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

Performance

ERNX.DE vs. SXRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.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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ERNX.DE vs. SXRV.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ERNX.DE
iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating
0.30%2.69%4.04%3.34%0.10%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
-4.26%6.98%33.55%51.19%-18.69%

Returns By Period

In the year-to-date period, ERNX.DE achieves a 0.30% return, which is significantly higher than SXRV.DE's -4.26% return.


ERNX.DE

1D
-0.07%
1M
-0.06%
YTD
0.30%
6M
0.88%
1Y
2.20%
3Y*
3.29%
5Y*
10Y*

SXRV.DE

1D
2.53%
1M
-2.49%
YTD
-4.26%
6M
-1.29%
1Y
16.07%
3Y*
20.36%
5Y*
13.34%
10Y*
18.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ERNX.DE has a 0.09% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.


Return for Risk

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

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

ERNX.DE
ERNX.DE Risk / Return Rank: 9898
Overall Rank
ERNX.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ERNX.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
ERNX.DE Omega Ratio Rank: 9797
Omega Ratio Rank
ERNX.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
ERNX.DE Martin Ratio Rank: 9999
Martin Ratio Rank

SXRV.DE
SXRV.DE Risk / Return Rank: 4545
Overall Rank
SXRV.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 4040
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 4747
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.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.


ERNX.DESXRV.DEDifference

Sharpe ratio

Return per unit of total volatility

2.90

0.78

+2.13

Sortino ratio

Return per unit of downside risk

4.71

1.19

+3.52

Omega ratio

Gain probability vs. loss probability

1.64

1.17

+0.47

Calmar ratio

Return relative to maximum drawdown

10.83

1.57

+9.26

Martin ratio

Return relative to average drawdown

49.84

4.64

+45.20

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

The current ERNX.DE Sharpe Ratio is 2.90, which is higher than the SXRV.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of ERNX.DE and SXRV.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ERNX.DESXRV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.90

0.78

+2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

3.90

0.83

+3.06

Correlation

The correlation between ERNX.DE and SXRV.DE is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

ERNX.DE vs. SXRV.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ERNX.DE vs. SXRV.DE - Drawdown Comparison

The maximum ERNX.DE drawdown since its inception was -0.83%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for ERNX.DE and SXRV.DE.


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Drawdown Indicators


ERNX.DESXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-0.83%

-32.80%

+31.97%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-13.34%

+13.14%

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

-0.20%

-7.60%

+7.40%

Average Drawdown

Average peak-to-trough decline

-0.09%

-6.62%

+6.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

3.41%

-3.37%

Volatility

ERNX.DE vs. SXRV.DE - Volatility Comparison

The current volatility for iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.DE) is 0.31%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 5.03%. This indicates that ERNX.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


ERNX.DESXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

5.03%

-4.72%

Volatility (6M)

Calculated over the trailing 6-month period

0.54%

11.89%

-11.35%

Volatility (1Y)

Calculated over the trailing 1-year period

0.75%

20.62%

-19.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.68%

19.86%

-19.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.68%

19.67%

-18.99%