SXRJ.DE vs. EUPE.DE
SXRJ.DE (iShares MSCI EMU Small Cap UCITS ETF (Acc)) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - SXRJ.DE tracks the MSCI EMU Small Cap while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, SXRJ.DE returned 9.05%/yr vs 8.97%/yr for EUPE.DE. A 0.78 correlation means they provide meaningful diversification when combined. SXRJ.DE charges 0.58%/yr vs 0.65%/yr for EUPE.DE.
Performance
SXRJ.DE vs. EUPE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRJ.DE achieves a 10.87% return, which is significantly lower than EUPE.DE's 15.44% return. Both investments have delivered pretty close results over the past 10 years, with SXRJ.DE having a 9.05% annualized return and EUPE.DE not far behind at 8.97%.
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%
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
SXRJ.DE vs. EUPE.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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between SXRJ.DE and EUPE.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.78 |
Over the past year, the correlation between SXRJ.DE and EUPE.DE has dropped to 0.55 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXRJ.DE vs. EUPE.DE — Risk / Return Rank
SXRJ.DE
EUPE.DE
SXRJ.DE vs. EUPE.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 Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 4.19 | -2.60 |
| Martin ratioReturn relative to average drawdown | 5.95 | 11.50 | -5.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXRJ.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.17 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.65 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.60 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.46 | +0.12 |
Drawdowns
SXRJ.DE vs. EUPE.DE - Drawdown Comparison
The maximum SXRJ.DE drawdown since its inception was -39.38%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for SXRJ.DE and EUPE.DE.
Loading charts...
Drawdown Indicators
| SXRJ.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.38% | -32.64% | -6.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -5.82% | -4.86% |
Max Drawdown (3Y)Largest decline over 3 years | -15.73% | -15.63% | -0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -15.63% | -13.80% |
Max Drawdown (10Y)Largest decline over 10 years | -39.38% | -32.64% | -6.74% |
Current DrawdownCurrent decline from peak | -1.35% | -3.04% | +1.69% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -4.95% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.13% | +0.74% |
Volatility
SXRJ.DE vs. EUPE.DE - Volatility Comparison
iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.DE) has a higher volatility of 4.04% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that SXRJ.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRJ.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 3.64% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 8.56% | +2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 11.27% | +2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 13.17% | +3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 14.99% | +1.29% |
SXRJ.DE vs. EUPE.DE - Expense Ratio Comparison
SXRJ.DE has a 0.58% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
SXRJ.DE vs. EUPE.DE - Dividend Comparison
Neither SXRJ.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRJ.DE and EUPE.DE have a correlation of 0.55, 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 0.65% for EUPE.DE.
SXRJ.DE tracks MSCI EMU Small Cap, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.58% for SXRJ.DE and 0.65% for EUPE.DE.
Find the right allocation for SXRJ.DE and EUPE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer