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CBUG.DE vs. SXRV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBUG.DE vs. SXRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.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, CBUG.DE achieves a 14.43% return, which is significantly lower than SXRV.DE's 20.57% return.


CBUG.DE

1D
0.52%
1M
2.87%
YTD
14.43%
6M
15.29%
1Y
28.47%
3Y*
13.75%
5Y*
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)

CBUG.DE vs. SXRV.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CBUG.DE
iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist)
14.43%6.47%13.17%11.34%-14.17%2.96%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.57%6.98%33.55%51.19%-30.05%4.11%

Correlation

The correlation between CBUG.DE and SXRV.DE is 0.64, 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

0.64

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

0.60

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2021

0.69

The correlation between CBUG.DE and SXRV.DE has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.

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Return for Risk

CBUG.DE vs. SXRV.DE — Risk / Return Rank

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

CBUG.DE
CBUG.DE Risk / Return Rank: 6868
Overall Rank
CBUG.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CBUG.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
CBUG.DE Omega Ratio Rank: 6161
Omega Ratio Rank
CBUG.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
CBUG.DE Martin Ratio Rank: 7777
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.

CBUG.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.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.


CBUG.DESXRV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.37

1.42

-0.05

Calmar ratioReturn relative to maximum drawdown

3.94

3.75

+0.19

Martin ratioReturn relative to average drawdown

14.66

11.16

+3.50

CBUG.DE vs. SXRV.DE - Sharpe Ratio Comparison

The current CBUG.DE Sharpe Ratio is 2.04, which is comparable to the SXRV.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of CBUG.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


CBUG.DESXRV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

2.40

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.91

-0.49

Drawdowns

CBUG.DE vs. SXRV.DE - Drawdown Comparison

The maximum CBUG.DE drawdown since its inception was -24.59%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for CBUG.DE and SXRV.DE.


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Drawdown Indicators


CBUG.DESXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.59%

-32.80%

+8.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.21%

-10.03%

+2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-24.59%

-26.69%

+2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-31.33%

Max Drawdown (10Y)

Largest decline over 10 years

-31.33%

Current Drawdown

Current decline from peak

0.00%

-0.83%

+0.83%

Average Drawdown

Average peak-to-trough decline

-7.48%

-6.56%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

3.38%

-1.44%

Volatility

CBUG.DE vs. SXRV.DE - Volatility Comparison

The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF GBP hedged (Dist) (CBUG.DE) is 3.41%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that CBUG.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


CBUG.DESXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

4.26%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

10.98%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

13.90%

15.67%

-1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

19.84%

-3.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

19.65%

-2.94%

CBUG.DE vs. SXRV.DE - Expense Ratio Comparison

CBUG.DE has a 0.10% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.


Dividends

CBUG.DE vs. SXRV.DE - Dividend Comparison

Neither CBUG.DE nor SXRV.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CBUG.DE and SXRV.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CBUG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CBUG.DE is cheaper with a 0.10% expense ratio, compared with 0.36% for SXRV.DE.

CBUG.DE is categorized as Global Equities, while SXRV.DE is Nasdaq-100. CBUG.DE tracks MSCI ACWI SMID NR USD, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.10% for CBUG.DE and 0.36% for SXRV.DE.

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