SXR6.DE vs. IUSQ.DE
SXR6.DE (iShares MSCI Japan SRI UCITS ETF USD Acc) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - SXR6.DE is a Japan Equities fund tracking the MSCI Japan SRI Select Reduced Fossil Fuels, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 5 years, SXR6.DE returned 4.25%/yr vs 12.42%/yr for IUSQ.DE. A 0.67 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
SXR6.DE vs. IUSQ.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 IUSQ.DE's 12.65% 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*
- —
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
SXR6.DE vs. IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 3.94% |
Correlation
The correlation between SXR6.DE and IUSQ.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2017 | 0.67 |
The correlation between SXR6.DE and IUSQ.DE shifts across timeframes, from 0.53 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXR6.DE vs. IUSQ.DE — Risk / Return Rank
SXR6.DE
IUSQ.DE
SXR6.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.43 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 4.08 | -3.18 |
| Martin ratioReturn relative to average drawdown | 2.55 | 16.69 | -14.14 |
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 | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 2.31 | -1.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.88 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.76 | -0.46 |
Drawdowns
SXR6.DE vs. IUSQ.DE - Drawdown Comparison
The maximum SXR6.DE drawdown since its inception was -27.35%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for SXR6.DE and IUSQ.DE.
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Drawdown Indicators
| SXR6.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.35% | -33.60% | +6.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -6.48% | -4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -16.29% | -21.25% | +4.96% |
Max Drawdown (5Y)Largest decline over 5 years | -21.32% | -21.25% | -0.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -1.85% | -0.55% | -1.30% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -4.19% | -2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 1.59% | +2.42% |
Volatility
SXR6.DE vs. IUSQ.DE - Volatility Comparison
iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) has a higher volatility of 3.60% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that SXR6.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 3.03% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.77% | 8.26% | +6.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 11.47% | +7.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 13.94% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 15.02% | +1.75% |
SXR6.DE vs. IUSQ.DE - Expense Ratio Comparison
Both SXR6.DE and IUSQ.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SXR6.DE vs. IUSQ.DE - Dividend Comparison
Neither SXR6.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR6.DE and IUSQ.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SXR6.DE and IUSQ.DE have the same expense ratio: 0.20% per year.
SXR6.DE is categorized as Japan Equities, while IUSQ.DE is Global Equities. SXR6.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels, while IUSQ.DE tracks MSCI All Country World (ACWI).
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