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SXR6.DE vs. AW15.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SXR6.DE vs. AW15.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) and UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE). The values are adjusted to include any dividend payments, if applicable.

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SXR6.DE vs. AW15.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SXR6.DE
iShares MSCI Japan SRI UCITS ETF USD Acc
0.03%6.58%9.11%9.64%-13.84%3.95%
AW15.DE
UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc
2.15%10.45%2.67%12.34%-19.88%2.52%

Returns By Period

In the year-to-date period, SXR6.DE achieves a 0.03% return, which is significantly lower than AW15.DE's 2.15% return.


SXR6.DE

1D
3.72%
1M
-1.22%
YTD
0.03%
6M
5.50%
1Y
7.05%
3Y*
6.85%
5Y*
2.66%
10Y*

AW15.DE

1D
4.22%
1M
-4.13%
YTD
2.15%
6M
6.37%
1Y
17.08%
3Y*
7.30%
5Y*
1.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SXR6.DE vs. AW15.DE - Expense Ratio Comparison

SXR6.DE has a 0.20% expense ratio, which is higher than AW15.DE's 0.12% 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%.


Return for Risk

SXR6.DE vs. AW15.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXR6.DE
SXR6.DE Risk / Return Rank: 2323
Overall Rank
SXR6.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SXR6.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
SXR6.DE Omega Ratio Rank: 2020
Omega Ratio Rank
SXR6.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
SXR6.DE Martin Ratio Rank: 2626
Martin Ratio Rank

AW15.DE
AW15.DE Risk / Return Rank: 4545
Overall Rank
AW15.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AW15.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
AW15.DE Omega Ratio Rank: 3838
Omega Ratio Rank
AW15.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
AW15.DE Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXR6.DE vs. AW15.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) and UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.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.


SXR6.DEAW15.DEDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.84

-0.50

Sortino ratio

Return per unit of downside risk

0.63

1.35

-0.72

Omega ratio

Gain probability vs. loss probability

1.08

1.17

-0.09

Calmar ratio

Return relative to maximum drawdown

0.75

1.59

-0.84

Martin ratio

Return relative to average drawdown

2.28

5.40

-3.13

SXR6.DE vs. AW15.DE - Sharpe Ratio Comparison

The current SXR6.DE Sharpe Ratio is 0.35, which is lower than the AW15.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of SXR6.DE and AW15.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SXR6.DEAW15.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.84

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.08

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.08

+0.20

Correlation

The correlation between SXR6.DE and AW15.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SXR6.DE vs. AW15.DE - Dividend Comparison

Neither SXR6.DE nor AW15.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXR6.DE vs. AW15.DE - Drawdown Comparison

The maximum SXR6.DE drawdown since its inception was -27.35%, roughly equal to the maximum AW15.DE drawdown of -27.14%. Use the drawdown chart below to compare losses from any high point for SXR6.DE and AW15.DE.


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Drawdown Indicators


SXR6.DEAW15.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.35%

-27.14%

-0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-11.48%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.32%

-27.14%

+5.82%

Current Drawdown

Current decline from peak

-5.48%

-6.79%

+1.31%

Average Drawdown

Average peak-to-trough decline

-7.19%

-12.50%

+5.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

3.38%

+0.36%

Volatility

SXR6.DE vs. AW15.DE - Volatility Comparison

iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) has a higher volatility of 9.00% compared to UBS ETF (IE) MSCI Japan Climate Paris Aligned UCITS ETF (JPY) Acc (AW15.DE) at 8.46%. This indicates that SXR6.DE's price experiences larger fluctuations and is considered to be riskier than AW15.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXR6.DEAW15.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.00%

8.46%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.57%

14.79%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

20.26%

20.16%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.42%

16.26%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.72%

16.26%

+0.46%