SXRT.DE vs. XB4A.DE
SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) and XB4A.DE (Xtrackers ATX UCITS ETF (Acc)) are both Europe Equities funds - SXRT.DE tracks the EURO STOXX® 50 while XB4A.DE tracks the ATX Index. Both are passively managed. Over the past 10 years, SXRT.DE returned 10.99%/yr vs 14.71%/yr for XB4A.DE. A 0.72 correlation means they provide meaningful diversification when combined. SXRT.DE charges 0.10%/yr vs 0.25%/yr for XB4A.DE.
Performance
SXRT.DE vs. XB4A.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRT.DE achieves a 10.55% return, which is significantly lower than XB4A.DE's 24.55% return. Over the past 10 years, SXRT.DE has underperformed XB4A.DE with an annualized return of 10.99%, while XB4A.DE has yielded a comparatively higher 14.71% annualized return.
SXRT.DE
- 1D
- 0.20%
- 1M
- 0.60%
- 6M
- 6.07%
- YTD
- 10.55%
- 1Y
- 21.66%
- 3Y*
- 16.16%
- 5Y*
- 12.49%
- 10Y*
- 10.99%
XB4A.DE
- 1D
- -0.21%
- 1M
- 0.52%
- 6M
- 21.13%
- YTD
- 24.55%
- 1Y
- 49.11%
- 3Y*
- 31.51%
- 5Y*
- 18.13%
- 10Y*
- 14.71%
SXRT.DE vs. XB4A.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) | 10.55% | 22.21% | 11.08% | 22.49% | -8.80% | 23.52% | -2.93% | 30.14% | -12.14% | 10.21% |
XB4A.DE Xtrackers ATX UCITS ETF (Acc) | 24.55% | 51.29% | 11.01% | 14.27% | -16.45% | 42.39% | -10.86% | 19.79% | -17.99% | 32.88% |
Correlation
The correlation between SXRT.DE and XB4A.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2011 | 0.72 |
The correlation between SXRT.DE and XB4A.DE has been stable across timeframes, ranging from 0.71 to 0.75 - a consistent structural relationship.
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Return for Risk
SXRT.DE vs. XB4A.DE — Risk / Return Rank
SXRT.DE
XB4A.DE
SXRT.DE vs. XB4A.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 Xtrackers ATX UCITS ETF (Acc) (XB4A.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.
| SXRT.DE | XB4A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.47 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 4.49 | -2.52 |
| Martin ratioReturn relative to average drawdown | 6.91 | 15.21 | -8.31 |
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Drawdowns
SXRT.DE vs. XB4A.DE - Drawdown Comparison
The maximum SXRT.DE drawdown since its inception was -38.41%, smaller than the maximum XB4A.DE drawdown of -53.54%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and XB4A.DE.
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Drawdown Indicators
| SXRT.DE | XB4A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -53.54% | +15.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -10.88% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -16.39% | -16.26% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -32.50% | +9.14% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | -53.54% | +15.13% |
Current DrawdownCurrent decline from peak | -1.96% | -2.05% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -9.88% | +2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.22% | -0.09% |
Volatility
SXRT.DE vs. XB4A.DE - Volatility Comparison
The current volatility for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) is 3.95%, while Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a volatility of 4.80%. This indicates that SXRT.DE experiences smaller price fluctuations and is considered to be less risky than XB4A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRT.DE | XB4A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 4.80% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 13.42% | 14.89% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 17.61% | -1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 19.15% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.84% | 20.14% | -2.30% |
SXRT.DE vs. XB4A.DE - Expense Ratio Comparison
SXRT.DE has a 0.10% expense ratio, which is lower than XB4A.DE's 0.25% 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
SXRT.DE vs. XB4A.DE - Dividend Comparison
Neither SXRT.DE nor XB4A.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRT.DE and XB4A.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRT.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for XB4A.DE.
SXRT.DE tracks EURO STOXX® 50, while XB4A.DE tracks ATX Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for SXRT.DE and 0.25% for XB4A.DE.
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