SXR6.DE vs. EUNN.DE
SXR6.DE (iShares MSCI Japan SRI UCITS ETF USD Acc) and EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) are both Japan Equities funds from iShares - SXR6.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels while EUNN.DE tracks the MSCI Japan IMI. Both are passively managed. Over the past 5 years, SXR6.DE returned 4.25%/yr vs 9.85%/yr for EUNN.DE. Their correlation of 0.95 suggests significant overlap in exposure. SXR6.DE charges 0.20%/yr vs 0.12%/yr for EUNN.DE.
Performance
SXR6.DE vs. EUNN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR6.DE achieves a 3.87% return, which is significantly lower than EUNN.DE's 16.53% return.
SXR6.DE
- 1D
- -0.07%
- 1M
- 4.16%
- YTD
- 3.87%
- 6M
- 3.94%
- 1Y
- 11.34%
- 3Y*
- 6.07%
- 5Y*
- 4.25%
- 10Y*
- —
EUNN.DE
- 1D
- -0.27%
- 1M
- 3.50%
- YTD
- 16.53%
- 6M
- 16.81%
- 1Y
- 31.22%
- 3Y*
- 15.47%
- 5Y*
- 9.85%
- 10Y*
- 9.05%
SXR6.DE vs. EUNN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR6.DE iShares MSCI Japan SRI UCITS ETF USD Acc | 3.87% | 6.58% | 9.11% | 9.64% | -13.84% | 9.84% | 6.35% | 26.72% | -10.33% | 3.99% |
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 16.53% | 13.46% | 12.90% | 15.16% | -11.47% | 9.25% | 4.10% | 22.24% | -10.32% | 5.64% |
Correlation
The correlation between SXR6.DE and EUNN.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2017 | 0.95 |
The correlation between SXR6.DE and EUNN.DE has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.
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Return for Risk
SXR6.DE vs. EUNN.DE — Risk / Return Rank
SXR6.DE
EUNN.DE
SXR6.DE vs. EUNN.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 iShares Core MSCI Japan IMI UCITS ETF (EUNN.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.DE | EUNN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.32 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 3.14 | -2.24 |
| Martin ratioReturn relative to average drawdown | 2.55 | 10.51 | -7.96 |
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
| SXR6.DE | EUNN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 1.67 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.61 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.53 | -0.23 |
Drawdowns
SXR6.DE vs. EUNN.DE - Drawdown Comparison
The maximum SXR6.DE drawdown since its inception was -27.35%, roughly equal to the maximum EUNN.DE drawdown of -28.55%. Use the drawdown chart below to compare losses from any high point for SXR6.DE and EUNN.DE.
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Drawdown Indicators
| SXR6.DE | EUNN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.35% | -28.55% | +1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -9.58% | -1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -16.29% | -15.81% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -21.32% | -19.41% | -1.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.55% | — |
Current DrawdownCurrent decline from peak | -1.85% | -0.27% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -6.85% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 2.86% | +1.15% |
Volatility
SXR6.DE vs. EUNN.DE - Volatility Comparison
iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) has a higher volatility of 3.60% compared to iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) at 3.16%. This indicates that SXR6.DE's price experiences larger fluctuations and is considered to be riskier than EUNN.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.DE | EUNN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 3.16% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 14.77% | 14.53% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 17.97% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 16.04% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 16.08% | +0.69% |
SXR6.DE vs. EUNN.DE - Expense Ratio Comparison
SXR6.DE has a 0.20% expense ratio, which is higher than EUNN.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%.
Dividends
SXR6.DE vs. EUNN.DE - Dividend Comparison
Neither SXR6.DE nor EUNN.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR6.DE and EUNN.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for SXR6.DE.
SXR6.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels, while EUNN.DE tracks MSCI Japan IMI. Their fees differ too: 0.20% for SXR6.DE and 0.12% for EUNN.DE.
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