1.35%
- 1M
- -2.20%
- YTD
- 4.55%
- 6M
- 7.22%
- 1Y
- 23.70%
- 3Y*
- 13.62%
- 5Y*
- 4.77%
- 10Y*
- 8.09%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SXR5.DE vs. IS3N.DE - Expense Ratio Comparison
SXR5.DE has a 0.12% expense ratio, which is lower than IS3N.DE's 0.18% 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%.
Return for Risk
SXR5.DE vs. IS3N.DE — Risk / Return Rank
SXR5.DE
IS3N.DE
SXR5.DE vs. IS3N.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 Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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.DE | IS3N.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.31 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.78 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.66 | -0.08 |
Martin ratioReturn relative to average drawdown | 8.30 | 9.85 | -1.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SXR5.DE | IS3N.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.31 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.30 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.45 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.36 | +0.10 |
Correlation
The correlation between SXR5.DE and IS3N.DE is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SXR5.DE vs. IS3N.DE - Dividend Comparison
Neither SXR5.DE nor IS3N.DE has paid dividends to shareholders.
Drawdowns
SXR5.DE vs. IS3N.DE - Drawdown Comparison
The maximum SXR5.DE drawdown since its inception was -28.03%, smaller than the maximum IS3N.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for SXR5.DE and IS3N.DE.
Loading graphics...
Drawdown Indicators
| SXR5.DE | IS3N.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.03% | -35.06% | +7.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.15% | -10.70% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -22.01% | +2.71% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | -32.51% | +4.48% |
Current DrawdownCurrent decline from peak | -4.84% | -8.69% | +3.85% |
Average DrawdownAverage peak-to-trough decline | -7.32% | -9.41% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.84% | +0.30% |
Volatility
SXR5.DE vs. IS3N.DE - Volatility Comparison
iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) has a higher volatility of 8.99% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) at 7.40%. This indicates that SXR5.DE's price experiences larger fluctuations and is considered to be riskier than IS3N.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SXR5.DE | IS3N.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.99% | 7.40% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 14.86% | 12.76% | +2.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.72% | 18.04% | +2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.47% | 15.71% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.45% | 17.89% | -1.44% |