EXSE.DE vs. SXRV.DE
EXSE.DE (iShares STOXX Europe Small 200 UCITS ETF (DE)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - EXSE.DE is a Europe Equities fund tracking the STOXX® Europe Small 200, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, EXSE.DE returned 7.21%/yr vs 21.24%/yr for SXRV.DE. A 0.57 correlation means they provide meaningful diversification when combined. EXSE.DE charges 0.20%/yr vs 0.36%/yr for SXRV.DE.
Performance
EXSE.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSE.DE achieves a 7.33% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, EXSE.DE has underperformed SXRV.DE with an annualized return of 7.21%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
EXSE.DE
- 1D
- 0.55%
- 1M
- 1.10%
- YTD
- 7.33%
- 6M
- 10.98%
- 1Y
- 15.08%
- 3Y*
- 11.63%
- 5Y*
- 3.52%
- 10Y*
- 7.21%
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%
EXSE.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 7.33% | 18.59% | 3.15% | 12.44% | -23.69% | 22.14% | 4.50% | 30.93% | -13.60% | 17.93% |
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 EXSE.DE and SXRV.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since May 10, 2010 | 0.57 |
The correlation between EXSE.DE and SXRV.DE shifts across timeframes, from 0.45 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXSE.DE vs. SXRV.DE — Risk / Return Rank
EXSE.DE
SXRV.DE
EXSE.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.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.
| EXSE.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 3.75 | -2.26 |
| Martin ratioReturn relative to average drawdown | 5.48 | 11.16 | -5.68 |
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
| EXSE.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 2.40 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.93 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 1.07 | -0.66 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.91 | -0.51 |
Drawdowns
EXSE.DE vs. SXRV.DE - Drawdown Comparison
The maximum EXSE.DE drawdown since its inception was -62.51%, 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 EXSE.DE and SXRV.DE.
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Drawdown Indicators
| EXSE.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.51% | -32.80% | -29.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -10.03% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -15.61% | -26.69% | +11.08% |
Max Drawdown (5Y)Largest decline over 5 years | -35.13% | -31.33% | -3.80% |
Max Drawdown (10Y)Largest decline over 10 years | -38.03% | -31.33% | -6.70% |
Current DrawdownCurrent decline from peak | -1.14% | -0.83% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -12.96% | -6.56% | -6.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.38% | -0.56% |
Volatility
EXSE.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) is 3.72%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that EXSE.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
| EXSE.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 4.26% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 10.98% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 15.67% | -2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 19.84% | -2.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 19.65% | -2.31% |
EXSE.DE vs. SXRV.DE - Expense Ratio Comparison
EXSE.DE has a 0.20% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
EXSE.DE vs. SXRV.DE - Dividend Comparison
EXSE.DE's dividend yield for the trailing twelve months is around 2.67%, while SXRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 2.67% | 2.91% | 2.58% | 2.29% | 2.59% | 1.43% | 1.25% | 2.13% | 2.59% | 3.45% | 2.83% | 2.87% |
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
EXSE.DE and SXRV.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSE.DE is cheaper with a 0.20% expense ratio, compared with 0.36% for SXRV.DE.
EXSE.DE is categorized as Europe Equities, while SXRV.DE is Nasdaq-100. EXSE.DE tracks STOXX® Europe Small 200, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for EXSE.DE and 0.36% for SXRV.DE.
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