SXRZ.DE vs. 36B4.DE
SXRZ.DE (iShares Nikkei 225 UCITS ETF (Acc)) and 36B4.DE (iShares MSCI Japan SRI UCITS ETF USD Dist) are both Japan Equities funds from iShares - SXRZ.DE tracks the Nikkei 225® while 36B4.DE tracks the MSCI Japan SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, SXRZ.DE returned 13.34%/yr vs 3.97%/yr for 36B4.DE. Their correlation of 0.86 suggests significant overlap in exposure. SXRZ.DE charges 0.48%/yr vs 0.20%/yr for 36B4.DE.
Performance
SXRZ.DE vs. 36B4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRZ.DE achieves a 41.10% return, which is significantly higher than 36B4.DE's 4.63% return.
SXRZ.DE
- 1D
- 2.00%
- 1M
- 9.65%
- YTD
- 41.10%
- 6M
- 41.81%
- 1Y
- 69.67%
- 3Y*
- 24.24%
- 5Y*
- 13.34%
- 10Y*
- 12.46%
36B4.DE
- 1D
- -0.33%
- 1M
- 1.69%
- YTD
- 4.63%
- 6M
- 4.99%
- 1Y
- 15.23%
- 3Y*
- 7.87%
- 5Y*
- 3.97%
- 10Y*
- —
SXRZ.DE vs. 36B4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXRZ.DE iShares Nikkei 225 UCITS ETF (Acc) | 41.10% | 15.71% | 13.83% | 17.70% | -15.73% | 3.03% | 13.44% | 14.79% |
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 4.63% | 6.64% | 9.02% | 9.56% | -13.77% | 9.87% | 6.38% | 16.82% |
Correlation
The correlation between SXRZ.DE and 36B4.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2019 | 0.86 |
The correlation between SXRZ.DE and 36B4.DE shifts across timeframes, from 0.71 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRZ.DE vs. 36B4.DE — Risk / Return Rank
SXRZ.DE
36B4.DE
SXRZ.DE vs. 36B4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) and iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.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.
| SXRZ.DE | 36B4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.98 | ||
| Sortino ratioReturn per unit of downside risk | +2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.16 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 5.37 | 1.40 | +3.97 |
| Martin ratioReturn relative to average drawdown | 15.98 | 3.97 | +12.01 |
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Drawdowns
SXRZ.DE vs. 36B4.DE - Drawdown Comparison
The maximum SXRZ.DE drawdown since its inception was -29.90%, which is greater than 36B4.DE's maximum drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for SXRZ.DE and 36B4.DE.
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Drawdown Indicators
| SXRZ.DE | 36B4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.90% | -26.98% | -2.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -10.82% | -2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -20.19% | -15.67% | -4.52% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -21.57% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | -29.90% | — | — |
Current DrawdownCurrent decline from peak | -2.20% | -2.89% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -7.14% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.35% | 3.83% | +0.52% |
Volatility
SXRZ.DE vs. 36B4.DE - Volatility Comparison
iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) has a higher volatility of 9.24% compared to iShares MSCI Japan SRI UCITS ETF USD Dist (36B4.DE) at 4.53%. This indicates that SXRZ.DE's price experiences larger fluctuations and is considered to be riskier than 36B4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRZ.DE | 36B4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.24% | 4.53% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 19.95% | 14.35% | +5.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.74% | 18.38% | +6.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.88% | 16.34% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 17.28% | +0.64% |
SXRZ.DE vs. 36B4.DE - Expense Ratio Comparison
SXRZ.DE has a 0.48% expense ratio, which is higher than 36B4.DE's 0.20% expense ratio.
Dividends
SXRZ.DE vs. 36B4.DE - Dividend Comparison
SXRZ.DE has not paid dividends to shareholders, while 36B4.DE's dividend yield for the trailing twelve months is around 1.53%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B4.DE iShares MSCI Japan SRI UCITS ETF USD Dist | 1.53% | 1.46% | 1.38% | 1.81% | 2.45% | 1.54% | 1.60% | 0.81% |
SXRZ.DE iShares Nikkei 225 UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXRZ.DE and 36B4.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B4.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B4.DE is cheaper with a 0.20% expense ratio, compared with 0.48% for SXRZ.DE.
SXRZ.DE tracks Nikkei 225®, while 36B4.DE tracks MSCI Japan SRI Select Reduced Fossil Fuels. Their fees differ too: 0.48% for SXRZ.DE and 0.20% for 36B4.DE.
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