SXRG.DE vs. SC0K.DE
SXRG.DE (iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)) and SC0K.DE (Invesco Russell 2000 UCITS ETF) are both Small Cap Blend Equities funds - SXRG.DE tracks the MSCI USA Small Cap ESG Enhanced Focus CTB while SC0K.DE tracks the Russell 2000®. Both are passively managed. Over the past 10 years, SXRG.DE returned 10.73%/yr vs 10.39%/yr for SC0K.DE. Their correlation of 0.94 suggests significant overlap in exposure. SXRG.DE charges 0.43%/yr vs 0.45%/yr for SC0K.DE.
Performance
SXRG.DE vs. SC0K.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRG.DE achieves a 16.26% return, which is significantly lower than SC0K.DE's 17.93% return. Both investments have delivered pretty close results over the past 10 years, with SXRG.DE having a 10.73% annualized return and SC0K.DE not far behind at 10.39%.
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%
SC0K.DE
- 1D
- 0.96%
- 1M
- 4.12%
- YTD
- 17.93%
- 6M
- 16.88%
- 1Y
- 38.56%
- 3Y*
- 15.51%
- 5Y*
- 7.16%
- 10Y*
- 10.39%
SXRG.DE vs. SC0K.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SC0K.DE Invesco Russell 2000 UCITS ETF | 17.93% | 1.56% | 15.91% | 14.84% | -16.55% | 24.70% | 8.14% | 29.08% | -9.05% | 0.67% |
Correlation
The correlation between SXRG.DE and SC0K.DE is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since May 26, 2010 | 0.94 |
The correlation between SXRG.DE and SC0K.DE has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.
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Return for Risk
SXRG.DE vs. SC0K.DE — Risk / Return Rank
SXRG.DE
SC0K.DE
SXRG.DE vs. SC0K.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 Invesco Russell 2000 UCITS ETF (SC0K.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 | SC0K.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | 4.57 | +0.58 |
| Martin ratioReturn relative to average drawdown | 15.48 | 13.31 | +2.17 |
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 | SC0K.DE | Difference | |
|---|---|---|---|
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 | 0.34 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.48 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.64 | -0.11 |
Drawdowns
SXRG.DE vs. SC0K.DE - Drawdown Comparison
The maximum SXRG.DE drawdown since its inception was -41.79%, roughly equal to the maximum SC0K.DE drawdown of -41.13%. Use the drawdown chart below to compare losses from any high point for SXRG.DE and SC0K.DE.
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Drawdown Indicators
| SXRG.DE | SC0K.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.79% | -41.13% | -0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.17% | -8.40% | +2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -31.54% | -32.50% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | -32.50% | +0.96% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -41.13% | -0.66% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -8.10% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.89% | -0.83% |
Volatility
SXRG.DE vs. SC0K.DE - Volatility Comparison
The current volatility for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) is 3.75%, while Invesco Russell 2000 UCITS ETF (SC0K.DE) has a volatility of 5.37%. This indicates that SXRG.DE experiences smaller price fluctuations and is considered to be less risky than SC0K.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 | SC0K.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 5.37% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 12.22% | -2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 18.10% | -2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.72% | 20.93% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 21.60% | -1.25% |
SXRG.DE vs. SC0K.DE - Expense Ratio Comparison
SXRG.DE has a 0.43% expense ratio, which is lower than SC0K.DE's 0.45% expense ratio.
Dividends
SXRG.DE vs. SC0K.DE - Dividend Comparison
Neither SXRG.DE nor SC0K.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, SXRG.DE and SC0K.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, SXRG.DE is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRG.DE is cheaper with a 0.43% expense ratio, compared with 0.45% for SC0K.DE.
SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB, while SC0K.DE tracks Russell 2000®. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.43% for SXRG.DE and 0.45% for SC0K.DE.
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