SXRJ.DE vs. 5HEU.DE
SXRJ.DE (iShares MSCI EMU Small Cap UCITS ETF (Acc)) and 5HEU.DE (Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR)) are both Europe Equities funds - SXRJ.DE tracks the MSCI EMU Small Cap while 5HEU.DE tracks the Ossiam ESG Shiller Barclays CAPE® Europe Sector. Both are passively managed. A 0.66 correlation means they provide meaningful diversification when combined. SXRJ.DE charges 0.58%/yr vs 0.75%/yr for 5HEU.DE.
Performance
SXRJ.DE vs. 5HEU.DE - Performance Comparison
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Returns By Period
SXRJ.DE
- 1D
- 0.05%
- 1M
- 0.91%
- YTD
- 10.87%
- 6M
- 13.36%
- 1Y
- 16.78%
- 3Y*
- 13.45%
- 5Y*
- 6.53%
- 10Y*
- 9.05%
5HEU.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRJ.DE vs. 5HEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SXRJ.DE iShares MSCI EMU Small Cap UCITS ETF (Acc) | 10.87% | 25.22% | -0.19% | 14.41% | -13.23% |
5HEU.DE Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) | 0.00% | 4.88% | -2.91% | 6.26% | -6.49% |
Correlation
The correlation between SXRJ.DE and 5HEU.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2022 | 0.66 |
Over the past year, the correlation between SXRJ.DE and 5HEU.DE has dropped to 0.37 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
SXRJ.DE vs. 5HEU.DE — Risk / Return Rank
SXRJ.DE
5HEU.DE
SXRJ.DE vs. 5HEU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.DE) and Ossiam ESG Shiller Barclays CAPE® Europe Sector UCITS ETF (EUR) (5HEU.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.
| SXRJ.DE | 5HEU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.23 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | — | — |
| Martin ratioReturn relative to average drawdown | 5.95 | — | — |
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
| SXRJ.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | — | — |
Drawdowns
SXRJ.DE vs. 5HEU.DE - Drawdown Comparison
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Drawdown Indicators
| SXRJ.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.38% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -15.73% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.38% | — | — |
Current DrawdownCurrent decline from peak | -1.35% | — | — |
Average DrawdownAverage peak-to-trough decline | -7.44% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | — | — |
Volatility
SXRJ.DE vs. 5HEU.DE - Volatility Comparison
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Volatility by Period
| SXRJ.DE | 5HEU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | — | — |
SXRJ.DE vs. 5HEU.DE - Expense Ratio Comparison
SXRJ.DE has a 0.58% expense ratio, which is lower than 5HEU.DE's 0.75% expense ratio.
Dividends
SXRJ.DE vs. 5HEU.DE - Dividend Comparison
Neither SXRJ.DE nor 5HEU.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRJ.DE and 5HEU.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRJ.DE is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRJ.DE is cheaper with a 0.58% expense ratio, compared with 0.75% for 5HEU.DE.
SXRJ.DE tracks MSCI EMU Small Cap, while 5HEU.DE tracks Ossiam ESG Shiller Barclays CAPE® Europe Sector. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.58% for SXRJ.DE and 0.75% for 5HEU.DE.
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