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

Performance

SXRZ.DE vs. IQQJ.DE - Performance Comparison

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

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Returns By Period

In the year-to-date period, SXRZ.DE achieves a 32.06% return, which is significantly higher than IQQJ.DE's 16.83% return. Over the past 10 years, SXRZ.DE has outperformed IQQJ.DE with an annualized return of 11.60%, while IQQJ.DE has yielded a comparatively lower 8.94% annualized 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%

IQQJ.DE

1D
-14.69%
1M
3.60%
YTD
16.83%
6M
16.82%
1Y
31.71%
3Y*
15.45%
5Y*
9.84%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRZ.DE vs. IQQJ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRZ.DE
iShares Nikkei 225 UCITS ETF (Acc)
32.06%15.71%13.83%17.70%-15.73%3.03%13.44%24.31%-5.20%10.07%
IQQJ.DE
iShares MSCI Japan UCITS ETF (Dist)
16.83%12.69%13.58%16.03%-12.77%9.53%4.77%21.88%-10.11%8.81%

Correlation

The correlation between SXRZ.DE and IQQJ.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2010

0.91

The correlation between SXRZ.DE and IQQJ.DE has been stable across timeframes, ranging from 0.82 to 0.92 - a consistent structural relationship.

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Return for Risk

SXRZ.DE vs. IQQJ.DE — 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: 7878
Overall Rank
SXRZ.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SXRZ.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
SXRZ.DE Omega Ratio Rank: 7272
Omega Ratio Rank
SXRZ.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
SXRZ.DE Martin Ratio Rank: 7474
Martin Ratio Rank

IQQJ.DE
IQQJ.DE Risk / Return Rank: 3838
Overall Rank
IQQJ.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IQQJ.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
IQQJ.DE Omega Ratio Rank: 4444
Omega Ratio Rank
IQQJ.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
IQQJ.DE Martin Ratio Rank: 5454
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. IQQJ.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 UCITS ETF (Dist) (IQQJ.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.


SXRZ.DEIQQJ.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+2.18

Omega ratioGain probability vs. loss probability

1.42

1.28

+0.14

Calmar ratioReturn relative to maximum drawdown

4.57

2.07

+2.50

Martin ratioReturn relative to average drawdown

13.83

9.16

+4.66

SXRZ.DE vs. IQQJ.DE - Sharpe Ratio Comparison

The current SXRZ.DE Sharpe Ratio is 2.53, which is higher than the IQQJ.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of SXRZ.DE and IQQJ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXRZ.DEIQQJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

0.87

+1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.46

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.47

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.28

+0.30

Drawdowns

SXRZ.DE vs. IQQJ.DE - Drawdown Comparison

The maximum SXRZ.DE drawdown since its inception was -29.90%, smaller than the maximum IQQJ.DE drawdown of -54.99%. Use the drawdown chart below to compare losses from any high point for SXRZ.DE and IQQJ.DE.


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Drawdown Indicators


SXRZ.DEIQQJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.90%

-54.99%

+25.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-14.69%

+1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-20.19%

-16.72%

-3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

-19.40%

-2.06%

Max Drawdown (10Y)

Largest decline over 10 years

-29.90%

-28.02%

-1.88%

Current Drawdown

Current decline from peak

-1.49%

-14.69%

+13.20%

Average Drawdown

Average peak-to-trough decline

-7.26%

-16.84%

+9.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

3.33%

+0.95%

Volatility

SXRZ.DE vs. IQQJ.DE - Volatility Comparison

The current volatility for iShares Nikkei 225 UCITS ETF (Acc) (SXRZ.DE) is 6.62%, while iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) has a volatility of 30.30%. This indicates that SXRZ.DE experiences smaller price fluctuations and is considered to be less risky than IQQJ.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.DEIQQJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

30.30%

-23.68%

Volatility (6M)

Calculated over the trailing 6-month period

18.37%

33.04%

-14.67%

Volatility (1Y)

Calculated over the trailing 1-year period

23.34%

34.82%

-11.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.49%

21.13%

-2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

18.82%

-1.05%

SXRZ.DE vs. IQQJ.DE - Expense Ratio Comparison

SXRZ.DE has a 0.48% expense ratio, which is higher than IQQJ.DE's 0.12% expense ratio.


Dividends

SXRZ.DE vs. IQQJ.DE - Dividend Comparison

SXRZ.DE has not paid dividends to shareholders, while IQQJ.DE's dividend yield for the trailing twelve months is around 1.52%.


PositionTTM20252024202320222021202020192018201720162015
IQQJ.DE
iShares MSCI Japan UCITS ETF (Dist)
1.52%1.79%1.48%1.42%1.76%1.16%1.40%1.41%1.44%1.23%1.21%0.57%
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%

Frequently Asked Questions


SXRZ.DE and IQQJ.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQQJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQQJ.DE is cheaper with a 0.12% expense ratio, compared with 0.48% for SXRZ.DE.

SXRZ.DE tracks Nikkei 225®, while IQQJ.DE tracks MSCI Japan. Their fees differ too: 0.48% for SXRZ.DE and 0.12% for IQQJ.DE.

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