SXR5.DE vs. SXR1.DE
SXR5.DE (iShares MSCI Japan UCITS ETF USD (Acc)) and SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) are both exchange-traded funds - SXR5.DE is a Japan Equities fund tracking the MSCI Japan, while SXR1.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan. Both are passively managed. Over the past 10 years, SXR5.DE returned 9.05%/yr vs 7.48%/yr for SXR1.DE. A 0.59 correlation means they provide meaningful diversification when combined. SXR5.DE charges 0.12%/yr vs 0.20%/yr for SXR1.DE.
Performance
SXR5.DE vs. SXR1.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 SXR1.DE's 8.90% return. Over the past 10 years, SXR5.DE has outperformed SXR1.DE with an annualized return of 9.05%, while SXR1.DE has yielded a comparatively lower 7.48% 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%
SXR1.DE
- 1D
- -0.90%
- 1M
- 0.00%
- YTD
- 8.90%
- 6M
- 10.33%
- 1Y
- 14.04%
- 3Y*
- 10.41%
- 5Y*
- 5.82%
- 10Y*
- 7.48%
SXR5.DE vs. SXR1.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% |
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 8.90% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -6.20% | 10.76% |
Correlation
The correlation between SXR5.DE and SXR1.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since May 5, 2010 | 0.59 |
The correlation between SXR5.DE and SXR1.DE has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.
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Return for Risk
SXR5.DE vs. SXR1.DE — Risk / Return Rank
SXR5.DE
SXR1.DE
SXR5.DE vs. SXR1.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 Pacific ex Japan UCITS ETF (Acc) (SXR1.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 | SXR1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.22 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 2.25 | +0.79 |
| Martin ratioReturn relative to average drawdown | 9.81 | 6.64 | +3.17 |
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 | SXR1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 1.19 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.39 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.45 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.27 | +0.21 |
Drawdowns
SXR5.DE vs. SXR1.DE - Drawdown Comparison
The maximum SXR5.DE drawdown since its inception was -28.03%, smaller than the maximum SXR1.DE drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for SXR5.DE and SXR1.DE.
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Drawdown Indicators
| SXR5.DE | SXR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.03% | -38.62% | +10.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -6.21% | -3.93% |
Max Drawdown (3Y)Largest decline over 3 years | -17.16% | -20.28% | +3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -20.28% | +0.98% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | -36.91% | +8.88% |
Current DrawdownCurrent decline from peak | -0.36% | -2.17% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -9.79% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.11% | +1.04% |
Volatility
SXR5.DE vs. SXR1.DE - Volatility Comparison
iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) has a higher volatility of 3.67% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) at 3.06%. This indicates that SXR5.DE's price experiences larger fluctuations and is considered to be riskier than SXR1.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 | SXR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 3.06% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 9.04% | +6.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 11.73% | +7.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 14.73% | +1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 16.60% | -0.19% |
SXR5.DE vs. SXR1.DE - Expense Ratio Comparison
SXR5.DE has a 0.12% expense ratio, which is lower than SXR1.DE's 0.20% 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. SXR1.DE - Dividend Comparison
Neither SXR5.DE nor SXR1.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR5.DE and SXR1.DE have a correlation of 0.55, 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 0.20% for SXR1.DE.
SXR5.DE is categorized as Japan Equities, while SXR1.DE is Asia Pacific Equities. SXR5.DE tracks MSCI Japan, while SXR1.DE tracks MSCI Pacific ex Japan. Their fees differ too: 0.12% for SXR5.DE and 0.20% for SXR1.DE.
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