SXRU.DE vs. XUFN.DE
SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) and XUFN.DE (Xtrackers MSCI USA Financials UCITS ETF 1D) are both exchange-traded funds - SXRU.DE is a Large Cap Blend Equities fund tracking the Dow Jones Industrial Average, while XUFN.DE is a Financials Equities fund tracking the MSCI USA Financials. Both are passively managed. Over the past 5 years, SXRU.DE returned 10.67%/yr vs 9.47%/yr for XUFN.DE. Their correlation of 0.81 suggests significant overlap in exposure. SXRU.DE charges 0.33%/yr vs 0.12%/yr for XUFN.DE.
Performance
SXRU.DE vs. XUFN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRU.DE achieves a 8.17% return, which is significantly higher than XUFN.DE's -4.69% return.
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%
XUFN.DE
- 1D
- 3.20%
- 1M
- 1.29%
- YTD
- -4.69%
- 6M
- -2.50%
- 1Y
- 2.59%
- 3Y*
- 16.27%
- 5Y*
- 9.47%
- 10Y*
- —
SXRU.DE vs. XUFN.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% | 11.96% |
XUFN.DE Xtrackers MSCI USA Financials UCITS ETF 1D | -4.69% | 3.41% | 38.69% | 10.96% | -7.89% | 49.37% | -12.55% | 36.23% | -11.22% | 14.21% |
Correlation
The correlation between SXRU.DE and XUFN.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | 0.81 |
The correlation between SXRU.DE and XUFN.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
SXRU.DE vs. XUFN.DE — Risk / Return Rank
SXRU.DE
XUFN.DE
SXRU.DE vs. XUFN.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 Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.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 | XUFN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.03 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 0.14 | +2.64 |
| Martin ratioReturn relative to average drawdown | 9.23 | 0.33 | +8.90 |
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 | XUFN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 0.13 | +1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.50 | +0.25 |
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 | 0.52 | +0.15 |
Drawdowns
SXRU.DE vs. XUFN.DE - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, smaller than the maximum XUFN.DE drawdown of -43.39%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and XUFN.DE.
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Drawdown Indicators
| SXRU.DE | XUFN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -43.39% | +7.30% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -13.24% | +5.94% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -23.03% | +1.90% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -23.03% | +1.90% |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -9.49% | +9.49% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -7.81% | +2.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 5.77% | -3.56% |
Volatility
SXRU.DE vs. XUFN.DE - Volatility Comparison
The current volatility for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) is 2.91%, while Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.DE) has a volatility of 4.40%. This indicates that SXRU.DE experiences smaller price fluctuations and is considered to be less risky than XUFN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRU.DE | XUFN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 4.40% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 10.85% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 15.00% | -2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 18.60% | -4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 21.59% | -5.58% |
SXRU.DE vs. XUFN.DE - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is higher than XUFN.DE's 0.12% expense ratio.
Dividends
SXRU.DE vs. XUFN.DE - Dividend Comparison
SXRU.DE has not paid dividends to shareholders, while XUFN.DE's dividend yield for the trailing twelve months is around 1.15%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
XUFN.DE Xtrackers MSCI USA Financials UCITS ETF 1D | 1.15% | 1.17% | 1.08% | 1.66% | 2.69% | 1.25% | 1.34% | 3.46% | 0.66% |
Frequently Asked Questions
SXRU.DE and XUFN.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUFN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUFN.DE is cheaper with a 0.12% expense ratio, compared with 0.33% for SXRU.DE.
SXRU.DE is categorized as Large Cap Blend Equities, while XUFN.DE is Financials Equities. SXRU.DE tracks Dow Jones Industrial Average, while XUFN.DE tracks MSCI USA Financials. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.33% for SXRU.DE and 0.12% for XUFN.DE.
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