SXRG.DE vs. JPSC.DE
SXRG.DE (iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)) and JPSC.DE (JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc)) are both Small Cap Blend Equities funds - SXRG.DE tracks the MSCI USA Small Cap ESG Enhanced Focus CTB while JPSC.DE tracks the Morningstar US Small Cap Target Market Exposure. Both are passively managed. Over the past 3 years, SXRG.DE returned 13.50%/yr vs 15.99%/yr for JPSC.DE. With a 0.98 correlation, they move nearly in lockstep. SXRG.DE charges 0.43%/yr vs 0.14%/yr for JPSC.DE.
Performance
SXRG.DE vs. JPSC.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SXRG.DE having a 16.26% return and JPSC.DE slightly higher at 16.44%.
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%
JPSC.DE
- 1D
- 0.23%
- 1M
- 4.19%
- YTD
- 16.44%
- 6M
- 16.38%
- 1Y
- 31.93%
- 3Y*
- 15.99%
- 5Y*
- —
- 10Y*
- —
SXRG.DE vs. JPSC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SXRG.DE iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 16.26% | -1.21% | 15.85% | 13.82% | -12.88% |
JPSC.DE JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) | 16.44% | 0.02% | 20.04% | 16.16% | -14.38% |
Correlation
The correlation between SXRG.DE and JPSC.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2022 | 0.98 |
The correlation between SXRG.DE and JPSC.DE has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.
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Return for Risk
SXRG.DE vs. JPSC.DE — Risk / Return Rank
SXRG.DE
JPSC.DE
SXRG.DE vs. JPSC.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 JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.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.DE | JPSC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | 5.00 | +0.16 |
| Martin ratioReturn relative to average drawdown | 15.48 | 14.78 | +0.70 |
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
| SXRG.DE | JPSC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.00 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.48 | +0.05 |
Drawdowns
SXRG.DE vs. JPSC.DE - Drawdown Comparison
The maximum SXRG.DE drawdown since its inception was -41.79%, which is greater than JPSC.DE's maximum drawdown of -30.63%. Use the drawdown chart below to compare losses from any high point for SXRG.DE and JPSC.DE.
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Drawdown Indicators
| SXRG.DE | JPSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.79% | -30.63% | -11.16% |
Max Drawdown (1Y)Largest decline over 1 year | -6.17% | -6.36% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -31.54% | -30.63% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -8.19% | +0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.15% | -0.09% |
Volatility
SXRG.DE vs. JPSC.DE - Volatility Comparison
The current volatility for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) is 3.75%, while JPMorgan BetaBuilders US Small Cap Equity UCITS ETF USD (acc) (JPSC.DE) has a volatility of 3.96%. This indicates that SXRG.DE experiences smaller price fluctuations and is considered to be less risky than JPSC.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.DE | JPSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.96% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 10.39% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 15.90% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.72% | 18.93% | +0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 18.93% | +1.42% |
SXRG.DE vs. JPSC.DE - Expense Ratio Comparison
SXRG.DE has a 0.43% expense ratio, which is higher than JPSC.DE's 0.14% expense ratio.
Dividends
SXRG.DE vs. JPSC.DE - Dividend Comparison
Neither SXRG.DE nor JPSC.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.98, SXRG.DE and JPSC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, JPSC.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JPSC.DE is cheaper with a 0.14% expense ratio, compared with 0.43% for SXRG.DE.
SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB, while JPSC.DE tracks Morningstar US Small Cap Target Market Exposure. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.43% for SXRG.DE and 0.14% for JPSC.DE.
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