SXR5.DE vs. SEC0.DE
SXR5.DE (iShares MSCI Japan UCITS ETF USD (Acc)) and SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc)) are both exchange-traded funds - SXR5.DE is a Japan Equities fund tracking the MSCI Japan, while SEC0.DE is a Semiconductors fund tracking the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Both are passively managed. Over the past 3 years, SXR5.DE returned 15.53%/yr vs 56.37%/yr for SEC0.DE. A 0.52 correlation means they provide meaningful diversification when combined. SXR5.DE charges 0.12%/yr vs 0.35%/yr for SEC0.DE.
Performance
SXR5.DE vs. SEC0.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 lower than SEC0.DE's 98.10% 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%
SEC0.DE
- 1D
- -2.85%
- 1M
- 18.95%
- YTD
- 98.10%
- 6M
- 98.14%
- 1Y
- 188.23%
- 3Y*
- 56.37%
- 5Y*
- —
- 10Y*
- —
SXR5.DE vs. SEC0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SXR5.DE iShares MSCI Japan UCITS ETF USD (Acc) | 16.96% | 12.72% | 13.72% | 16.13% | -12.71% | 4.00% |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 98.10% | 36.46% | 20.85% | 61.01% | -32.22% | 21.11% |
Correlation
The correlation between SXR5.DE and SEC0.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2021 | 0.52 |
The correlation between SXR5.DE and SEC0.DE has been stable across timeframes, ranging from 0.49 to 0.52 - a consistent structural relationship.
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Return for Risk
SXR5.DE vs. SEC0.DE — Risk / Return Rank
SXR5.DE
SEC0.DE
SXR5.DE vs. SEC0.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 Global Semiconductors UCITS ETF USD (Acc) (SEC0.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 | SEC0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.26 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.75 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 14.81 | -11.77 |
| Martin ratioReturn relative to average drawdown | 9.81 | 52.61 | -42.80 |
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 | SEC0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 5.89 | -4.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | — | — |
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 | 1.17 | -0.69 |
Drawdowns
SXR5.DE vs. SEC0.DE - Drawdown Comparison
The maximum SXR5.DE drawdown since its inception was -28.03%, smaller than the maximum SEC0.DE drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for SXR5.DE and SEC0.DE.
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Drawdown Indicators
| SXR5.DE | SEC0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.03% | -39.35% | +11.32% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -12.90% | +2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -17.16% | -39.35% | +22.19% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -2.85% | +2.49% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -11.85% | +4.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.64% | -0.49% |
Volatility
SXR5.DE vs. SEC0.DE - Volatility Comparison
The current volatility for iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) is 3.67%, while iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a volatility of 13.13%. This indicates that SXR5.DE experiences smaller price fluctuations and is considered to be less risky than SEC0.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 | SEC0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 13.13% | -9.46% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 25.14% | -9.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 32.42% | -13.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 29.95% | -13.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 29.95% | -13.54% |
SXR5.DE vs. SEC0.DE - Expense Ratio Comparison
SXR5.DE has a 0.12% expense ratio, which is lower than SEC0.DE's 0.35% expense ratio.
Dividends
SXR5.DE vs. SEC0.DE - Dividend Comparison
Neither SXR5.DE nor SEC0.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR5.DE and SEC0.DE have a correlation of 0.51, 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 0.35% for SEC0.DE.
SXR5.DE is categorized as Japan Equities, while SEC0.DE is Semiconductors. SXR5.DE tracks MSCI Japan, while SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Their fees differ too: 0.12% for SXR5.DE and 0.35% for SEC0.DE.
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