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SXR7.DE vs. CSUS.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SXR7.DE vs. CSUS.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) and iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS). The values are adjusted to include any dividend payments, if applicable.

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SXR7.DE vs. CSUS.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXR7.DE
iShares Core MSCI EMU UCITS ETF EUR (Acc)
0.23%24.84%9.37%18.88%-11.80%22.25%-0.64%27.60%-13.03%12.98%
CSUS.AS
iShares MSCI USA UCITS ETF USD (Acc)
-3.31%4.04%33.96%22.33%-15.27%37.95%10.18%32.81%-0.73%6.52%

Returns By Period

In the year-to-date period, SXR7.DE achieves a 0.23% return, which is significantly higher than CSUS.AS's -3.31% return. Over the past 10 years, SXR7.DE has underperformed CSUS.AS with an annualized return of 9.54%, while CSUS.AS has yielded a comparatively higher 13.48% annualized return.


SXR7.DE

1D
2.91%
1M
-3.71%
YTD
0.23%
6M
4.58%
1Y
14.47%
3Y*
13.38%
5Y*
9.96%
10Y*
9.54%

CSUS.AS

1D
1.80%
1M
-2.91%
YTD
-3.31%
6M
-0.34%
1Y
10.04%
3Y*
16.15%
5Y*
11.56%
10Y*
13.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SXR7.DE vs. CSUS.AS - Expense Ratio Comparison

SXR7.DE has a 0.12% expense ratio, which is lower than CSUS.AS's 0.33% expense ratio.


Return for Risk

SXR7.DE vs. CSUS.AS — Risk / Return Rank

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

SXR7.DE
SXR7.DE Risk / Return Rank: 4747
Overall Rank
SXR7.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SXR7.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
SXR7.DE Omega Ratio Rank: 4343
Omega Ratio Rank
SXR7.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
SXR7.DE Martin Ratio Rank: 5151
Martin Ratio Rank

CSUS.AS
CSUS.AS Risk / Return Rank: 5252
Overall Rank
CSUS.AS Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CSUS.AS Sortino Ratio Rank: 2828
Sortino Ratio Rank
CSUS.AS Omega Ratio Rank: 3131
Omega Ratio Rank
CSUS.AS Calmar Ratio Rank: 8787
Calmar Ratio Rank
CSUS.AS Martin Ratio Rank: 8383
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.

SXR7.DE vs. CSUS.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) and iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS). 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.


SXR7.DECSUS.ASDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.57

+0.33

Sortino ratio

Return per unit of downside risk

1.27

0.88

+0.39

Omega ratio

Gain probability vs. loss probability

1.18

1.13

+0.05

Calmar ratio

Return relative to maximum drawdown

1.46

2.93

-1.48

Martin ratio

Return relative to average drawdown

5.26

10.06

-4.81

SXR7.DE vs. CSUS.AS - Sharpe Ratio Comparison

The current SXR7.DE Sharpe Ratio is 0.90, which is higher than the CSUS.AS Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of SXR7.DE and CSUS.AS, 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


SXR7.DECSUS.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.57

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.73

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.81

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.83

-0.39

Correlation

The correlation between SXR7.DE and CSUS.AS is 0.67, 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.


Dividends

SXR7.DE vs. CSUS.AS - Dividend Comparison

Neither SXR7.DE nor CSUS.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXR7.DE vs. CSUS.AS - Drawdown Comparison

The maximum SXR7.DE drawdown since its inception was -38.17%, which is greater than CSUS.AS's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for SXR7.DE and CSUS.AS.


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Drawdown Indicators


SXR7.DECSUS.ASDifference

Max Drawdown

Largest peak-to-trough decline

-38.17%

-34.08%

-4.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.02%

-13.33%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-24.49%

-23.49%

-1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-38.17%

-34.08%

-4.09%

Current Drawdown

Current decline from peak

-6.12%

-5.40%

-0.72%

Average Drawdown

Average peak-to-trough decline

-6.70%

-4.46%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.14%

+0.69%

Volatility

SXR7.DE vs. CSUS.AS - Volatility Comparison

iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) has a higher volatility of 6.42% compared to iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) at 3.68%. This indicates that SXR7.DE's price experiences larger fluctuations and is considered to be riskier than CSUS.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXR7.DECSUS.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

3.68%

+2.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.25%

8.65%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

17.40%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

15.51%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

16.27%

+0.69%