EUNZ.DE vs. SXRV.DE
EUNZ.DE (iShares Edge MSCI EM Minimum Volatility UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - EUNZ.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Minimum Volatility, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, EUNZ.DE returned 6.20%/yr vs 21.24%/yr for SXRV.DE. A 0.63 correlation means they provide meaningful diversification when combined. EUNZ.DE charges 0.40%/yr vs 0.36%/yr for SXRV.DE.
Performance
EUNZ.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNZ.DE achieves a 18.69% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, EUNZ.DE has underperformed SXRV.DE with an annualized return of 6.20%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
EUNZ.DE
- 1D
- -1.19%
- 1M
- 3.85%
- YTD
- 18.69%
- 6M
- 17.92%
- 1Y
- 22.13%
- 3Y*
- 11.07%
- 5Y*
- 6.48%
- 10Y*
- 6.20%
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%
EUNZ.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNZ.DE iShares Edge MSCI EM Minimum Volatility UCITS ETF | 18.69% | -0.15% | 15.73% | 3.85% | -8.85% | 13.05% | -2.49% | 10.59% | -1.89% | 11.39% |
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% | 3.03% | 15.81% |
Correlation
The correlation between EUNZ.DE and SXRV.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2013 | 0.63 |
The correlation between EUNZ.DE and SXRV.DE shifts across timeframes, from 0.51 (5 years) to 0.67 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EUNZ.DE vs. SXRV.DE — Risk / Return Rank
EUNZ.DE
SXRV.DE
EUNZ.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.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.
| EUNZ.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.42 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 3.75 | -0.75 |
| Martin ratioReturn relative to average drawdown | 10.57 | 11.16 | -0.59 |
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
| EUNZ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 2.40 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.93 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 1.07 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.91 | -0.55 |
Drawdowns
EUNZ.DE vs. SXRV.DE - Drawdown Comparison
The maximum EUNZ.DE drawdown since its inception was -30.47%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for EUNZ.DE and SXRV.DE.
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Drawdown Indicators
| EUNZ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.47% | -32.80% | +2.33% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -10.03% | +2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -14.00% | -26.69% | +12.69% |
Max Drawdown (5Y)Largest decline over 5 years | -14.00% | -31.33% | +17.33% |
Max Drawdown (10Y)Largest decline over 10 years | -26.15% | -31.33% | +5.18% |
Current DrawdownCurrent decline from peak | -1.96% | -0.83% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -7.62% | -6.56% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.38% | -1.25% |
Volatility
EUNZ.DE vs. SXRV.DE - Volatility Comparison
iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) has a higher volatility of 4.75% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that EUNZ.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
| EUNZ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 4.26% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 10.98% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.18% | 15.67% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.41% | 19.84% | -8.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.32% | 19.65% | -6.33% |
EUNZ.DE vs. SXRV.DE - Expense Ratio Comparison
EUNZ.DE has a 0.40% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
EUNZ.DE vs. SXRV.DE - Dividend Comparison
Neither EUNZ.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
EUNZ.DE and SXRV.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRV.DE is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRV.DE is cheaper with a 0.36% expense ratio, compared with 0.40% for EUNZ.DE.
EUNZ.DE is categorized as Emerging Markets Equities, while SXRV.DE is Nasdaq-100. EUNZ.DE tracks MSCI Emerging Markets Minimum Volatility, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.40% for EUNZ.DE and 0.36% for SXRV.DE.
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