SXRJ.DE vs. ISPA.DE
SXRJ.DE (iShares MSCI EMU Small Cap UCITS ETF (Acc)) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - SXRJ.DE is a Europe Equities fund tracking the MSCI EMU Small Cap, while ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 10 years, SXRJ.DE returned 9.05%/yr vs 8.98%/yr for ISPA.DE. A 0.69 correlation means they provide meaningful diversification when combined. SXRJ.DE charges 0.58%/yr vs 0.46%/yr for ISPA.DE.
Performance
SXRJ.DE vs. ISPA.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 ISPA.DE's 13.48% return. Both investments have delivered pretty close results over the past 10 years, with SXRJ.DE having a 9.05% annualized return and ISPA.DE not far behind at 8.98%.
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%
ISPA.DE
- 1D
- 0.49%
- 1M
- 1.28%
- YTD
- 13.48%
- 6M
- 15.35%
- 1Y
- 29.45%
- 3Y*
- 18.65%
- 5Y*
- 11.00%
- 10Y*
- 8.98%
SXRJ.DE vs. ISPA.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% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 13.48% | 19.72% | 12.97% | 4.80% | 0.43% | 22.39% | -9.12% | 24.24% | -7.51% | 2.97% |
Correlation
The correlation between SXRJ.DE and ISPA.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2009 | 0.69 |
The correlation between SXRJ.DE and ISPA.DE has been stable across timeframes, ranging from 0.67 to 0.73 - a consistent structural relationship.
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. ISPA.DE — Risk / Return Rank
SXRJ.DE
ISPA.DE
SXRJ.DE vs. ISPA.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 iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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 | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.12 | ||
| Sortino ratioReturn per unit of downside risk | -2.86 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.62 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 8.10 | -6.50 |
| Martin ratioReturn relative to average drawdown | 5.95 | 28.73 | -22.78 |
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 | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 3.35 | -2.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.91 | -0.51 |
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 | 0.68 | -0.09 |
Drawdowns
SXRJ.DE vs. ISPA.DE - Drawdown Comparison
The maximum SXRJ.DE drawdown since its inception was -39.38%, roughly equal to the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for SXRJ.DE and ISPA.DE.
Loading charts...
Drawdown Indicators
| SXRJ.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.38% | -38.91% | -0.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -3.63% | -7.05% |
Max Drawdown (3Y)Largest decline over 3 years | -15.73% | -15.10% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -15.10% | -14.33% |
Max Drawdown (10Y)Largest decline over 10 years | -39.38% | -38.91% | -0.47% |
Current DrawdownCurrent decline from peak | -1.35% | -1.09% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -4.46% | -2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 1.03% | +1.84% |
Volatility
SXRJ.DE vs. ISPA.DE - Volatility Comparison
iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.DE) has a higher volatility of 4.04% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that SXRJ.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRJ.DE | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 2.62% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 6.51% | +4.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 8.77% | +5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 12.00% | +4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 14.79% | +1.49% |
SXRJ.DE vs. ISPA.DE - Expense Ratio Comparison
SXRJ.DE has a 0.58% expense ratio, which is higher than ISPA.DE's 0.46% expense ratio.
Dividends
SXRJ.DE vs. ISPA.DE - Dividend Comparison
SXRJ.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.75% | 4.52% | 4.89% | 5.91% | 6.92% | 3.32% | 4.04% | 4.02% | 3.37% | 5.66% | 3.64% | 4.35% |
SXRJ.DE iShares MSCI EMU Small Cap 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% |
Frequently Asked Questions
SXRJ.DE and ISPA.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISPA.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISPA.DE is cheaper with a 0.46% expense ratio, compared with 0.58% for SXRJ.DE.
SXRJ.DE is categorized as Europe Equities, while ISPA.DE is Global Equities. SXRJ.DE tracks MSCI EMU Small Cap, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.58% for SXRJ.DE and 0.46% for ISPA.DE.
Find the right allocation for SXRJ.DE and ISPA.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