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XCS4.DE vs. SXR1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCS4.DE vs. SXR1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Thailand UCITS ETF 1C (XCS4.DE) and iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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, XCS4.DE achieves a 29.46% return, which is significantly higher than SXR1.DE's 8.90% return. Over the past 10 years, XCS4.DE has underperformed SXR1.DE with an annualized return of 4.54%, while SXR1.DE has yielded a comparatively higher 7.48% annualized return.


XCS4.DE

1D
0.72%
1M
5.08%
YTD
29.46%
6M
30.06%
1Y
51.12%
3Y*
7.20%
5Y*
5.01%
10Y*
4.54%

SXR1.DE

1D
-0.90%
1M
-2.17%
YTD
8.90%
6M
10.35%
1Y
13.62%
3Y*
10.41%
5Y*
5.82%
10Y*
7.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCS4.DE vs. SXR1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCS4.DE
Xtrackers MSCI Thailand UCITS ETF 1C
29.46%-3.83%7.49%-15.52%11.15%6.09%-19.52%11.73%-1.47%17.20%
SXR1.DE
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)
8.90%7.00%11.91%2.20%-0.86%13.17%-2.98%21.74%-6.20%10.76%

Correlation

The correlation between XCS4.DE and SXR1.DE is 0.51, 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

0.51

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

0.43

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

0.44

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2011

0.54

The correlation between XCS4.DE and SXR1.DE shifts across timeframes, from 0.43 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XCS4.DE vs. SXR1.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XCS4.DE
XCS4.DE Risk / Return Rank: 7575
Overall Rank
XCS4.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XCS4.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
XCS4.DE Omega Ratio Rank: 6767
Omega Ratio Rank
XCS4.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
XCS4.DE Martin Ratio Rank: 7777
Martin Ratio Rank

SXR1.DE
SXR1.DE Risk / Return Rank: 3838
Overall Rank
SXR1.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SXR1.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
SXR1.DE Omega Ratio Rank: 3333
Omega Ratio Rank
SXR1.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
SXR1.DE Martin Ratio Rank: 4242
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.

XCS4.DE vs. SXR1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Thailand UCITS ETF 1C (XCS4.DE) and iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.


XCS4.DESXR1.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.40

1.22

+0.18

Calmar ratioReturn relative to maximum drawdown

4.91

2.25

+2.66

Martin ratioReturn relative to average drawdown

14.58

6.64

+7.93

XCS4.DE vs. SXR1.DE - Sharpe Ratio Comparison

The current XCS4.DE Sharpe Ratio is 2.35, which is higher than the SXR1.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of XCS4.DE and SXR1.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


XCS4.DESXR1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

1.19

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.39

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.45

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.27

-0.03

Drawdowns

XCS4.DE vs. SXR1.DE - Drawdown Comparison

The maximum XCS4.DE drawdown since its inception was -45.06%, which is greater than SXR1.DE's maximum drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for XCS4.DE and SXR1.DE.


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Drawdown Indicators


XCS4.DESXR1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.06%

-38.62%

-6.44%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-6.21%

-4.17%

Max Drawdown (3Y)

Largest decline over 3 years

-29.85%

-20.28%

-9.57%

Max Drawdown (5Y)

Largest decline over 5 years

-34.04%

-20.28%

-13.76%

Max Drawdown (10Y)

Largest decline over 10 years

-45.06%

-36.91%

-8.15%

Current Drawdown

Current decline from peak

-0.16%

-2.17%

+2.01%

Average Drawdown

Average peak-to-trough decline

-15.35%

-9.79%

-5.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

2.11%

+1.39%

Volatility

XCS4.DE vs. SXR1.DE - Volatility Comparison

Xtrackers MSCI Thailand UCITS ETF 1C (XCS4.DE) has a higher volatility of 5.83% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) at 3.06%. This indicates that XCS4.DE's price experiences larger fluctuations and is considered to be riskier than SXR1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCS4.DESXR1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

3.06%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

16.61%

9.04%

+7.57%

Volatility (1Y)

Calculated over the trailing 1-year period

21.68%

11.73%

+9.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.74%

14.73%

+3.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.70%

16.60%

+3.10%

XCS4.DE vs. SXR1.DE - Expense Ratio Comparison

XCS4.DE has a 0.50% expense ratio, which is higher than SXR1.DE's 0.20% expense ratio.


Dividends

XCS4.DE vs. SXR1.DE - Dividend Comparison

Neither XCS4.DE nor SXR1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XCS4.DE and SXR1.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXR1.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR1.DE is cheaper with a 0.20% expense ratio, compared with 0.50% for XCS4.DE.

XCS4.DE tracks MSCI Thailand, while SXR1.DE tracks MSCI Pacific ex Japan. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.50% for XCS4.DE and 0.20% for SXR1.DE.

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