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EXX6.DE vs. SXRV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXX6.DE vs. SXRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares eb.rexx Government Germany 10.5+yr UCITS ETF (DE) (EXX6.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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Returns By Period

In the year-to-date period, EXX6.DE achieves a 1.03% return, which is significantly lower than SXRV.DE's 19.60% return. Over the past 10 years, EXX6.DE has underperformed SXRV.DE with an annualized return of -3.64%, while SXRV.DE has yielded a comparatively higher 21.19% annualized return.


EXX6.DE

1D
-0.39%
1M
1.35%
6M
1.77%
YTD
1.03%
1Y
-3.32%
3Y*
-2.08%
5Y*
-8.14%
10Y*
-3.64%

SXRV.DE

1D
0.49%
1M
-1.63%
6M
20.80%
YTD
19.60%
1Y
33.64%
3Y*
23.36%
5Y*
16.36%
10Y*
21.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXX6.DE vs. SXRV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXX6.DE
iShares eb.rexx Government Germany 10.5+yr UCITS ETF (DE)
1.03%-8.67%-3.08%6.87%-32.78%-4.96%8.39%9.13%6.44%-2.79%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
19.60%6.98%33.55%51.19%-30.05%39.34%34.48%42.90%3.03%15.81%

Correlation

The correlation between EXX6.DE and SXRV.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2010

-0.10

The correlation between EXX6.DE and SXRV.DE shifts across timeframes, from -0.10 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EXX6.DE vs. SXRV.DE — Risk / Return Rank

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

EXX6.DE
EXX6.DE Risk / Return Rank: 55
Overall Rank
EXX6.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EXX6.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
EXX6.DE Omega Ratio Rank: 55
Omega Ratio Rank
EXX6.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
EXX6.DE Martin Ratio Rank: 55
Martin Ratio Rank

SXRV.DE
SXRV.DE Risk / Return Rank: 7373
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7272
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6666
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.

EXX6.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares eb.rexx Government Germany 10.5+yr UCITS ETF (DE) (EXX6.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EXX6.DESXRV.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.44

Sortino ratioReturn per unit of downside risk

-3.27

Omega ratioGain probability vs. loss probability

0.94

1.35

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.48

3.34

-3.82

Martin ratioReturn relative to average drawdown

-0.93

9.73

-10.66

EXX6.DE vs. SXRV.DE - Sharpe Ratio Comparison

The current EXX6.DE Sharpe Ratio is -0.43, which is lower than the SXRV.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of EXX6.DE and SXRV.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EXX6.DE vs. SXRV.DE - Drawdown Comparison

The maximum EXX6.DE drawdown since its inception was -44.22%, 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 EXX6.DE and SXRV.DE.


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Drawdown Indicators


EXX6.DESXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.22%

-32.80%

-11.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

-10.03%

+3.20%

Max Drawdown (3Y)

Largest decline over 3 years

-15.48%

-26.69%

+11.21%

Max Drawdown (5Y)

Largest decline over 5 years

-40.54%

-31.33%

-9.21%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

-31.33%

-12.89%

Current Drawdown

Current decline from peak

-42.12%

-2.09%

-40.03%

Average Drawdown

Average peak-to-trough decline

-12.89%

-6.48%

-6.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

3.45%

+0.09%

Volatility

EXX6.DE vs. SXRV.DE - Volatility Comparison

The current volatility for iShares eb.rexx Government Germany 10.5+yr UCITS ETF (DE) (EXX6.DE) is 2.00%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 6.67%. This indicates that EXX6.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


EXX6.DESXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.00%

6.67%

-4.67%

Volatility (6M)

Calculated over the trailing 6-month period

5.76%

12.11%

-6.35%

Volatility (1Y)

Calculated over the trailing 1-year period

7.70%

16.67%

-8.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.95%

19.97%

-7.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.18%

19.69%

-8.51%

EXX6.DE vs. SXRV.DE - Expense Ratio Comparison

EXX6.DE has a 0.16% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.


Dividends

EXX6.DE vs. SXRV.DE - Dividend Comparison

EXX6.DE's dividend yield for the trailing twelve months is around 2.28%, while SXRV.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXX6.DE
iShares eb.rexx Government Germany 10.5+yr UCITS ETF (DE)
2.28%2.18%1.91%1.96%2.26%1.73%1.79%2.06%1.87%2.61%2.67%2.80%
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


EXX6.DE and SXRV.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXX6.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXX6.DE is cheaper with a 0.16% expense ratio, compared with 0.36% for SXRV.DE.

EXX6.DE is categorized as Government Bonds, while SXRV.DE is Nasdaq-100. EXX6.DE tracks eb.rexx Government Germany 10.5+ Index, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.16% for EXX6.DE and 0.36% for SXRV.DE.

Portfolio Optimizer

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