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3SUE.DE vs. SXRV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3SUE.DE vs. SXRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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, 3SUE.DE achieves a 0.62% return, which is significantly lower than SXRV.DE's 20.57% return.


3SUE.DE

1D
-0.18%
1M
-3.06%
YTD
0.62%
6M
-0.36%
1Y
-3.57%
3Y*
0.49%
5Y*
3.31%
10Y*

SXRV.DE

1D
-0.83%
1M
7.99%
YTD
20.57%
6M
18.73%
1Y
37.06%
3Y*
24.53%
5Y*
18.67%
10Y*
21.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

3SUE.DE vs. SXRV.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
3SUE.DE
iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist
0.62%-6.04%9.20%-0.30%0.12%22.84%-0.67%3.33%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.57%6.98%33.55%51.19%-30.05%39.34%34.48%10.21%

Correlation

The correlation between 3SUE.DE and SXRV.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

0.14

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

0.29

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2019

0.37

The correlation between 3SUE.DE and SXRV.DE shifts across timeframes, from -0.04 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

3SUE.DE vs. SXRV.DE — Risk / Return Rank

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

3SUE.DE
3SUE.DE Risk / Return Rank: 55
Overall Rank
3SUE.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
3SUE.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
3SUE.DE Omega Ratio Rank: 55
Omega Ratio Rank
3SUE.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
3SUE.DE Martin Ratio Rank: 55
Martin Ratio Rank

SXRV.DE
SXRV.DE Risk / Return Rank: 7171
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7171
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6363
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.

3SUE.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.


3SUE.DESXRV.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.78

Sortino ratioReturn per unit of downside risk

-3.65

Omega ratioGain probability vs. loss probability

0.95

1.42

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.41

3.75

-4.17

Martin ratioReturn relative to average drawdown

-0.91

11.16

-12.07

3SUE.DE vs. SXRV.DE - Sharpe Ratio Comparison

The current 3SUE.DE Sharpe Ratio is -0.38, which is lower than the SXRV.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of 3SUE.DE and SXRV.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


3SUE.DESXRV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

2.40

-2.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.93

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.91

-0.60

Drawdowns

3SUE.DE vs. SXRV.DE - Drawdown Comparison

The maximum 3SUE.DE drawdown since its inception was -22.98%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for 3SUE.DE and SXRV.DE.


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Drawdown Indicators


3SUE.DESXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.98%

-32.80%

+9.82%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-10.03%

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-13.04%

-26.69%

+13.65%

Max Drawdown (5Y)

Largest decline over 5 years

-13.04%

-31.33%

+18.29%

Max Drawdown (10Y)

Largest decline over 10 years

-31.33%

Current Drawdown

Current decline from peak

-10.63%

-0.83%

-9.80%

Average Drawdown

Average peak-to-trough decline

-5.61%

-6.56%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.97%

3.38%

+1.59%

Volatility

3SUE.DE vs. SXRV.DE - Volatility Comparison

iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) has a higher volatility of 4.88% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that 3SUE.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3SUE.DESXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

4.26%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

10.98%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

15.67%

-3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.43%

19.84%

-8.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.09%

19.65%

-6.56%

3SUE.DE vs. SXRV.DE - Expense Ratio Comparison

3SUE.DE has a 0.18% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.


Dividends

3SUE.DE vs. SXRV.DE - Dividend Comparison

3SUE.DE's dividend yield for the trailing twelve months is around 2.62%, while SXRV.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
3SUE.DE
iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist
2.62%2.64%2.63%2.44%2.21%2.43%3.30%0.40%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


3SUE.DE and SXRV.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 3SUE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

3SUE.DE is cheaper with a 0.18% expense ratio, compared with 0.36% for SXRV.DE.

3SUE.DE is categorized as Consumer Staples Equities, while SXRV.DE is Nasdaq-100. 3SUE.DE tracks MSCI World Consumer Staples, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.18% for 3SUE.DE and 0.36% for SXRV.DE.

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