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SXRG.DE vs. EUNL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRG.DE vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXRG.DE achieves a 16.26% return, which is significantly higher than EUNL.DE's 10.86% return. Over the past 10 years, SXRG.DE has underperformed EUNL.DE with an annualized return of 10.73%, while EUNL.DE has yielded a comparatively higher 12.82% annualized return.


SXRG.DE

1D
0.84%
1M
4.42%
YTD
16.26%
6M
16.37%
1Y
31.93%
3Y*
13.50%
5Y*
7.64%
10Y*
10.73%

EUNL.DE

1D
0.02%
1M
4.80%
YTD
10.86%
6M
11.29%
1Y
23.80%
3Y*
17.55%
5Y*
12.89%
10Y*
12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRG.DE vs. EUNL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRG.DE
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)
16.26%-1.21%15.85%13.82%-12.53%29.74%6.96%30.76%-7.93%2.34%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
10.86%7.90%25.93%20.13%-13.59%32.71%5.48%31.34%-5.13%7.71%

Correlation

The correlation between SXRG.DE and EUNL.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

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since May 26, 2010

0.82

The correlation between SXRG.DE and EUNL.DE has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

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Return for Risk

SXRG.DE vs. EUNL.DE — Risk / Return Rank

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

SXRG.DE
SXRG.DE Risk / Return Rank: 7070
Overall Rank
SXRG.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SXRG.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
SXRG.DE Omega Ratio Rank: 5858
Omega Ratio Rank
SXRG.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
SXRG.DE Martin Ratio Rank: 8080
Martin Ratio Rank

EUNL.DE
EUNL.DE Risk / Return Rank: 7070
Overall Rank
EUNL.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 6868
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 7777
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.

SXRG.DE vs. EUNL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.


SXRG.DEEUNL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.35

1.40

-0.05

Calmar ratioReturn relative to maximum drawdown

5.15

3.64

+1.51

Martin ratioReturn relative to average drawdown

15.48

14.52

+0.97

SXRG.DE vs. EUNL.DE - Sharpe Ratio Comparison

The current SXRG.DE Sharpe Ratio is 2.01, which is comparable to the EUNL.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SXRG.DE and EUNL.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXRG.DEEUNL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

2.12

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.90

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.84

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.82

-0.29

Drawdowns

SXRG.DE vs. EUNL.DE - Drawdown Comparison

The maximum SXRG.DE drawdown since its inception was -41.79%, which is greater than EUNL.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for SXRG.DE and EUNL.DE.


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Drawdown Indicators


SXRG.DEEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.79%

-33.63%

-8.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.17%

-6.50%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-31.54%

-21.73%

-9.81%

Max Drawdown (5Y)

Largest decline over 5 years

-31.54%

-21.73%

-9.81%

Max Drawdown (10Y)

Largest decline over 10 years

-41.79%

-33.63%

-8.16%

Current Drawdown

Current decline from peak

0.00%

-0.31%

+0.31%

Average Drawdown

Average peak-to-trough decline

-7.92%

-4.25%

-3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

1.64%

+0.42%

Volatility

SXRG.DE vs. EUNL.DE - Volatility Comparison

iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) has a higher volatility of 3.75% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.62%. This indicates that SXRG.DE's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRG.DEEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

2.62%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

7.72%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

11.16%

+4.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

14.17%

+5.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

15.17%

+5.18%

SXRG.DE vs. EUNL.DE - Expense Ratio Comparison

SXRG.DE has a 0.43% expense ratio, which is higher than EUNL.DE's 0.20% expense ratio.


Dividends

SXRG.DE vs. EUNL.DE - Dividend Comparison

Neither SXRG.DE nor EUNL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXRG.DE and EUNL.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, EUNL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNL.DE is cheaper with a 0.20% expense ratio, compared with 0.43% for SXRG.DE.

SXRG.DE is categorized as Small Cap Blend Equities, while EUNL.DE is Global Equities. SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB, while EUNL.DE tracks MSCI World Index. Their fees differ too: 0.43% for SXRG.DE and 0.20% for EUNL.DE.

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