SXRJ.DE vs. D5BL.DE
SXRJ.DE (iShares MSCI EMU Small Cap UCITS ETF (Acc)) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - SXRJ.DE tracks the MSCI EMU Small Cap while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, SXRJ.DE returned 9.05%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.83 suggests significant overlap in exposure. SXRJ.DE charges 0.58%/yr vs 0.15%/yr for D5BL.DE.
Performance
SXRJ.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRJ.DE achieves a 10.87% return, which is significantly lower than D5BL.DE's 13.85% return. Over the past 10 years, SXRJ.DE has underperformed D5BL.DE with an annualized return of 9.05%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
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%
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
SXRJ.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRJ.DE iShares MSCI EMU Small Cap UCITS ETF (Acc) | 10.87% | 25.22% | -0.19% | 14.41% | -16.60% | 23.00% | 5.26% | 29.83% | -17.96% | 23.99% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
Correlation
The correlation between SXRJ.DE and D5BL.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.83 |
The correlation between SXRJ.DE and D5BL.DE has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.
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Return for Risk
SXRJ.DE vs. D5BL.DE — Risk / Return Rank
SXRJ.DE
D5BL.DE
SXRJ.DE vs. D5BL.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 Xtrackers MSCI Europe Value UCITS ETF (D5BL.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 | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.42 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 3.28 | -1.69 |
| Martin ratioReturn relative to average drawdown | 5.95 | 12.52 | -6.56 |
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
| SXRJ.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.28 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.93 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.60 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.48 | +0.11 |
Drawdowns
SXRJ.DE vs. D5BL.DE - Drawdown Comparison
The maximum SXRJ.DE drawdown since its inception was -39.38%, roughly equal to the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for SXRJ.DE and D5BL.DE.
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Drawdown Indicators
| SXRJ.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.38% | -40.40% | +1.02% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -10.02% | -0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -15.73% | -17.36% | +1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -19.58% | -9.85% |
Max Drawdown (10Y)Largest decline over 10 years | -39.38% | -40.40% | +1.02% |
Current DrawdownCurrent decline from peak | -1.35% | -1.22% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -7.23% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.63% | +0.24% |
Volatility
SXRJ.DE vs. D5BL.DE - Volatility Comparison
The current volatility for iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.DE) is 4.04%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that SXRJ.DE experiences smaller price fluctuations and is considered to be less risky than D5BL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRJ.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 4.83% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 11.54% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 14.44% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 15.59% | +0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 17.76% | -1.48% |
SXRJ.DE vs. D5BL.DE - Expense Ratio Comparison
SXRJ.DE has a 0.58% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
SXRJ.DE vs. D5BL.DE - Dividend Comparison
Neither SXRJ.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRJ.DE and D5BL.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.58% for SXRJ.DE.
SXRJ.DE tracks MSCI EMU Small Cap, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.58% for SXRJ.DE and 0.15% for D5BL.DE.
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