SXR6.DE vs. WTIZ.DE
SXR6.DE (iShares MSCI Japan SRI UCITS ETF USD Acc) and WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) are both Japan Equities funds - SXR6.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels while WTIZ.DE tracks the WisdomTree Japan Equity. Both are passively managed. Over the past 5 years, SXR6.DE returned 4.25%/yr vs 14.12%/yr for WTIZ.DE. Their correlation of 0.89 suggests significant overlap in exposure. SXR6.DE charges 0.20%/yr vs 0.40%/yr for WTIZ.DE.
Performance
SXR6.DE vs. WTIZ.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 WTIZ.DE's 17.38% 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*
- —
WTIZ.DE
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 17.38%
- 6M
- 18.93%
- 1Y
- 34.34%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
SXR6.DE vs. WTIZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXR6.DE iShares MSCI Japan SRI UCITS ETF USD Acc | 3.87% | 6.58% | 9.11% | 9.64% | -13.84% | 9.84% | 13.20% |
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 21.47% | -4.73% | 14.55% | 11.02% |
Correlation
The correlation between SXR6.DE and WTIZ.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020 | 0.89 |
The correlation between SXR6.DE and WTIZ.DE shifts across timeframes, from 0.78 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXR6.DE vs. WTIZ.DE — Risk / Return Rank
SXR6.DE
WTIZ.DE
SXR6.DE vs. WTIZ.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 WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.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 | WTIZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.33 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 3.19 | -2.29 |
| Martin ratioReturn relative to average drawdown | 2.55 | 10.27 | -7.72 |
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 | WTIZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 1.79 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.82 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.91 | -0.62 |
Drawdowns
SXR6.DE vs. WTIZ.DE - Drawdown Comparison
The maximum SXR6.DE drawdown since its inception was -27.35%, which is greater than WTIZ.DE's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for SXR6.DE and WTIZ.DE.
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Drawdown Indicators
| SXR6.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.35% | -17.17% | -10.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.40% | -10.49% | -0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -16.29% | -17.17% | +0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -21.32% | -17.17% | -4.15% |
Current DrawdownCurrent decline from peak | -1.85% | -0.39% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -7.15% | -3.62% | -3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 3.26% | +0.75% |
Volatility
SXR6.DE vs. WTIZ.DE - Volatility Comparison
iShares MSCI Japan SRI UCITS ETF USD Acc (SXR6.DE) and WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) have volatilities of 3.60% and 3.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR6.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 3.61% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.77% | 15.05% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 18.70% | -0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.54% | 16.95% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 16.60% | +0.17% |
SXR6.DE vs. WTIZ.DE - Expense Ratio Comparison
SXR6.DE has a 0.20% expense ratio, which is lower than WTIZ.DE's 0.40% expense ratio.
Dividends
SXR6.DE vs. WTIZ.DE - Dividend Comparison
Neither SXR6.DE nor WTIZ.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR6.DE and WTIZ.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR6.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for WTIZ.DE.
SXR6.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels, while WTIZ.DE tracks WisdomTree Japan Equity. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for SXR6.DE and 0.40% for WTIZ.DE.
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