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

Performance

SXRG.DE vs. VIOG - 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 Vanguard S&P Small-Cap 600 Growth ETF (VIOG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXRG.DE is traded in EUR, while VIOG is traded in USD. To make them comparable, the VIOG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXRG.DE achieves a 22.02% return, which is significantly lower than VIOG's 28.67% return. Both investments have delivered pretty close results over the past 10 years, with SXRG.DE having a 11.68% annualized return and VIOG not far ahead at 11.98%.


SXRG.DE

1D
0.54%
1M
6.55%
YTD
22.02%
6M
21.81%
1Y
39.28%
3Y*
15.57%
5Y*
7.85%
10Y*
11.68%

VIOG

1D
1.23%
1M
8.79%
YTD
28.67%
6M
25.19%
1Y
38.65%
3Y*
15.95%
5Y*
7.80%
10Y*
11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRG.DE vs. VIOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRG.DE
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)
22.02%-1.21%15.85%13.82%-12.53%29.74%6.96%30.76%-7.93%2.34%
VIOG
Vanguard S&P Small-Cap 600 Growth ETF
28.67%-7.11%16.44%13.42%-16.25%31.66%9.81%23.90%-0.09%0.60%

Correlation

The correlation between SXRG.DE and VIOG is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

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

0.65

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

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.63

The correlation between SXRG.DE and VIOG has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.

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Return for Risk

SXRG.DE vs. VIOG — 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: 8888
Overall Rank
SXRG.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SXRG.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
SXRG.DE Omega Ratio Rank: 8383
Omega Ratio Rank
SXRG.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
SXRG.DE Martin Ratio Rank: 9292
Martin Ratio Rank

VIOG
VIOG Risk / Return Rank: 7575
Overall Rank
VIOG Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VIOG Sortino Ratio Rank: 7474
Sortino Ratio Rank
VIOG Omega Ratio Rank: 6565
Omega Ratio Rank
VIOG Calmar Ratio Rank: 8383
Calmar Ratio Rank
VIOG Martin Ratio Rank: 8080
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. VIOG - 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 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SXRG.DEVIOGDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.43

1.39

+0.05

Calmar ratioReturn relative to maximum drawdown

6.34

5.45

+0.88

Martin ratioReturn relative to average drawdown

19.79

17.64

+2.14

SXRG.DE vs. VIOG - Sharpe Ratio Comparison

The current SXRG.DE Sharpe Ratio is 2.48, which is comparable to the VIOG Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of SXRG.DE and VIOG, 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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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 -40.45%. Use the drawdown chart below to compare losses from any high point for SXRG.DE and VIOG.


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Drawdown Indicators


SXRG.DEVIOGDifference

Max Drawdown

Largest peak-to-trough decline

-41.79%

-40.45%

-1.34%

Max Drawdown (1Y)

Largest decline over 1 year

-6.17%

-7.12%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-31.54%

-30.78%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-31.54%

-30.78%

-0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-41.79%

-40.45%

-1.34%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.73%

-7.39%

-0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.20%

-0.22%

Volatility

SXRG.DE vs. VIOG - Volatility Comparison

The current volatility for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) is 3.43%, while Vanguard S&P Small-Cap 600 Growth ETF (VIOG) has a volatility of 4.81%. 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.


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Volatility by Period


SXRG.DEVIOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

4.81%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

12.54%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.80%

17.41%

-1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.76%

21.06%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

23.15%

-2.80%

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.


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 0.77%.


PositionTTM20252024202320222021202020192018201720162015
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
0.77%1.04%1.03%1.15%1.17%0.69%0.68%1.09%0.76%0.87%0.92%1.04%

Frequently Asked Questions


SXRG.DE and VIOG have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIOG is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIOG is cheaper with a 0.15% expense ratio, compared with 0.43% for SXRG.DE.

SXRG.DE is categorized as Small Cap Blend Equities, while VIOG is Small Cap Growth Equities. SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB, while VIOG tracks S&P SmallCap 600 Growth Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.43% for SXRG.DE and 0.15% for VIOG.

Portfolio Optimizer

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