SXRJ.DE vs. S6X0.DE
SXRJ.DE (iShares MSCI EMU Small Cap UCITS ETF (Acc)) and S6X0.DE (Invesco EURO STOXX 50 UCITS ETF Dist) are both Europe Equities funds - SXRJ.DE tracks the MSCI EMU Small Cap while S6X0.DE tracks the EURO STOXX 50. Both are passively managed. Over the past 10 years, SXRJ.DE returned 10.10%/yr vs 11.85%/yr for S6X0.DE. Their correlation of 0.83 suggests significant overlap in exposure. SXRJ.DE charges 0.58%/yr vs 0.05%/yr for S6X0.DE.
Performance
SXRJ.DE vs. S6X0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRJ.DE achieves a 8.64% return, which is significantly lower than S6X0.DE's 10.25% return. Over the past 10 years, SXRJ.DE has underperformed S6X0.DE with an annualized return of 10.10%, while S6X0.DE has yielded a comparatively higher 11.85% annualized return.
SXRJ.DE
- 1D
- -0.29%
- 1M
- -2.56%
- YTD
- 8.64%
- 6M
- 9.97%
- 1Y
- 16.51%
- 3Y*
- 13.48%
- 5Y*
- 6.24%
- 10Y*
- 10.10%
S6X0.DE
- 1D
- 0.78%
- 1M
- 3.40%
- YTD
- 10.25%
- 6M
- 11.18%
- 1Y
- 22.32%
- 3Y*
- 16.61%
- 5Y*
- 11.79%
- 10Y*
- 11.85%
SXRJ.DE vs. S6X0.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) | 8.64% | 25.22% | -0.19% | 14.41% | -16.60% | 23.00% | 5.26% | 29.83% | -17.96% | 23.99% |
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 10.25% | 22.02% | 10.94% | 22.43% | -9.00% | 23.10% | -2.98% | 29.97% | -12.04% | 10.08% |
Correlation
The correlation between SXRJ.DE and S6X0.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2009 | 0.83 |
The correlation between SXRJ.DE and S6X0.DE has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.
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Return for Risk
SXRJ.DE vs. S6X0.DE — Risk / Return Rank
SXRJ.DE
S6X0.DE
SXRJ.DE vs. S6X0.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 Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXRJ.DE | S6X0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.04 | -0.50 |
| Martin ratioReturn relative to average drawdown | 5.68 | 7.10 | -1.42 |
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Drawdowns
SXRJ.DE vs. S6X0.DE - Drawdown Comparison
The maximum SXRJ.DE drawdown since its inception was -39.38%, roughly equal to the maximum S6X0.DE drawdown of -38.54%. Use the drawdown chart below to compare losses from any high point for SXRJ.DE and S6X0.DE.
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Drawdown Indicators
| SXRJ.DE | S6X0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.38% | -38.54% | -0.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -10.88% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -15.73% | -16.56% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -23.41% | -6.02% |
Max Drawdown (10Y)Largest decline over 10 years | -39.38% | -38.54% | -0.84% |
Current DrawdownCurrent decline from peak | -3.33% | -0.84% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -7.42% | -7.69% | +0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 3.14% | -0.24% |
Volatility
SXRJ.DE vs. S6X0.DE - Volatility Comparison
iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) have volatilities of 3.63% and 3.56%, 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
| SXRJ.DE | S6X0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 3.56% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.81% | 13.14% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 15.94% | -2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 17.53% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 18.00% | -1.92% |
SXRJ.DE vs. S6X0.DE - Expense Ratio Comparison
SXRJ.DE has a 0.58% expense ratio, which is higher than S6X0.DE's 0.05% expense ratio.
Dividends
SXRJ.DE vs. S6X0.DE - Dividend Comparison
SXRJ.DE has not paid dividends to shareholders, while S6X0.DE's dividend yield for the trailing twelve months is around 2.76%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 2.76% | 2.99% | 3.38% | 3.17% | 3.10% | 2.47% | 2.53% | 3.49% | 3.69% | 2.99% | 3.17% | 3.05% |
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 S6X0.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.58% for SXRJ.DE.
SXRJ.DE tracks MSCI EMU Small Cap, while S6X0.DE tracks EURO STOXX 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.58% for SXRJ.DE and 0.05% for S6X0.DE.
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