SXRJ.DE vs. SXRV.DE
SXRJ.DE (iShares MSCI EMU Small Cap UCITS ETF (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - SXRJ.DE is a Europe Equities fund tracking the MSCI EMU Small Cap, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, SXRJ.DE returned 9.05%/yr vs 21.24%/yr for SXRV.DE. A 0.56 correlation means they provide meaningful diversification when combined. SXRJ.DE charges 0.58%/yr vs 0.36%/yr for SXRV.DE.
Performance
SXRJ.DE vs. SXRV.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 SXRV.DE's 20.57% return. Over the past 10 years, SXRJ.DE has underperformed SXRV.DE with an annualized return of 9.05%, while SXRV.DE has yielded a comparatively higher 21.24% 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%
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
SXRJ.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between SXRJ.DE and SXRV.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 | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 10, 2010 | 0.56 |
The correlation between SXRJ.DE and SXRV.DE shifts across timeframes, from 0.46 (3 years) to 0.57 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXRJ.DE vs. SXRV.DE — Risk / Return Rank
SXRJ.DE
SXRV.DE
SXRJ.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.42 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 3.75 | -2.16 |
| Martin ratioReturn relative to average drawdown | 5.95 | 11.16 | -5.21 |
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 | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.40 | -1.17 |
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 | 1.07 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.91 | -0.32 |
Drawdowns
SXRJ.DE vs. SXRV.DE - Drawdown Comparison
The maximum SXRJ.DE drawdown since its inception was -39.38%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for SXRJ.DE and SXRV.DE.
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Drawdown Indicators
| SXRJ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.38% | -32.80% | -6.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -10.03% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -15.73% | -26.69% | +10.96% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -31.33% | +1.90% |
Max Drawdown (10Y)Largest decline over 10 years | -39.38% | -31.33% | -8.05% |
Current DrawdownCurrent decline from peak | -1.35% | -0.83% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -7.44% | -6.56% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 3.38% | -0.51% |
Volatility
SXRJ.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares MSCI EMU Small Cap UCITS ETF (Acc) (SXRJ.DE) is 4.04%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that SXRJ.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 4.26% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.42% | 10.98% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 15.67% | -1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 19.84% | -3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 19.65% | -3.37% |
SXRJ.DE vs. SXRV.DE - Expense Ratio Comparison
SXRJ.DE has a 0.58% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
SXRJ.DE vs. SXRV.DE - Dividend Comparison
Neither SXRJ.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRJ.DE and SXRV.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, SXRV.DE is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRV.DE is cheaper with a 0.36% expense ratio, compared with 0.58% for SXRJ.DE.
SXRJ.DE is categorized as Europe Equities, while SXRV.DE is Nasdaq-100. SXRJ.DE tracks MSCI EMU Small Cap, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.58% for SXRJ.DE and 0.36% for SXRV.DE.
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