SXRU.DE vs. DJAM.DE
SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) and DJAM.DE (Lyxor Dow Jones Industrial Average UCITS ETF Dist) are both Large Cap Blend Equities funds tracking the Dow Jones Industrial Average, from iShares and Amundi respectively. Both are passively managed. Over the past 10 years, SXRU.DE returned 12.56%/yr vs 12.59%/yr for DJAM.DE. With a 0.95 correlation, they move nearly in lockstep. SXRU.DE charges 0.33%/yr vs 0.50%/yr for DJAM.DE.
Performance
SXRU.DE vs. DJAM.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SXRU.DE having a 8.17% return and DJAM.DE slightly lower at 8.12%. Both investments have delivered pretty close results over the past 10 years, with SXRU.DE having a 12.56% annualized return and DJAM.DE not far ahead at 12.59%.
SXRU.DE
- 1D
- 1.22%
- 1M
- 4.78%
- YTD
- 8.17%
- 6M
- 8.26%
- 1Y
- 20.63%
- 3Y*
- 13.55%
- 5Y*
- 10.67%
- 10Y*
- 12.56%
DJAM.DE
- 1D
- 1.22%
- 1M
- 4.72%
- YTD
- 8.12%
- 6M
- 8.16%
- 1Y
- 20.50%
- 3Y*
- 13.60%
- 5Y*
- 10.75%
- 10Y*
- 12.59%
SXRU.DE vs. DJAM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 8.17% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | -1.58% | 28.17% | -0.48% | 12.04% |
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 8.12% | 2.01% | 21.39% | 11.90% | -2.34% | 31.92% | -1.77% | 28.23% | -0.54% | 12.02% |
Correlation
The correlation between SXRU.DE and DJAM.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 Mar 12, 2010 | 0.95 |
The correlation between SXRU.DE and DJAM.DE has been stable across timeframes, ranging from 0.95 to 1.00 - a consistent structural relationship.
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Return for Risk
SXRU.DE vs. DJAM.DE — Risk / Return Rank
SXRU.DE
DJAM.DE
SXRU.DE vs. DJAM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) and Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.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.
| SXRU.DE | DJAM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 2.77 | +0.02 |
| Martin ratioReturn relative to average drawdown | 9.23 | 9.22 | +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. | |||
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Sharpe Ratios by Period
| SXRU.DE | DJAM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.70 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.76 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.78 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.62 | +0.04 |
Drawdowns
SXRU.DE vs. DJAM.DE - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, smaller than the maximum DJAM.DE drawdown of -47.32%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and DJAM.DE.
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Drawdown Indicators
| SXRU.DE | DJAM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -47.32% | +11.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -7.34% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -21.15% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -21.15% | +0.02% |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | -36.30% | +0.21% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -7.81% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.21% | 0.00% |
Volatility
SXRU.DE vs. DJAM.DE - Volatility Comparison
iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) and Lyxor Dow Jones Industrial Average UCITS ETF Dist (DJAM.DE) have volatilities of 2.91% and 2.87%, 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
| SXRU.DE | DJAM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 2.87% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 8.34% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 11.93% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 14.07% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 16.09% | -0.08% |
SXRU.DE vs. DJAM.DE - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is lower than DJAM.DE's 0.50% expense ratio.
Dividends
SXRU.DE vs. DJAM.DE - Dividend Comparison
SXRU.DE has not paid dividends to shareholders, while DJAM.DE's dividend yield for the trailing twelve months is around 0.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJAM.DE Lyxor Dow Jones Industrial Average UCITS ETF Dist | 0.73% | 0.79% | 1.17% | 1.06% | 1.80% | 1.11% | 1.62% | 1.25% | 1.90% | 1.71% | 2.26% | 2.44% |
SXRU.DE iShares Dow Jones Industrial Average 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
With a correlation of 1.00, SXRU.DE and DJAM.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, SXRU.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRU.DE is cheaper with a 0.33% expense ratio, compared with 0.50% for DJAM.DE.
Both ETFs track Dow Jones Industrial Average. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.33% for SXRU.DE and 0.50% for DJAM.DE.
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