EXH4.DE vs. SXRV.DE
EXH4.DE (iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - EXH4.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Industrial Goods & Services, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, EXH4.DE returned 12.08%/yr vs 21.24%/yr for SXRV.DE. A 0.59 correlation means they provide meaningful diversification when combined. EXH4.DE charges 0.46%/yr vs 0.36%/yr for SXRV.DE.
Performance
EXH4.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXH4.DE achieves a 8.61% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, EXH4.DE has underperformed SXRV.DE with an annualized return of 12.08%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
EXH4.DE
- 1D
- 0.57%
- 1M
- 1.72%
- YTD
- 8.61%
- 6M
- 10.71%
- 1Y
- 14.50%
- 3Y*
- 17.96%
- 5Y*
- 11.25%
- 10Y*
- 12.08%
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
EXH4.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXH4.DE iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) | 8.61% | 23.72% | 14.66% | 23.26% | -18.58% | 27.14% | 5.60% | 36.93% | -13.73% | 16.86% |
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 EXH4.DE and SXRV.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since May 10, 2010 | 0.59 |
The correlation between EXH4.DE and SXRV.DE has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.
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Return for Risk
EXH4.DE vs. SXRV.DE — Risk / Return Rank
EXH4.DE
SXRV.DE
EXH4.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.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.
| EXH4.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.42 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 3.75 | -2.66 |
| Martin ratioReturn relative to average drawdown | 3.91 | 11.16 | -7.25 |
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
| EXH4.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 2.40 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.93 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 1.07 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.91 | -0.43 |
Drawdowns
EXH4.DE vs. SXRV.DE - Drawdown Comparison
The maximum EXH4.DE drawdown since its inception was -60.02%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for EXH4.DE and SXRV.DE.
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Drawdown Indicators
| EXH4.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.02% | -32.80% | -27.22% |
Max Drawdown (1Y)Largest decline over 1 year | -13.28% | -10.03% | -3.25% |
Max Drawdown (3Y)Largest decline over 3 years | -19.33% | -26.69% | +7.36% |
Max Drawdown (5Y)Largest decline over 5 years | -31.07% | -31.33% | +0.26% |
Max Drawdown (10Y)Largest decline over 10 years | -41.94% | -31.33% | -10.61% |
Current DrawdownCurrent decline from peak | -1.40% | -0.83% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -6.56% | -3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 3.38% | +0.31% |
Volatility
EXH4.DE vs. SXRV.DE - Volatility Comparison
iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.DE) has a higher volatility of 6.36% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that EXH4.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
| EXH4.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 4.26% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 16.56% | 10.98% | +5.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 15.67% | +4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.66% | 19.84% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 19.65% | +0.28% |
EXH4.DE vs. SXRV.DE - Expense Ratio Comparison
EXH4.DE has a 0.46% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
EXH4.DE vs. SXRV.DE - Dividend Comparison
EXH4.DE's dividend yield for the trailing twelve months is around 1.18%, while SXRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH4.DE iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) | 1.18% | 1.31% | 1.51% | 1.72% | 1.68% | 1.08% | 0.85% | 1.69% | 1.67% | 2.38% | 2.10% | 2.79% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXH4.DE and SXRV.DE have a correlation of 0.55, 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 0.46% for EXH4.DE.
EXH4.DE is categorized as Industrials Equities, while SXRV.DE is Nasdaq-100. EXH4.DE tracks STOXX® Europe 600 Industrial Goods & Services, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.46% for EXH4.DE and 0.36% for SXRV.DE.
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