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

Performance

SXRG.DE vs. SMLK.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 S&P SmallCap 600 UCITS ETF A (SMLK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SXRG.DE having a 16.26% return and SMLK.DE slightly lower at 15.73%.


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%

SMLK.DE

1D
0.95%
1M
2.49%
YTD
15.73%
6M
16.04%
1Y
31.03%
3Y*
12.46%
5Y*
6.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
SXRG.DE
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)
16.26%-1.21%15.85%13.82%-12.53%8.11%
SMLK.DE
Invesco S&P SmallCap 600 UCITS ETF A
15.73%-4.02%13.30%13.97%-11.83%10.98%

Correlation

The correlation between SXRG.DE and SMLK.DE is 0.95 - 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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

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

0.97

Correlation (All Time)
Calculated using the full available price history since Apr 15, 2021

0.97

The correlation between SXRG.DE and SMLK.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

SXRG.DE vs. SMLK.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

SMLK.DE
SMLK.DE Risk / Return Rank: 6666
Overall Rank
SMLK.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SMLK.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
SMLK.DE Omega Ratio Rank: 5555
Omega Ratio Rank
SMLK.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
SMLK.DE Martin Ratio Rank: 7676
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. SMLK.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 S&P SmallCap 600 UCITS ETF A (SMLK.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.DESMLK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.35

1.33

+0.02

Calmar ratioReturn relative to maximum drawdown

5.15

5.02

+0.13

Martin ratioReturn relative to average drawdown

15.48

14.18

+1.30

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

The current SXRG.DE Sharpe Ratio is 2.01, which is comparable to the SMLK.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of SXRG.DE and SMLK.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.DESMLK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

1.88

+0.14

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

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.34

+0.19

Drawdowns

SXRG.DE vs. SMLK.DE - Drawdown Comparison

The maximum SXRG.DE drawdown since its inception was -41.79%, which is greater than SMLK.DE's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SXRG.DE and SMLK.DE.


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Drawdown Indicators


SXRG.DESMLK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.79%

-32.69%

-9.10%

Max Drawdown (1Y)

Largest decline over 1 year

-6.17%

-6.15%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-31.54%

-32.69%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-31.54%

-32.69%

+1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-41.79%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.92%

-8.96%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.18%

-0.12%

Volatility

SXRG.DE vs. SMLK.DE - Volatility Comparison

The current volatility for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) is 3.75%, while Invesco S&P SmallCap 600 UCITS ETF A (SMLK.DE) has a volatility of 4.06%. This indicates that SXRG.DE experiences smaller price fluctuations and is considered to be less risky than SMLK.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.DESMLK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

4.06%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

10.55%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

16.46%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.72%

20.01%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

19.98%

+0.37%

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

SXRG.DE has a 0.43% expense ratio, which is higher than SMLK.DE's 0.14% expense ratio.


Dividends

SXRG.DE vs. SMLK.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, SXRG.DE and SMLK.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, SMLK.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMLK.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 SMLK.DE tracks S&P SmallCap 600. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.43% for SXRG.DE and 0.14% for SMLK.DE.

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