AYEM.DE vs. SXRV.DE
AYEM.DE (iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - AYEM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets IMI ESG Screened, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, AYEM.DE returned 8.30%/yr vs 18.67%/yr for SXRV.DE. A 0.62 correlation means they provide meaningful diversification when combined. AYEM.DE charges 0.18%/yr vs 0.36%/yr for SXRV.DE.
Performance
AYEM.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AYEM.DE achieves a 26.90% return, which is significantly higher than SXRV.DE's 20.57% return.
AYEM.DE
- 1D
- -1.29%
- 1M
- 4.35%
- YTD
- 26.90%
- 6M
- 27.17%
- 1Y
- 46.15%
- 3Y*
- 20.23%
- 5Y*
- 8.30%
- 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%
AYEM.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AYEM.DE iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | 26.90% | 17.51% | 14.02% | 6.81% | -14.64% | 6.10% | 7.92% | 21.67% | 1.83% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | -9.79% |
Correlation
The correlation between AYEM.DE and SXRV.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.62 |
The correlation between AYEM.DE and SXRV.DE shifts across timeframes, from 0.57 (3 years) to 0.70 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AYEM.DE vs. SXRV.DE — Risk / Return Rank
AYEM.DE
SXRV.DE
AYEM.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.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.
| AYEM.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.42 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.30 | 3.75 | +0.55 |
| Martin ratioReturn relative to average drawdown | 15.83 | 11.16 | +4.67 |
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
| AYEM.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 2.40 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.93 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.91 | -0.32 |
Drawdowns
AYEM.DE vs. SXRV.DE - Drawdown Comparison
The maximum AYEM.DE drawdown since its inception was -31.19%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for AYEM.DE and SXRV.DE.
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Drawdown Indicators
| AYEM.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -32.80% | +1.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -10.03% | -0.98% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -26.69% | +7.55% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -31.33% | +7.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -2.20% | -0.83% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -6.56% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 3.38% | -0.38% |
Volatility
AYEM.DE vs. SXRV.DE - Volatility Comparison
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) has a higher volatility of 7.02% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that AYEM.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
| AYEM.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 4.26% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 14.89% | 10.98% | +3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.68% | 15.67% | +2.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 19.84% | -3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.62% | 19.65% | -1.03% |
AYEM.DE vs. SXRV.DE - Expense Ratio Comparison
AYEM.DE has a 0.18% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
AYEM.DE vs. SXRV.DE - Dividend Comparison
Neither AYEM.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
AYEM.DE and SXRV.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AYEM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AYEM.DE is cheaper with a 0.18% expense ratio, compared with 0.36% for SXRV.DE.
AYEM.DE is categorized as Emerging Markets Equities, while SXRV.DE is Nasdaq-100. AYEM.DE tracks MSCI Emerging Markets IMI ESG Screened, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.18% for AYEM.DE and 0.36% for SXRV.DE.
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