SXRM.DE vs. LCUJ.DE
SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) and LCUJ.DE (Amundi MSCI Japan UCITS ETF Acc) are both exchange-traded funds - SXRM.DE is a Government Bonds fund tracking the ICE US Treasury 7-10 Year, while LCUJ.DE is a Japan Equities fund tracking the MSCI Japan. Both are passively managed. Over the past 5 years, SXRM.DE returned -1.07%/yr vs 8.91%/yr for LCUJ.DE. At a 0.01 correlation, their price movements are largely independent. SXRM.DE charges 0.07%/yr vs 0.12%/yr for LCUJ.DE.
Performance
SXRM.DE vs. LCUJ.DE - Performance Comparison
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Different Trading Currencies
SXRM.DE is traded in USD, while LCUJ.DE is traded in EUR. To make them comparable, the LCUJ.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRM.DE achieves a -0.59% return, which is significantly lower than LCUJ.DE's 14.38% return.
SXRM.DE
- 1D
- 0.38%
- 1M
- 1.02%
- YTD
- -0.59%
- 6M
- 0.05%
- 1Y
- 4.19%
- 3Y*
- 2.95%
- 5Y*
- -1.07%
- 10Y*
- 0.67%
LCUJ.DE
- 1D
- 2.34%
- 1M
- 1.61%
- YTD
- 14.38%
- 6M
- 14.87%
- 1Y
- 32.06%
- 3Y*
- 16.81%
- 5Y*
- 8.91%
- 10Y*
- —
SXRM.DE vs. LCUJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXRM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) | -0.59% | 8.56% | -0.51% | 3.57% | -14.86% | -3.03% | 9.73% | 9.02% | 3.71% |
LCUJ.DE Amundi MSCI Japan UCITS ETF Acc | 14.38% | 27.26% | 7.08% | 20.21% | -17.30% | 1.35% | 15.34% | 19.82% | -99.36% |
Correlation
The correlation between SXRM.DE and LCUJ.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018 | 0.01 |
Over the past year, SXRM.DE and LCUJ.DE have become more correlated (0.34) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
SXRM.DE vs. LCUJ.DE — Risk / Return Rank
SXRM.DE
LCUJ.DE
SXRM.DE vs. LCUJ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) and Amundi MSCI Japan UCITS ETF Acc (LCUJ.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.
| SXRM.DE | LCUJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.28 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 2.44 | -1.51 |
| Martin ratioReturn relative to average drawdown | 2.74 | 7.96 | -5.23 |
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Drawdowns
SXRM.DE vs. LCUJ.DE - Drawdown Comparison
The maximum SXRM.DE drawdown since its inception was -23.31%, smaller than the maximum LCUJ.DE drawdown of -99.43%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and LCUJ.DE.
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Drawdown Indicators
| SXRM.DE | LCUJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -99.43% | +76.12% |
Max Drawdown (1Y)Largest decline over 1 year | -4.02% | -12.75% | +8.73% |
Max Drawdown (3Y)Largest decline over 3 years | -7.24% | -14.88% | +7.64% |
Max Drawdown (5Y)Largest decline over 5 years | -20.90% | -32.53% | +11.63% |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | — | — |
Current DrawdownCurrent decline from peak | -10.34% | -98.61% | +88.27% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -98.44% | +91.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 3.92% | -2.55% |
Volatility
SXRM.DE vs. LCUJ.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) is 1.86%, while Amundi MSCI Japan UCITS ETF Acc (LCUJ.DE) has a volatility of 4.83%. This indicates that SXRM.DE experiences smaller price fluctuations and is considered to be less risky than LCUJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRM.DE | LCUJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.86% | 4.83% | -2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 3.41% | 16.62% | -13.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.60% | 20.65% | -16.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.38% | 18.12% | -10.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 38.84% | -32.54% |
SXRM.DE vs. LCUJ.DE - Expense Ratio Comparison
SXRM.DE has a 0.07% expense ratio, which is lower than LCUJ.DE's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXRM.DE vs. LCUJ.DE - Dividend Comparison
Neither SXRM.DE nor LCUJ.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRM.DE and LCUJ.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRM.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for LCUJ.DE.
SXRM.DE is categorized as Government Bonds, while LCUJ.DE is Japan Equities. SXRM.DE tracks ICE US Treasury 7-10 Year, while LCUJ.DE tracks MSCI Japan. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for SXRM.DE and 0.12% for LCUJ.DE.
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