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SXR6.DE vs. SXR8.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SXR6.DE and SXR8.DE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

SXR6.DE vs. SXR8.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 iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
0.03%
10.33%
SXR6.DE
SXR8.DE

Key characteristics

Sharpe Ratio

SXR6.DE:

0.55

SXR8.DE:

2.12

Sortino Ratio

SXR6.DE:

0.84

SXR8.DE:

2.92

Omega Ratio

SXR6.DE:

1.12

SXR8.DE:

1.42

Calmar Ratio

SXR6.DE:

0.79

SXR8.DE:

3.26

Martin Ratio

SXR6.DE:

2.94

SXR8.DE:

14.16

Ulcer Index

SXR6.DE:

3.17%

SXR8.DE:

1.90%

Daily Std Dev

SXR6.DE:

16.77%

SXR8.DE:

12.70%

Max Drawdown

SXR6.DE:

-27.35%

SXR8.DE:

-33.78%

Current Drawdown

SXR6.DE:

-1.03%

SXR8.DE:

0.00%

Returns By Period

In the year-to-date period, SXR6.DE achieves a 3.67% return, which is significantly lower than SXR8.DE's 3.87% return.


SXR6.DE

YTD

3.67%

1M

5.68%

6M

8.30%

1Y

9.30%

5Y*

3.99%

10Y*

N/A

SXR8.DE

YTD

3.87%

1M

3.56%

6M

19.49%

1Y

28.23%

5Y*

14.85%

10Y*

13.95%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SXR6.DE vs. SXR8.DE - Expense Ratio Comparison

SXR6.DE has a 0.20% expense ratio, which is higher than SXR8.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%.


SXR6.DE
iShares MSCI Japan SRI UCITS ETF USD Acc
Expense ratio chart for SXR6.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SXR8.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

SXR6.DE vs. SXR8.DE — Risk-Adjusted Performance Rank

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

SXR6.DE
The Risk-Adjusted Performance Rank of SXR6.DE is 2626
Overall Rank
The Sharpe Ratio Rank of SXR6.DE is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of SXR6.DE is 1919
Sortino Ratio Rank
The Omega Ratio Rank of SXR6.DE is 2222
Omega Ratio Rank
The Calmar Ratio Rank of SXR6.DE is 3535
Calmar Ratio Rank
The Martin Ratio Rank of SXR6.DE is 3333
Martin Ratio Rank

SXR8.DE
The Risk-Adjusted Performance Rank of SXR8.DE is 8787
Overall Rank
The Sharpe Ratio Rank of SXR8.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of SXR8.DE is 8585
Sortino Ratio Rank
The Omega Ratio Rank of SXR8.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of SXR8.DE is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SXR8.DE is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SXR6.DE vs. SXR8.DE - Risk-Adjusted Performance 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 S&P 500 UCITS ETF USD (Acc) (SXR8.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.


Sharpe ratio
The chart of Sharpe ratio for SXR6.DE, currently valued at 0.30, compared to the broader market0.002.004.000.301.94
The chart of Sortino ratio for SXR6.DE, currently valued at 0.52, compared to the broader market0.005.0010.000.522.69
The chart of Omega ratio for SXR6.DE, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.36
The chart of Calmar ratio for SXR6.DE, currently valued at 0.29, compared to the broader market0.005.0010.0015.0020.000.293.01
The chart of Martin ratio for SXR6.DE, currently valued at 1.05, compared to the broader market0.0020.0040.0060.0080.00100.001.0512.00
SXR6.DE
SXR8.DE

The current SXR6.DE Sharpe Ratio is 0.55, which is lower than the SXR8.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SXR6.DE and SXR8.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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.30
1.94
SXR6.DE
SXR8.DE

Dividends

SXR6.DE vs. SXR8.DE - Dividend Comparison

Neither SXR6.DE nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXR6.DE vs. SXR8.DE - Drawdown Comparison

The maximum SXR6.DE drawdown since its inception was -27.35%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for SXR6.DE and SXR8.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.08%
-0.78%
SXR6.DE
SXR8.DE

Volatility

SXR6.DE vs. SXR8.DE - Volatility Comparison

The current volatility for iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) is 3.64%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 4.51%. This indicates that SXR6.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.64%
4.51%
SXR6.DE
SXR8.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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