SXRZ.DE vs. EWJV
SXRZ.DE (iShares Nikkei 225 UCITS ETF (Acc)) and EWJV (iShares MSCI Japan Value ETF) are both Japan Equities funds from iShares - SXRZ.DE tracks the Nikkei 225® while EWJV tracks the MSCI Japan Value Index. Both are passively managed. Over the past 5 years, SXRZ.DE returned 11.98%/yr vs 14.19%/yr for EWJV. A 0.59 correlation means they provide meaningful diversification when combined. SXRZ.DE charges 0.48%/yr vs 0.15%/yr for EWJV.
Performance
SXRZ.DE vs. EWJV - Performance Comparison
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Different Trading Currencies
SXRZ.DE is traded in EUR, while EWJV is traded in USD. To make them comparable, the EWJV 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 32.06% return, which is significantly higher than EWJV's 14.35% return.
SXRZ.DE
- 1D
- -1.49%
- 1M
- 7.63%
- YTD
- 32.06%
- 6M
- 30.08%
- 1Y
- 60.04%
- 3Y*
- 20.34%
- 5Y*
- 11.98%
- 10Y*
- 11.60%
EWJV
- 1D
- -1.99%
- 1M
- 2.02%
- YTD
- 14.35%
- 6M
- 15.86%
- 1Y
- 34.07%
- 3Y*
- 19.56%
- 5Y*
- 14.19%
- 10Y*
- —
SXRZ.DE vs. EWJV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXRZ.DE iShares Nikkei 225 UCITS ETF (Acc) | 32.06% | 15.71% | 13.83% | 17.70% | -15.73% | 3.03% | 13.44% | 15.48% |
EWJV iShares MSCI Japan Value ETF | 14.35% | 18.06% | 18.96% | 19.90% | -0.20% | 13.37% | -6.04% | 10.30% |
Correlation
The correlation between SXRZ.DE and EWJV 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 | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2019 | 0.59 |
The correlation between SXRZ.DE and EWJV has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.
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Return for Risk
SXRZ.DE vs. EWJV — Risk / Return Rank
SXRZ.DE
EWJV
SXRZ.DE vs. EWJV - 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 Value ETF (EWJV). 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.DE | EWJV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.36 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 2.73 | +1.84 |
| Martin ratioReturn relative to average drawdown | 13.83 | 8.38 | +5.45 |
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
| SXRZ.DE | EWJV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 1.92 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.83 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.66 | -0.08 |
Drawdowns
SXRZ.DE vs. EWJV - Drawdown Comparison
The maximum SXRZ.DE drawdown since its inception was -29.90%, roughly equal to the maximum EWJV drawdown of -30.91%. Use the drawdown chart below to compare losses from any high point for SXRZ.DE and EWJV.
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Drawdown Indicators
| SXRZ.DE | EWJV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.90% | -30.91% | +1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -12.53% | -0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -20.19% | -15.69% | -4.50% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -15.69% | -5.77% |
Max Drawdown (10Y)Largest decline over 10 years | -29.90% | — | — |
Current DrawdownCurrent decline from peak | -1.49% | -3.51% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -4.94% | -2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 4.08% | +0.20% |
Volatility
SXRZ.DE vs. EWJV - Volatility Comparison
iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) has a higher volatility of 6.62% compared to iShares MSCI Japan Value ETF (EWJV) at 3.68%. This indicates that SXRZ.DE's price experiences larger fluctuations and is considered to be riskier than EWJV 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 | EWJV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 3.68% | +2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 18.37% | 13.59% | +4.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.34% | 17.92% | +5.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.49% | 17.16% | +1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.77% | 18.19% | -0.42% |
SXRZ.DE vs. EWJV - Expense Ratio Comparison
SXRZ.DE has a 0.48% expense ratio, which is higher than EWJV's 0.15% expense ratio.
Dividends
SXRZ.DE vs. EWJV - Dividend Comparison
SXRZ.DE has not paid dividends to shareholders, while EWJV's dividend yield for the trailing twelve months is around 4.77%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EWJV iShares MSCI Japan Value ETF | 4.77% | 5.35% | 4.10% | 3.32% | 2.71% | 2.46% | 1.96% | 4.29% |
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 EWJV 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, EWJV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EWJV is cheaper with a 0.15% expense ratio, compared with 0.48% for SXRZ.DE.
SXRZ.DE tracks Nikkei 225®, while EWJV tracks MSCI Japan Value Index. Their fees differ too: 0.48% for SXRZ.DE and 0.15% for EWJV.
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