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SXRG.DE vs. SC0K.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRG.DE vs. SC0K.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 Invesco Russell 2000 UCITS ETF (SC0K.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRG.DE vs. SC0K.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%
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

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

SC0K.DE
SC0K.DE Risk / Return Rank: 6969
Overall Rank
SC0K.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SC0K.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
SC0K.DE Omega Ratio Rank: 5959
Omega Ratio Rank
SC0K.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
SC0K.DE Martin Ratio Rank: 7272
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. 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.DESC0K.DEDifference
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

SXRG.DE vs. SC0K.DE - Sharpe Ratio Comparison

The current SXRG.DE Sharpe Ratio is 2.01, which is comparable to the SC0K.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of SXRG.DE and SC0K.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.DESC0K.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

0.34

+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.DESC0K.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.92%

-8.10%

+0.18%

Ulcer Index

Depth 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.DESC0K.DEDifference

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.


Tickers have no history of dividend payments

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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