EXV8.DE vs. SXRV.DE
EXV8.DE (iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - EXV8.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Construction & Materials, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, EXV8.DE returned 10.37%/yr vs 21.24%/yr for SXRV.DE. A 0.53 correlation means they provide meaningful diversification when combined. EXV8.DE charges 0.46%/yr vs 0.36%/yr for SXRV.DE.
Performance
EXV8.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXV8.DE achieves a 1.00% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, EXV8.DE has underperformed SXRV.DE with an annualized return of 10.37%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
EXV8.DE
- 1D
- 0.17%
- 1M
- -1.18%
- YTD
- 1.00%
- 6M
- 3.34%
- 1Y
- 7.54%
- 3Y*
- 15.58%
- 5Y*
- 9.70%
- 10Y*
- 10.37%
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%
EXV8.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.00% | 25.00% | 6.42% | 33.57% | -18.92% | 32.25% | -2.02% | 42.92% | -17.87% | 10.41% |
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 EXV8.DE and SXRV.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since May 10, 2010 | 0.53 |
The correlation between EXV8.DE and SXRV.DE has been stable across timeframes, ranging from 0.43 to 0.53 - a consistent structural relationship.
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Return for Risk
EXV8.DE vs. SXRV.DE — Risk / Return Rank
EXV8.DE
SXRV.DE
EXV8.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.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.
| EXV8.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.42 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 3.75 | -3.26 |
| Martin ratioReturn relative to average drawdown | 1.50 | 11.16 | -9.66 |
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
| EXV8.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 2.40 | -2.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.93 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 1.07 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.91 | -0.47 |
Drawdowns
EXV8.DE vs. SXRV.DE - Drawdown Comparison
The maximum EXV8.DE drawdown since its inception was -66.09%, 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 EXV8.DE and SXRV.DE.
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Drawdown Indicators
| EXV8.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.09% | -32.80% | -33.29% |
Max Drawdown (1Y)Largest decline over 1 year | -15.30% | -10.03% | -5.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -26.69% | +9.86% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -31.33% | +2.10% |
Max Drawdown (10Y)Largest decline over 10 years | -42.81% | -31.33% | -11.48% |
Current DrawdownCurrent decline from peak | -6.66% | -0.83% | -5.83% |
Average DrawdownAverage peak-to-trough decline | -15.00% | -6.56% | -8.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 3.38% | +1.62% |
Volatility
EXV8.DE vs. SXRV.DE - Volatility Comparison
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) has a higher volatility of 6.24% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that EXV8.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
| EXV8.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 4.26% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 16.12% | 10.98% | +5.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 15.67% | +4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 19.84% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 19.65% | +0.61% |
EXV8.DE vs. SXRV.DE - Expense Ratio Comparison
EXV8.DE has a 0.46% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
EXV8.DE vs. SXRV.DE - Dividend Comparison
EXV8.DE's dividend yield for the trailing twelve months is around 1.39%, while SXRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.39% | 1.39% | 1.69% | 1.59% | 1.78% | 1.34% | 0.53% | 1.55% | 1.66% | 2.87% | 2.80% | 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
EXV8.DE and SXRV.DE have a correlation of 0.44, 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 EXV8.DE.
EXV8.DE is categorized as Industrials Equities, while SXRV.DE is Nasdaq-100. EXV8.DE tracks STOXX® Europe 600 Construction & Materials, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.46% for EXV8.DE and 0.36% for SXRV.DE.
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