SXRT.DE vs. H4ZA.DE
SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) and H4ZA.DE (HSBC EURO STOXX 50 UCITS ETF EUR) are both Europe Equities funds tracking the EURO STOXX® 50, from iShares and HSBC respectively. Both are passively managed. Over the past 10 years, SXRT.DE returned 10.49%/yr vs 10.80%/yr for H4ZA.DE. With a 0.96 correlation, they move nearly in lockstep. SXRT.DE charges 0.10%/yr vs 0.05%/yr for H4ZA.DE.
Performance
SXRT.DE vs. H4ZA.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with SXRT.DE having a 7.19% return and H4ZA.DE slightly higher at 7.24%. Both investments have delivered pretty close results over the past 10 years, with SXRT.DE having a 10.49% annualized return and H4ZA.DE not far ahead at 10.80%.
SXRT.DE
- 1D
- 0.76%
- 1M
- 4.63%
- YTD
- 7.19%
- 6M
- 8.59%
- 1Y
- 15.71%
- 3Y*
- 15.64%
- 5Y*
- 11.51%
- 10Y*
- 10.49%
H4ZA.DE
- 1D
- 0.77%
- 1M
- 4.72%
- YTD
- 7.24%
- 6M
- 8.63%
- 1Y
- 15.73%
- 3Y*
- 16.60%
- 5Y*
- 12.12%
- 10Y*
- 10.80%
SXRT.DE vs. H4ZA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 7.19% | 22.21% | 11.08% | 22.49% | -8.80% | 23.52% | -2.93% | 30.14% | -12.14% | 10.21% |
H4ZA.DE HSBC EURO STOXX 50 UCITS ETF EUR | 7.24% | 22.26% | 13.81% | 22.59% | -8.87% | 23.72% | -2.73% | 30.07% | -11.96% | 10.07% |
Correlation
The correlation between SXRT.DE and H4ZA.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2010 | 0.96 |
The correlation between SXRT.DE and H4ZA.DE has been stable across timeframes, ranging from 0.96 to 1.00 - 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
SXRT.DE vs. H4ZA.DE — Risk / Return Rank
SXRT.DE
H4ZA.DE
SXRT.DE vs. H4ZA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) and HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.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.
| SXRT.DE | H4ZA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.43 | 0.00 |
| Martin ratioReturn relative to average drawdown | 4.85 | 4.85 | +0.01 |
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
| SXRT.DE | H4ZA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.98 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.69 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.59 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.41 | 0.00 |
Drawdowns
SXRT.DE vs. H4ZA.DE - Drawdown Comparison
The maximum SXRT.DE drawdown since its inception was -38.41%, roughly equal to the maximum H4ZA.DE drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and H4ZA.DE.
Loading charts...
Drawdown Indicators
| SXRT.DE | H4ZA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -38.41% | 0.00% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -10.97% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -16.39% | -16.40% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -23.26% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | -38.41% | 0.00% |
Current DrawdownCurrent decline from peak | -0.50% | -0.50% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -7.84% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.24% | -0.01% |
Volatility
SXRT.DE vs. H4ZA.DE - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) and HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE) have volatilities of 4.91% and 4.95%, 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.
Loading charts...
Volatility by Period
| SXRT.DE | H4ZA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 4.95% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 12.99% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 15.99% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 17.50% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 18.17% | +0.05% |
SXRT.DE vs. H4ZA.DE - Expense Ratio Comparison
SXRT.DE has a 0.10% expense ratio, which is higher than H4ZA.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXRT.DE vs. H4ZA.DE - Dividend Comparison
SXRT.DE has not paid dividends to shareholders, while H4ZA.DE's dividend yield for the trailing twelve months is around 2.44%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
H4ZA.DE HSBC EURO STOXX 50 UCITS ETF EUR | 2.44% | 2.49% | 5.35% | 2.93% | 2.94% | 1.94% | 2.06% | 2.84% | 3.55% | 2.73% | 2.85% | 2.70% |
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (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
With a correlation of 1.00, SXRT.DE and H4ZA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, H4ZA.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H4ZA.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for SXRT.DE.
Both ETFs track EURO STOXX® 50. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.10% for SXRT.DE and 0.05% for H4ZA.DE.
Find the right allocation for SXRT.DE and H4ZA.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