SXR5.DE vs. IUS4.DE
SXR5.DE (iShares MSCI Japan UCITS ETF USD (Acc)) and IUS4.DE (iShares MSCI Japan Small Cap UCITS ETF (Dist)) are both Japan Equities funds from iShares - SXR5.DE tracks the MSCI Japan while IUS4.DE tracks the MSCI Japan Small Cap. Both are passively managed. Over the past 10 years, SXR5.DE returned 9.05%/yr vs 7.46%/yr for IUS4.DE. Their correlation of 0.85 suggests significant overlap in exposure. SXR5.DE charges 0.12%/yr vs 0.58%/yr for IUS4.DE.
Performance
SXR5.DE vs. IUS4.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 IUS4.DE's 14.74% return. Over the past 10 years, SXR5.DE has outperformed IUS4.DE with an annualized return of 9.05%, while IUS4.DE has yielded a comparatively lower 7.46% annualized return.
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%
IUS4.DE
- 1D
- 0.43%
- 1M
- 4.46%
- YTD
- 14.74%
- 6M
- 15.83%
- 1Y
- 27.46%
- 3Y*
- 14.63%
- 5Y*
- 8.34%
- 10Y*
- 7.46%
SXR5.DE vs. IUS4.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% |
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 14.74% | 15.96% | 9.46% | 9.42% | -7.69% | 5.35% | -2.06% | 21.73% | -13.13% | 15.52% |
Correlation
The correlation between SXR5.DE and IUS4.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.85 |
The correlation between SXR5.DE and IUS4.DE has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.
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Return for Risk
SXR5.DE vs. IUS4.DE — Risk / Return Rank
SXR5.DE
IUS4.DE
SXR5.DE vs. IUS4.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 Small Cap UCITS ETF (Dist) (IUS4.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 | IUS4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 2.67 | +0.37 |
| Martin ratioReturn relative to average drawdown | 9.81 | 9.26 | +0.55 |
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 | IUS4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 1.69 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.55 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.47 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.56 | -0.08 |
Drawdowns
SXR5.DE vs. IUS4.DE - Drawdown Comparison
The maximum SXR5.DE drawdown since its inception was -28.03%, smaller than the maximum IUS4.DE drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for SXR5.DE and IUS4.DE.
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Drawdown Indicators
| SXR5.DE | IUS4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.03% | -32.63% | +4.60% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -10.12% | -0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -17.16% | -12.92% | -4.24% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -21.47% | +2.17% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | -32.63% | +4.60% |
Current DrawdownCurrent decline from peak | -0.36% | -0.73% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -6.41% | -0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.92% | +0.23% |
Volatility
SXR5.DE vs. IUS4.DE - Volatility Comparison
iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) has a higher volatility of 3.67% compared to iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) at 3.47%. This indicates that SXR5.DE's price experiences larger fluctuations and is considered to be riskier than IUS4.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 | IUS4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 3.47% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 13.58% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 15.94% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 14.91% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 15.94% | +0.47% |
SXR5.DE vs. IUS4.DE - Expense Ratio Comparison
SXR5.DE has a 0.12% expense ratio, which is lower than IUS4.DE's 0.58% expense ratio.
Dividends
SXR5.DE vs. IUS4.DE - Dividend Comparison
SXR5.DE has not paid dividends to shareholders, while IUS4.DE's dividend yield for the trailing twelve months is around 0.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 0.87% | 1.88% | 1.70% | 1.77% | 2.10% | 1.47% | 1.60% | 1.45% | 1.41% | 1.31% | 1.15% | 0.70% |
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 IUS4.DE have a correlation of 0.80, 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 0.58% for IUS4.DE.
SXR5.DE tracks MSCI Japan, while IUS4.DE tracks MSCI Japan Small Cap. Their fees differ too: 0.12% for SXR5.DE and 0.58% for IUS4.DE.
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