EXXV.DE vs. SXRV.DE
EXXV.DE (iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - EXXV.DE is a Europe Equities fund tracking the Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, EXXV.DE returned 10.77%/yr vs 21.24%/yr for SXRV.DE. A 0.58 correlation means they provide meaningful diversification when combined. EXXV.DE charges 0.43%/yr vs 0.36%/yr for SXRV.DE.
Performance
EXXV.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXXV.DE achieves a 6.78% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, EXXV.DE has underperformed SXRV.DE with an annualized return of 10.77%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
EXXV.DE
- 1D
- 0.22%
- 1M
- 3.91%
- YTD
- 6.78%
- 6M
- 8.78%
- 1Y
- 17.47%
- 3Y*
- 17.68%
- 5Y*
- 11.39%
- 10Y*
- 10.77%
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%
EXXV.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 6.78% | 26.53% | 11.43% | 23.88% | -13.61% | 24.15% | -3.88% | 27.75% | -10.41% | 13.38% |
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 EXXV.DE and SXRV.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since May 10, 2010 | 0.58 |
The correlation between EXXV.DE and SXRV.DE has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
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Return for Risk
EXXV.DE vs. SXRV.DE — Risk / Return Rank
EXXV.DE
SXRV.DE
EXXV.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.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.
| EXXV.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 3.75 | -2.18 |
| Martin ratioReturn relative to average drawdown | 5.56 | 11.16 | -5.60 |
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
| EXXV.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.40 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.93 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 1.07 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.91 | -0.60 |
Drawdowns
EXXV.DE vs. SXRV.DE - Drawdown Comparison
The maximum EXXV.DE drawdown since its inception was -59.63%, 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 EXXV.DE and SXRV.DE.
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Drawdown Indicators
| EXXV.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.63% | -32.80% | -26.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -10.03% | -1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.06% | -26.69% | +10.63% |
Max Drawdown (5Y)Largest decline over 5 years | -28.82% | -31.33% | +2.51% |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | -31.33% | -6.67% |
Current DrawdownCurrent decline from peak | -0.86% | -0.83% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -6.56% | -8.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.38% | -0.25% |
Volatility
EXXV.DE vs. SXRV.DE - Volatility Comparison
iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.DE) has a higher volatility of 5.15% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that EXXV.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
| EXXV.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 4.26% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 10.98% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 15.67% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 19.84% | -2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 19.65% | -1.57% |
EXXV.DE vs. SXRV.DE - Expense Ratio Comparison
EXXV.DE has a 0.43% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
EXXV.DE vs. SXRV.DE - Dividend Comparison
EXXV.DE's dividend yield for the trailing twelve months is around 2.19%, while SXRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 2.19% | 2.16% | 2.62% | 2.43% | 2.65% | 1.91% | 1.83% | 2.96% | 3.06% | 4.06% | 3.71% | 3.16% |
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
EXXV.DE and SXRV.DE have a correlation of 0.53, 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 0.43% for EXXV.DE.
EXXV.DE is categorized as Europe Equities, while SXRV.DE is Nasdaq-100. EXXV.DE tracks Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.43% for EXXV.DE and 0.36% for SXRV.DE.
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