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SXRZ.DE vs. DXJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SXRZ.DE vs. DXJ

Last updated Apr 3, 2026

Compare and contrast key facts about iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) and WisdomTree Japan Hedged Equity Fund (DXJ).

SXRZ.DE and DXJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXRZ.DE is a passively managed fund by iShares that tracks the performance of the Nikkei 225®. It was launched on Jan 25, 2010. DXJ is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged Equity Index. It was launched on Jun 16, 2006. Both SXRZ.DE and DXJ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SXRZ.DE vs. DXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) and WisdomTree Japan Hedged Equity Fund (DXJ). The values are adjusted to include any dividend payments, if applicable.

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SXRZ.DE vs. DXJ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SXRZ.DE
iShares Nikkei 225 UCITS ETF (Acc)		5.59%15.71%13.83%17.70%-15.73%3.03%13.44%24.31%-5.20%10.07%
DXJ
WisdomTree Japan Hedged Equity Fund		13.86%17.02%38.40%37.78%12.53%26.82%-4.63%21.63%-16.02%7.71%
Different Trading Currencies

SXRZ.DE is traded in EUR, while DXJ is traded in USD. To make them comparable, the DXJ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXRZ.DE achieves a 5.59% return, which is significantly lower than DXJ's 14.22% return. Over the past 10 years, SXRZ.DE has underperformed DXJ with an annualized return of 9.89%, while DXJ has yielded a comparatively higher 17.42% annualized return.

SXRZ.DE

1D
2.28%
1M
-2.17%
YTD
5.59%
6M
11.42%
1Y
33.03%
3Y*
15.31%
5Y*
6.20%
10Y*
9.89%

DXJ

1D
0.00%
1M
1.23%
YTD
14.22%
6M
29.54%
1Y
40.69%
3Y*
32.58%
5Y*
25.33%
10Y*
17.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Nikkei 225 UCITS ETF (Acc)

WisdomTree Japan Hedged Equity Fund

Often compared with SXRZ.DE:
SXRZ.DE vs. IGMSXRZ.DE vs. EWJSXRZ.DE vs. XNKY.DESXRZ.DE vs. SPYSXRZ.DE vs. VOOSXRZ.DE vs. URTHSXRZ.DE vs. PRWU.L
Often compared with DXJ:
DXJ vs. EWJDXJ vs. EWJVDXJ vs. DXJSDXJ vs. FLJPDXJ vs. VOODXJ vs. DBJPDXJ vs. SCHD

SXRZ.DE vs. DXJ - Expense Ratio Comparison

Both SXRZ.DE and DXJ have an expense ratio of 0.48%.

SXRZ.DE
iShares Nikkei 225 UCITS ETF (Acc)
DXJ
WisdomTree Japan Hedged Equity Fund

Return for Risk

SXRZ.DE vs. DXJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SXRZ.DE
SXRZ.DE Risk / Return Rank: 7575
Overall Rank
SXRZ.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SXRZ.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
SXRZ.DE Omega Ratio Rank: 6666
Omega Ratio Rank
SXRZ.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
SXRZ.DE Martin Ratio Rank: 7474
Martin Ratio Rank
DXJ
DXJ Risk / Return Rank: 9292
Overall Rank
DXJ Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DXJ Sortino Ratio Rank: 9292
Sortino Ratio Rank
DXJ Omega Ratio Rank: 9393
Omega Ratio Rank
DXJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
DXJ Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXRZ.DE vs. DXJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) and WisdomTree Japan Hedged Equity Fund (DXJ). 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.

SXRZ.DEDXJDifference

Sharpe ratio

Return per unit of total volatility

1.42

1.61

-0.19

Sortino ratio

Return per unit of downside risk

2.07

2.12

-0.04

Omega ratio

Gain probability vs. loss probability

1.26

1.33

-0.08

Calmar ratio

Return relative to maximum drawdown

3.03

2.98

+0.04

Martin ratio

Return relative to average drawdown

9.23

10.18

-0.94

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SXRZ.DE vs. DXJ - Sharpe Ratio Comparison

The current SXRZ.DE Sharpe Ratio is 1.42, which is comparable to the DXJ Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of SXRZ.DE and DXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

SXRZ.DEDXJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.61

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

1.27

-0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.79

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.42

+0.08

Correlation

The correlation between SXRZ.DE and DXJ is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SXRZ.DE vs. DXJ - Dividend Comparison

SXRZ.DE has not paid dividends to shareholders, while DXJ's dividend yield for the trailing twelve months is around 1.16%.

TTM20252024202320222021202020192018201720162015
SXRZ.DE
iShares Nikkei 225 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%
DXJ
WisdomTree Japan Hedged Equity Fund		1.16%1.29%3.48%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%

Drawdowns

SXRZ.DE vs. DXJ - Drawdown Comparison

The maximum SXRZ.DE drawdown since its inception was -29.90%, smaller than the maximum DXJ drawdown of -44.06%. Use the drawdown chart below to compare losses from any high point for SXRZ.DE and DXJ.

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Drawdown Indicators

SXRZ.DEDXJDifference

Max Drawdown

Largest peak-to-trough decline

-29.90%

-49.63%

+19.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-10.98%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

-22.19%

+0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-29.90%

-39.14%

+9.24%

Current Drawdown

Current decline from peak

-9.85%

-5.24%

-4.61%

Average Drawdown

Average peak-to-trough decline

-7.32%

-14.44%

+7.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

3.26%

+0.97%

Volatility

SXRZ.DE vs. DXJ - Volatility Comparison

iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) has a higher volatility of 7.59% compared to WisdomTree Japan Hedged Equity Fund (DXJ) at 6.89%. This indicates that SXRZ.DE's price experiences larger fluctuations and is considered to be riskier than DXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SXRZ.DEDXJDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.59%

6.89%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

17.14%

14.18%

+2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

23.10%

25.34%

-2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.97%

20.04%

-2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.55%

22.00%

-4.45%