SXRU.DE vs. OUFE.DE
SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) and OUFE.DE (Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR)) are both Large Cap Blend Equities funds - SXRU.DE tracks the Dow Jones Industrial Average while OUFE.DE tracks the Ossiam US ESG Low Carbon Equity Factors. Both are passively managed. Their correlation of 0.85 suggests significant overlap in exposure. SXRU.DE charges 0.33%/yr vs 0.45%/yr for OUFE.DE.
Performance
SXRU.DE vs. OUFE.DE - Performance Comparison
Loading charts...
Returns By Period
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%
OUFE.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRU.DE vs. OUFE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 8.17% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | -1.58% | 13.83% |
OUFE.DE Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) | 0.00% | -3.67% | 27.98% | 10.11% | -13.01% | 42.53% | 7.82% | 12.12% |
Correlation
The correlation between SXRU.DE and OUFE.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 | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jun 7, 2019 | 0.85 |
Over the past year, the correlation between SXRU.DE and OUFE.DE has dropped to 0.55 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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
SXRU.DE vs. OUFE.DE — Risk / Return Rank
SXRU.DE
OUFE.DE
SXRU.DE vs. OUFE.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 Ossiam US ESG Low Carbon Equity Factors UCITS ETF (EUR) (OUFE.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 | OUFE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | — | — |
| Martin ratioReturn relative to average drawdown | 9.23 | — | — |
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
| SXRU.DE | OUFE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | — | — |
Drawdowns
SXRU.DE vs. OUFE.DE - Drawdown Comparison
Loading charts...
Drawdown Indicators
| SXRU.DE | OUFE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | — | — |
Average DrawdownAverage peak-to-trough decline | -5.41% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | — | — |
Volatility
SXRU.DE vs. OUFE.DE - Volatility Comparison
Loading charts...
Volatility by Period
| SXRU.DE | OUFE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | — | — |
SXRU.DE vs. OUFE.DE - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is lower than OUFE.DE's 0.45% expense ratio.
Dividends
SXRU.DE vs. OUFE.DE - Dividend Comparison
Neither SXRU.DE nor OUFE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRU.DE and OUFE.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, 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 0.45% for OUFE.DE.
SXRU.DE tracks Dow Jones Industrial Average, while OUFE.DE tracks Ossiam US ESG Low Carbon Equity Factors. They also come from different issuers: iShares and Natixis. Their fees differ too: 0.33% for SXRU.DE and 0.45% for OUFE.DE.
Find the right allocation for SXRU.DE and OUFE.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