SXRG.DE vs. VIOV
SXRG.DE (iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)) and VIOV (Vanguard S&P Small-Cap 600 Value ETF) are both exchange-traded funds - SXRG.DE is a Small Cap Blend Equities fund tracking the MSCI USA Small Cap ESG Enhanced Focus CTB, while VIOV is a Small Cap Value Equities fund tracking the S&P SmallCap 600 Value Index. Both are passively managed. Over the past 10 years, SXRG.DE returned 10.73%/yr vs 9.98%/yr for VIOV. A 0.62 correlation means they provide meaningful diversification when combined. SXRG.DE charges 0.43%/yr vs 0.10%/yr for VIOV.
Performance
SXRG.DE vs. VIOV - Performance Comparison
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Different Trading Currencies
SXRG.DE is traded in EUR, while VIOV is traded in USD. To make them comparable, the VIOV 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 16.26% return, which is significantly lower than VIOV's 18.09% return. Over the past 10 years, SXRG.DE has outperformed VIOV with an annualized return of 10.73%, while VIOV has yielded a comparatively lower 9.98% annualized return.
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%
VIOV
- 1D
- 1.14%
- 1M
- 3.05%
- YTD
- 18.09%
- 6M
- 17.05%
- 1Y
- 36.90%
- 3Y*
- 12.51%
- 5Y*
- 7.00%
- 10Y*
- 9.98%
SXRG.DE vs. VIOV - 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% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 18.09% | -6.03% | 14.54% | 11.90% | -5.87% | 40.45% | -5.67% | 27.25% | -8.76% | -2.17% |
Correlation
The correlation between SXRG.DE and VIOV is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010 | 0.62 |
The correlation between SXRG.DE and VIOV has been stable across timeframes, ranging from 0.62 to 0.65 - a consistent structural relationship.
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Return for Risk
SXRG.DE vs. VIOV — Risk / Return Rank
SXRG.DE
VIOV
SXRG.DE vs. VIOV - 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 Value ETF (VIOV). 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 | VIOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | 5.00 | +0.15 |
| Martin ratioReturn relative to average drawdown | 15.48 | 16.04 | -0.56 |
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 | VIOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.05 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.33 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.41 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.56 | -0.03 |
Drawdowns
SXRG.DE vs. VIOV - Drawdown Comparison
The maximum SXRG.DE drawdown since its inception was -41.79%, roughly equal to the maximum VIOV drawdown of -43.38%. Use the drawdown chart below to compare losses from any high point for SXRG.DE and VIOV.
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Drawdown Indicators
| SXRG.DE | VIOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.79% | -43.38% | +1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -6.17% | -7.41% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -31.54% | -32.59% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | -32.59% | +1.05% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | -43.38% | +1.59% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -7.62% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.31% | -0.25% |
Volatility
SXRG.DE vs. VIOV - Volatility Comparison
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) and Vanguard S&P Small-Cap 600 Value ETF (VIOV) have volatilities of 3.75% and 3.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRG.DE | VIOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.94% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 11.60% | -1.49% |
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% | 21.60% | -1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 24.18% | -3.83% |
SXRG.DE vs. VIOV - Expense Ratio Comparison
SXRG.DE has a 0.43% expense ratio, which is higher than VIOV's 0.10% expense ratio.
Dividends
SXRG.DE vs. VIOV - Dividend Comparison
SXRG.DE has not paid dividends to shareholders, while VIOV's dividend yield for the trailing twelve months is around 1.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 1.57% | 1.69% | 1.78% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% |
Frequently Asked Questions
SXRG.DE and VIOV have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VIOV is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VIOV is cheaper with a 0.10% expense ratio, compared with 0.43% for SXRG.DE.
SXRG.DE is categorized as Small Cap Blend Equities, while VIOV is Small Cap Value Equities. SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB, while VIOV tracks S&P SmallCap 600 Value Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.43% for SXRG.DE and 0.10% for VIOV.
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