SXRG.DE vs. VIOG
Compare and contrast key facts about iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG).
SXRG.DE and VIOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXRG.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA Small Cap ESG Enhanced Focus CTB. It was launched on Jul 1, 2009. VIOG is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 7, 2010. Both SXRG.DE and VIOG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXRG.DE or VIOG.
Key characteristics
| SXRG.DE | VIOG | |
|---|---|---|
| YTD Return | 22.06% | 20.17% |
| 1Y Return | 42.10% | 41.19% |
| 3Y Return (Ann) | 5.32% | 2.61% |
| 5Y Return (Ann) | 11.57% | 11.40% |
| 10Y Return (Ann) | 11.14% | 10.71% |
| Sharpe Ratio | 1.97 | 2.13 |
| Sortino Ratio | 2.92 | 3.06 |
| Omega Ratio | 1.38 | 1.37 |
| Calmar Ratio | 2.21 | 1.80 |
| Martin Ratio | 9.69 | 13.40 |
| Ulcer Index | 3.61% | 3.22% |
| Daily Std Dev | 17.97% | 20.24% |
| Max Drawdown | -41.79% | -41.73% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SXRG.DE and VIOG is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SXRG.DE vs. VIOG - Performance Comparison
In the year-to-date period, SXRG.DE achieves a 22.06% return, which is significantly higher than VIOG's 20.17% return. Both investments have delivered pretty close results over the past 10 years, with SXRG.DE having a 11.14% annualized return and VIOG not far behind at 10.71%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SXRG.DE vs. VIOG - Expense Ratio Comparison
SXRG.DE has a 0.43% expense ratio, which is higher than VIOG's 0.15% expense ratio.
Risk-Adjusted Performance
SXRG.DE vs. VIOG - Risk-Adjusted Performance 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 Vanguard S&P Small-Cap 600 Growth ETF (VIOG). 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.
Dividends
SXRG.DE vs. VIOG - Dividend Comparison
SXRG.DE has not paid dividends to shareholders, while VIOG's dividend yield for the trailing twelve months is around 1.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXRG.DE iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.02% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% | 0.52% |
Drawdowns
SXRG.DE vs. VIOG - Drawdown Comparison
The maximum SXRG.DE drawdown since its inception was -41.79%, roughly equal to the maximum VIOG drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for SXRG.DE and VIOG. For additional features, visit the drawdowns tool.
Volatility
SXRG.DE vs. VIOG - Volatility Comparison
The current volatility for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) is 5.54%, while Vanguard S&P Small-Cap 600 Growth ETF (VIOG) has a volatility of 7.32%. This indicates that SXRG.DE experiences smaller price fluctuations and is considered to be less risky than VIOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.