PortfoliosLab logoPortfoliosLab logo
5UOA.DE vs. SXRR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5UOA.DE vs. SXRR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) and iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 5UOA.DE achieves a 2.22% return, which is significantly higher than SXRR.DE's 1.42% return.


5UOA.DE

1D
0.00%
1M
0.66%
6M
1.10%
YTD
2.22%
1Y
5.26%
3Y*
3.91%
5Y*
0.67%
10Y*

SXRR.DE

1D
0.00%
1M
0.24%
6M
1.19%
YTD
1.42%
1Y
2.61%
3Y*
3.68%
5Y*
2.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5UOA.DE vs. SXRR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
5UOA.DE
iShares USD Corporate Bond ESG UCITS ETF Acc
2.22%-4.05%8.06%4.33%-9.57%6.48%2.61%
SXRR.DE
iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)
1.42%2.69%4.90%4.43%-0.72%-0.50%5.73%

Correlation

The correlation between 5UOA.DE and SXRR.DE is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.10

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

-0.04

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

0.01

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2020

-0.01

The correlation between 5UOA.DE and SXRR.DE shifts across timeframes, from -0.10 (1 year) to 0.01 (5 years), reflecting how their relationship changes across market environments.

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

5UOA.DE vs. SXRR.DE — Risk / Return Rank

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

5UOA.DE
5UOA.DE Risk / Return Rank: 3434
Overall Rank
5UOA.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
5UOA.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
5UOA.DE Omega Ratio Rank: 3131
Omega Ratio Rank
5UOA.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
5UOA.DE Martin Ratio Rank: 3636
Martin Ratio Rank

SXRR.DE
SXRR.DE Risk / Return Rank: 9191
Overall Rank
SXRR.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SXRR.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
SXRR.DE Omega Ratio Rank: 9797
Omega Ratio Rank
SXRR.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
SXRR.DE Martin Ratio Rank: 9797
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.

5UOA.DE vs. SXRR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) and iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


5UOA.DESXRR.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

1.17

1.85

-0.68

Calmar ratioReturn relative to maximum drawdown

1.59

11.00

-9.41

Martin ratioReturn relative to average drawdown

4.21

34.86

-30.65

5UOA.DE vs. SXRR.DE - Sharpe Ratio Comparison

The current 5UOA.DE Sharpe Ratio is 0.91, which is lower than the SXRR.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of 5UOA.DE and SXRR.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.


Loading charts...

Drawdowns

5UOA.DE vs. SXRR.DE - Drawdown Comparison

The maximum 5UOA.DE drawdown since its inception was -12.63%, smaller than the maximum SXRR.DE drawdown of -14.20%. Use the drawdown chart below to compare losses from any high point for 5UOA.DE and SXRR.DE.


Loading charts...

Drawdown Indicators


5UOA.DESXRR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.63%

-14.20%

+1.57%

Max Drawdown (1Y)

Largest decline over 1 year

-3.29%

-0.24%

-3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-11.20%

-1.36%

-9.84%

Max Drawdown (5Y)

Largest decline over 5 years

-12.63%

-2.72%

-9.91%

Current Drawdown

Current decline from peak

-4.56%

0.00%

-4.56%

Average Drawdown

Average peak-to-trough decline

-5.95%

-1.22%

-4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

0.07%

+1.18%

Volatility

5UOA.DE vs. SXRR.DE - Volatility Comparison

iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) has a higher volatility of 1.49% compared to iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) at 0.24%. This indicates that 5UOA.DE's price experiences larger fluctuations and is considered to be riskier than SXRR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


5UOA.DESXRR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

0.24%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.98%

0.96%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

5.94%

1.40%

+4.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.15%

1.94%

+6.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.24%

3.80%

+4.44%

5UOA.DE vs. SXRR.DE - Expense Ratio Comparison

5UOA.DE has a 0.15% expense ratio, which is higher than SXRR.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

5UOA.DE vs. SXRR.DE - Dividend Comparison

5UOA.DE has not paid dividends to shareholders, while SXRR.DE's dividend yield for the trailing twelve months is around 4.72%.


PositionTTM202520242023202220212020201920182017
5UOA.DE
iShares USD Corporate Bond ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SXRR.DE
iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)
4.72%5.04%6.01%5.52%1.49%0.58%1.60%3.00%2.06%0.36%

Frequently Asked Questions


5UOA.DE and SXRR.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SXRR.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for 5UOA.DE.

5UOA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI, while SXRR.DE tracks Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged). Their fees differ too: 0.15% for 5UOA.DE and 0.12% for SXRR.DE.

Portfolio Optimizer

Find the right allocation for 5UOA.DE and SXRR.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