SXR7.DE vs. FEZ
Compare and contrast key facts about iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) and SPDR EURO STOXX 50 ETF (FEZ).
SXR7.DE and FEZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXR7.DE is a passively managed fund by iShares that tracks the performance of the MSCI EMU. It was launched on Jan 12, 2010. FEZ is a passively managed fund by State Street that tracks the performance of the EURO STOXX 50 Index. It was launched on Oct 21, 2002. Both SXR7.DE and FEZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXR7.DE or FEZ.
Key characteristics
| SXR7.DE | FEZ | |
|---|---|---|
| YTD Return | 7.89% | 5.83% |
| 1Y Return | 15.90% | 18.41% |
| 3Y Return (Ann) | 4.04% | 3.70% |
| 5Y Return (Ann) | 6.85% | 7.42% |
| 10Y Return (Ann) | 7.34% | 5.72% |
| Sharpe Ratio | 1.22 | 1.16 |
| Sortino Ratio | 1.73 | 1.67 |
| Omega Ratio | 1.21 | 1.20 |
| Calmar Ratio | 1.50 | 1.93 |
| Martin Ratio | 5.31 | 5.62 |
| Ulcer Index | 2.66% | 3.29% |
| Daily Std Dev | 11.65% | 15.93% |
| Max Drawdown | -38.17% | -64.21% |
| Current Drawdown | -4.65% | -8.27% |
Correlation
The correlation between SXR7.DE and FEZ is 0.69, 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.
Performance
SXR7.DE vs. FEZ - Performance Comparison
In the year-to-date period, SXR7.DE achieves a 7.89% return, which is significantly higher than FEZ's 5.83% return. Over the past 10 years, SXR7.DE has outperformed FEZ with an annualized return of 7.34%, while FEZ has yielded a comparatively lower 5.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SXR7.DE vs. FEZ - Expense Ratio Comparison
SXR7.DE has a 0.12% expense ratio, which is lower than FEZ's 0.29% expense ratio.
Risk-Adjusted Performance
SXR7.DE vs. FEZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) and SPDR EURO STOXX 50 ETF (FEZ). 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.
Dividends
SXR7.DE vs. FEZ - Dividend Comparison
SXR7.DE has not paid dividends to shareholders, while FEZ's dividend yield for the trailing twelve months is around 2.79%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXR7.DE iShares Core MSCI EMU UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FEZ SPDR EURO STOXX 50 ETF | 2.79% | 2.75% | 3.05% | 2.61% | 2.12% | 2.61% | 3.45% | 2.44% | 3.35% | 3.03% | 3.78% | 2.72% |
Drawdowns
SXR7.DE vs. FEZ - Drawdown Comparison
The maximum SXR7.DE drawdown since its inception was -38.17%, smaller than the maximum FEZ drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for SXR7.DE and FEZ. For additional features, visit the drawdowns tool.
Volatility
SXR7.DE vs. FEZ - Volatility Comparison
The current volatility for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) is 4.97%, while SPDR EURO STOXX 50 ETF (FEZ) has a volatility of 5.59%. This indicates that SXR7.DE experiences smaller price fluctuations and is considered to be less risky than FEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.