SXRZ.DE vs. IQQJ.DE
SXRZ.DE (iShares Nikkei 225 UCITS ETF (Acc)) and IQQJ.DE (iShares MSCI Japan UCITS ETF (Dist)) are both Japan Equities funds from iShares - SXRZ.DE tracks the Nikkei 225® while IQQJ.DE tracks the MSCI Japan. Both are passively managed. Over the past 10 years, SXRZ.DE returned 11.60%/yr vs 8.94%/yr for IQQJ.DE. Their correlation of 0.91 suggests significant overlap in exposure. SXRZ.DE charges 0.48%/yr vs 0.12%/yr for IQQJ.DE.
Performance
SXRZ.DE vs. IQQJ.DE - Performance Comparison
Loading charts...
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%
SXRZ.DE vs. IQQJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXRZ.DE vs. IQQJ.DE — Risk / Return Rank
SXRZ.DE
IQQJ.DE
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.DE | IQQJ.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXRZ.DE | IQQJ.DE | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| SXRZ.DE | IQQJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.49% | -14.69% | +13.20% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -16.84% | +9.58% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| SXRZ.DE | IQQJ.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for SXRZ.DE and IQQJ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer