SXR5.DE vs. SXR4.DE
SXR5.DE (iShares MSCI Japan UCITS ETF USD (Acc)) and SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) are both exchange-traded funds - SXR5.DE is a Japan Equities fund tracking the MSCI Japan, while SXR4.DE is a Large Cap Blend Equities fund tracking the MSCI USA. Both are passively managed. Over the past 10 years, SXR5.DE returned 9.05%/yr vs 14.76%/yr for SXR4.DE. A 0.63 correlation means they provide meaningful diversification when combined. SXR5.DE charges 0.12%/yr vs 0.07%/yr for SXR4.DE.
Performance
SXR5.DE vs. SXR4.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 SXR4.DE's 11.29% return. Over the past 10 years, SXR5.DE has underperformed SXR4.DE with an annualized return of 9.05%, while SXR4.DE has yielded a comparatively higher 14.76% 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%
SXR4.DE
- 1D
- -0.10%
- 1M
- 4.53%
- YTD
- 11.29%
- 6M
- 10.68%
- 1Y
- 25.15%
- 3Y*
- 19.00%
- 5Y*
- 14.32%
- 10Y*
- 14.76%
SXR5.DE vs. SXR4.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% |
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 11.29% | 4.62% | 32.33% | 23.44% | -15.85% | 38.32% | 9.25% | 34.28% | -1.46% | 6.54% |
Correlation
The correlation between SXR5.DE and SXR4.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010 | 0.63 |
The correlation between SXR5.DE and SXR4.DE shifts across timeframes, from 0.50 (1 year) to 0.63 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXR5.DE vs. SXR4.DE — Risk / Return Rank
SXR5.DE
SXR4.DE
SXR5.DE vs. SXR4.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 USA UCITS ETF (Acc) (SXR4.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 | SXR4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.42 | -0.38 |
| Martin ratioReturn relative to average drawdown | 9.81 | 11.92 | -2.11 |
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 | SXR4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.15 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.92 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.90 | -0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.77 | -0.30 |
Drawdowns
SXR5.DE vs. SXR4.DE - Drawdown Comparison
The maximum SXR5.DE drawdown since its inception was -28.03%, smaller than the maximum SXR4.DE drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for SXR5.DE and SXR4.DE.
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Drawdown Indicators
| SXR5.DE | SXR4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.03% | -34.16% | +6.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -7.36% | -2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -17.16% | -23.63% | +6.47% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -23.63% | +4.33% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | -34.16% | +6.13% |
Current DrawdownCurrent decline from peak | -0.36% | -0.40% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -5.25% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.11% | +1.04% |
Volatility
SXR5.DE vs. SXR4.DE - Volatility Comparison
iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) has a higher volatility of 3.67% compared to iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) at 2.73%. This indicates that SXR5.DE's price experiences larger fluctuations and is considered to be riskier than SXR4.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 | SXR4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 2.73% | +0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 7.68% | +7.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 11.70% | +7.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 15.42% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 16.23% | +0.18% |
SXR5.DE vs. SXR4.DE - Expense Ratio Comparison
SXR5.DE has a 0.12% expense ratio, which is higher than SXR4.DE's 0.07% expense ratio. However, 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. SXR4.DE - Dividend Comparison
Neither SXR5.DE nor SXR4.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR5.DE and SXR4.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR4.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR4.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for SXR5.DE.
SXR5.DE is categorized as Japan Equities, while SXR4.DE is Large Cap Blend Equities. SXR5.DE tracks MSCI Japan, while SXR4.DE tracks MSCI USA. Their fees differ too: 0.12% for SXR5.DE and 0.07% for SXR4.DE.
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