SXR5.DE vs. WTDX.DE
SXR5.DE (iShares MSCI Japan UCITS ETF USD (Acc)) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both Japan Equities funds - SXR5.DE tracks the MSCI Japan while WTDX.DE tracks the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. Over the past 10 years, SXR5.DE returned 9.05%/yr vs 17.65%/yr for WTDX.DE. Their correlation of 0.82 suggests significant overlap in exposure. SXR5.DE charges 0.12%/yr vs 0.48%/yr for WTDX.DE.
Performance
SXR5.DE vs. WTDX.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 WTDX.DE's 21.75% return. Over the past 10 years, SXR5.DE has underperformed WTDX.DE with an annualized return of 9.05%, while WTDX.DE has yielded a comparatively higher 17.65% 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%
WTDX.DE
- 1D
- 0.17%
- 1M
- 5.69%
- YTD
- 21.75%
- 6M
- 23.89%
- 1Y
- 54.14%
- 3Y*
- 29.85%
- 5Y*
- 26.95%
- 10Y*
- 17.65%
SXR5.DE vs. WTDX.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% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 21.75% | 17.62% | 36.61% | 36.95% | 11.73% | 27.31% | -6.01% | 21.12% | -15.40% | 7.28% |
Correlation
The correlation between SXR5.DE and WTDX.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 22, 2015 | 0.82 |
The correlation between SXR5.DE and WTDX.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
SXR5.DE vs. WTDX.DE — Risk / Return Rank
SXR5.DE
WTDX.DE
SXR5.DE vs. WTDX.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 WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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 | WTDX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.51 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 6.61 | -3.57 |
| Martin ratioReturn relative to average drawdown | 9.81 | 22.15 | -12.34 |
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 | WTDX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.79 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 1.37 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.88 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.59 | -0.11 |
Drawdowns
SXR5.DE vs. WTDX.DE - Drawdown Comparison
The maximum SXR5.DE drawdown since its inception was -28.03%, smaller than the maximum WTDX.DE drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for SXR5.DE and WTDX.DE.
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Drawdown Indicators
| SXR5.DE | WTDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.03% | -34.50% | +6.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -8.09% | -2.05% |
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% | -32.85% | +4.82% |
Current DrawdownCurrent decline from peak | -0.36% | 0.00% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -7.95% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.42% | +0.73% |
Volatility
SXR5.DE vs. WTDX.DE - Volatility Comparison
iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) and WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) have volatilities of 3.67% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR5.DE | WTDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 3.75% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 14.17% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 19.25% | -0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 19.43% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 20.00% | -3.59% |
SXR5.DE vs. WTDX.DE - Expense Ratio Comparison
SXR5.DE has a 0.12% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.
Dividends
SXR5.DE vs. WTDX.DE - Dividend Comparison
SXR5.DE has not paid dividends to shareholders, while WTDX.DE's dividend yield for the trailing twelve months is around 1.20%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 1.20% | 1.52% | 1.39% | 1.83% | 2.16% | 1.26% | 1.88% | 1.80% | 1.82% | 1.07% | 1.73% | 0.05% |
Frequently Asked Questions
SXR5.DE and WTDX.DE have a correlation of 0.79, 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 0.48% for WTDX.DE.
SXR5.DE tracks MSCI Japan, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.12% for SXR5.DE and 0.48% for WTDX.DE.
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