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GIGB vs. SXRM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GIGB vs. SXRM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) and iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.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, GIGB achieves a 0.99% return, which is significantly higher than SXRM.DE's -0.59% return.


GIGB

1D
-0.02%
1M
0.70%
YTD
0.99%
6M
1.39%
1Y
5.80%
3Y*
5.40%
5Y*
0.31%
10Y*

SXRM.DE

1D
0.38%
1M
0.09%
YTD
-0.59%
6M
0.05%
1Y
4.19%
3Y*
2.95%
5Y*
-1.07%
10Y*
0.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GIGB vs. SXRM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
0.99%7.58%1.68%8.80%-15.80%-1.64%9.86%15.05%-2.76%2.45%
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
-0.59%8.56%-0.51%3.57%-14.86%-3.03%9.73%9.02%0.39%-0.97%

Correlation

The correlation between GIGB and SXRM.DE is 0.68, 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

0.68

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

0.73

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

0.70

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2017

0.63

The correlation between GIGB and SXRM.DE has been stable across timeframes, ranging from 0.63 to 0.73 - a consistent structural relationship.

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Return for Risk

GIGB vs. SXRM.DE — Risk / Return Rank

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

GIGB
GIGB Risk / Return Rank: 3939
Overall Rank
GIGB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GIGB Sortino Ratio Rank: 3838
Sortino Ratio Rank
GIGB Omega Ratio Rank: 3737
Omega Ratio Rank
GIGB Calmar Ratio Rank: 4242
Calmar Ratio Rank
GIGB Martin Ratio Rank: 4040
Martin Ratio Rank

SXRM.DE
SXRM.DE Risk / Return Rank: 2424
Overall Rank
SXRM.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SXRM.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
SXRM.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SXRM.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
SXRM.DE Martin Ratio Rank: 2424
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.

GIGB vs. SXRM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) and iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.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.


GIGBSXRM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.22

1.14

+0.08

Calmar ratioReturn relative to maximum drawdown

1.84

0.93

+0.91

Martin ratioReturn relative to average drawdown

5.74

2.74

+3.00

GIGB vs. SXRM.DE - Sharpe Ratio Comparison

The current GIGB Sharpe Ratio is 1.23, which is higher than the SXRM.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of GIGB and SXRM.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

GIGB vs. SXRM.DE - Drawdown Comparison

The maximum GIGB drawdown since its inception was -22.25%, roughly equal to the maximum SXRM.DE drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for GIGB and SXRM.DE.


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Drawdown Indicators


GIGBSXRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.25%

-23.31%

+1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.87%

-4.02%

+1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-6.69%

-7.24%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-22.25%

-20.90%

-1.35%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

Current Drawdown

Current decline from peak

-0.64%

-10.34%

+9.70%

Average Drawdown

Average peak-to-trough decline

-5.60%

-6.45%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.37%

-0.45%

Volatility

GIGB vs. SXRM.DE - Volatility Comparison

The current volatility for Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) is 1.43%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a volatility of 1.86%. This indicates that GIGB experiences smaller price fluctuations and is considered to be less risky than SXRM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GIGBSXRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.86%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

3.23%

3.41%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

4.60%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.25%

7.38%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.66%

6.30%

+1.36%

GIGB vs. SXRM.DE - Expense Ratio Comparison

GIGB has a 0.14% expense ratio, which is higher than SXRM.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GIGB vs. SXRM.DE - Dividend Comparison

GIGB's dividend yield for the trailing twelve months is around 4.60%, while SXRM.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
4.60%4.69%4.45%3.67%3.12%2.25%2.62%3.22%3.31%1.55%
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GIGB and SXRM.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRM.DE is cheaper with a 0.07% expense ratio, compared with 0.14% for GIGB.

GIGB is categorized as Corporate Bonds, while SXRM.DE is Government Bonds. GIGB tracks FTSE Goldman Sachs Investment Grade Corporate Bond Index, while SXRM.DE tracks ICE US Treasury 7-10 Year. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.14% for GIGB and 0.07% for SXRM.DE.

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