SXR5.DE vs. ISPA.DE
SXR5.DE (iShares MSCI Japan UCITS ETF USD (Acc)) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - SXR5.DE is a Japan Equities fund tracking the MSCI Japan, while ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 10 years, SXR5.DE returned 9.05%/yr vs 8.98%/yr for ISPA.DE. A 0.61 correlation means they provide meaningful diversification when combined. SXR5.DE charges 0.12%/yr vs 0.46%/yr for ISPA.DE.
Performance
SXR5.DE vs. ISPA.DE - 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 ISPA.DE's 13.48% return. Both investments have delivered pretty close results over the past 10 years, with SXR5.DE having a 9.05% annualized return and ISPA.DE not far behind at 8.98%.
SXR5.DE
- 1D
- -0.36%
- 1M
- 3.71%
- YTD
- 16.96%
- 6M
- 16.95%
- 1Y
- 32.05%
- 3Y*
- 15.53%
- 5Y*
- 9.94%
- 10Y*
- 9.05%
ISPA.DE
- 1D
- 0.49%
- 1M
- 1.28%
- YTD
- 13.48%
- 6M
- 15.35%
- 1Y
- 29.45%
- 3Y*
- 18.65%
- 5Y*
- 11.00%
- 10Y*
- 8.98%
SXR5.DE vs. ISPA.DE - 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% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 13.48% | 19.72% | 12.97% | 4.80% | 0.43% | 22.39% | -9.12% | 24.24% | -7.51% | 2.97% |
Correlation
The correlation between SXR5.DE and ISPA.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.61 |
The correlation between SXR5.DE and ISPA.DE has been stable across timeframes, ranging from 0.57 to 0.64 - a consistent structural relationship.
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Return for Risk
SXR5.DE vs. ISPA.DE — Risk / Return Rank
SXR5.DE
ISPA.DE
SXR5.DE vs. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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 | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.62 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 8.10 | -5.06 |
| Martin ratioReturn relative to average drawdown | 9.81 | 28.73 | -18.92 |
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 | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 3.35 | -1.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.91 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.60 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.68 | -0.20 |
Drawdowns
SXR5.DE vs. ISPA.DE - Drawdown Comparison
The maximum SXR5.DE drawdown since its inception was -28.03%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for SXR5.DE and ISPA.DE.
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Drawdown Indicators
| SXR5.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.03% | -38.91% | +10.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -3.63% | -6.51% |
Max Drawdown (3Y)Largest decline over 3 years | -17.16% | -15.10% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -15.10% | -4.20% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | -38.91% | +10.88% |
Current DrawdownCurrent decline from peak | -0.36% | -1.09% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -4.46% | -2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 1.03% | +2.12% |
Volatility
SXR5.DE vs. ISPA.DE - Volatility Comparison
iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) has a higher volatility of 3.67% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that SXR5.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.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 | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 2.62% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 6.51% | +8.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 8.77% | +10.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 12.00% | +4.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 14.79% | +1.62% |
SXR5.DE vs. ISPA.DE - Expense Ratio Comparison
SXR5.DE has a 0.12% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
SXR5.DE vs. ISPA.DE - Dividend Comparison
SXR5.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.75% | 4.52% | 4.89% | 5.91% | 6.92% | 3.32% | 4.04% | 4.02% | 3.37% | 5.66% | 3.64% | 4.35% |
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 ISPA.DE have a correlation of 0.60, 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 0.46% for ISPA.DE.
SXR5.DE is categorized as Japan Equities, while ISPA.DE is Global Equities. SXR5.DE tracks MSCI Japan, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.12% for SXR5.DE and 0.46% for ISPA.DE.
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