SXR5.DE vs. XSX6.DE
SXR5.DE (iShares MSCI Japan UCITS ETF USD (Acc)) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - SXR5.DE is a Japan Equities fund tracking the MSCI Japan, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, SXR5.DE returned 9.05%/yr vs 9.14%/yr for XSX6.DE. A 0.60 correlation means they provide meaningful diversification when combined. SXR5.DE charges 0.12%/yr vs 0.20%/yr for XSX6.DE.
Performance
SXR5.DE vs. XSX6.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 XSX6.DE's 7.40% return. Both investments have delivered pretty close results over the past 10 years, with SXR5.DE having a 9.05% annualized return and XSX6.DE not far ahead at 9.14%.
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%
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
SXR5.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between SXR5.DE and XSX6.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
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 Mar 11, 2010 | 0.60 |
The correlation between SXR5.DE and XSX6.DE has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.
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Return for Risk
SXR5.DE vs. XSX6.DE — Risk / Return Rank
SXR5.DE
XSX6.DE
SXR5.DE vs. XSX6.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 Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 1.73 | +1.31 |
| Martin ratioReturn relative to average drawdown | 9.81 | 6.55 | +3.26 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 1.26 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.66 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.58 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.59 | -0.12 |
Drawdowns
SXR5.DE vs. XSX6.DE - Drawdown Comparison
The maximum SXR5.DE drawdown since its inception was -28.03%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for SXR5.DE and XSX6.DE.
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Drawdown Indicators
| SXR5.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.03% | -36.05% | +8.02% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -9.46% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -17.16% | -16.37% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -20.84% | +1.54% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | -36.05% | +8.02% |
Current DrawdownCurrent decline from peak | -0.36% | -1.56% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -7.27% | -5.27% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.50% | +0.65% |
Volatility
SXR5.DE vs. XSX6.DE - Volatility Comparison
The current volatility for iShares MSCI Japan UCITS ETF USD (Acc) (SXR5.DE) is 3.67%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that SXR5.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 4.26% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 10.73% | +4.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 12.95% | +5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 14.44% | +2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 15.61% | +0.80% |
SXR5.DE vs. XSX6.DE - Expense Ratio Comparison
SXR5.DE has a 0.12% expense ratio, which is lower than XSX6.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. XSX6.DE - Dividend Comparison
Neither SXR5.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR5.DE and XSX6.DE have a correlation of 0.62, 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 XSX6.DE.
SXR5.DE is categorized as Japan Equities, while XSX6.DE is Europe Equities. SXR5.DE tracks MSCI Japan, while XSX6.DE tracks STOXX® Europe 600. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.12% for SXR5.DE and 0.20% for XSX6.DE.
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