5UOA.DE vs. SXRV.DE
5UOA.DE (iShares USD Corporate Bond ESG UCITS ETF Acc) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - 5UOA.DE is a Corporate Bonds fund tracking the Bloomberg MSCI US Corporate Sustainable SRI, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, 5UOA.DE returned 1.37%/yr vs 18.67%/yr for SXRV.DE. At a 0.21 correlation, their price movements are largely independent. 5UOA.DE charges 0.15%/yr vs 0.36%/yr for SXRV.DE.
Performance
5UOA.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5UOA.DE achieves a 1.02% return, which is significantly lower than SXRV.DE's 20.57% return.
5UOA.DE
- 1D
- 0.04%
- 1M
- 1.01%
- YTD
- 1.02%
- 6M
- 0.66%
- 1Y
- 3.48%
- 3Y*
- 2.19%
- 5Y*
- 1.37%
- 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%
5UOA.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
5UOA.DE iShares USD Corporate Bond ESG UCITS ETF Acc | 1.02% | -4.01% | 7.93% | 4.48% | -9.70% | 6.44% | 2.37% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 49.41% |
Correlation
The correlation between 5UOA.DE and SXRV.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2020 | 0.21 |
The correlation between 5UOA.DE and SXRV.DE shifts across timeframes, from 0.21 (5 years) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
5UOA.DE vs. SXRV.DE — Risk / Return Rank
5UOA.DE
SXRV.DE
5UOA.DE vs. SXRV.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 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.
| 5UOA.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.36 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.42 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 3.75 | -2.80 |
| Martin ratioReturn relative to average drawdown | 2.46 | 11.16 | -8.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 5UOA.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 2.40 | -1.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.93 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.91 | -0.76 |
Drawdowns
5UOA.DE vs. SXRV.DE - Drawdown Comparison
The maximum 5UOA.DE drawdown since its inception was -12.65%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for 5UOA.DE and SXRV.DE.
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Drawdown Indicators
| 5UOA.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.65% | -32.80% | +20.15% |
Max Drawdown (1Y)Largest decline over 1 year | -3.32% | -10.03% | +6.71% |
Max Drawdown (3Y)Largest decline over 3 years | -11.22% | -26.69% | +15.47% |
Max Drawdown (5Y)Largest decline over 5 years | -12.65% | -31.33% | +18.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -5.64% | -0.83% | -4.81% |
Average DrawdownAverage peak-to-trough decline | -5.96% | -6.56% | +0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 3.38% | -2.09% |
Volatility
5UOA.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) is 1.10%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that 5UOA.DE experiences smaller price fluctuations and is considered to be less risky 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
| 5UOA.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 4.26% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 3.94% | 10.98% | -7.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.70% | 15.67% | -9.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.13% | 19.84% | -11.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.18% | 19.65% | -11.47% |
5UOA.DE vs. SXRV.DE - Expense Ratio Comparison
5UOA.DE has a 0.15% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
5UOA.DE vs. SXRV.DE - Dividend Comparison
Neither 5UOA.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
5UOA.DE and SXRV.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5UOA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5UOA.DE is cheaper with a 0.15% expense ratio, compared with 0.36% for SXRV.DE.
5UOA.DE is categorized as Corporate Bonds, while SXRV.DE is Nasdaq-100. 5UOA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.15% for 5UOA.DE and 0.36% for SXRV.DE.
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