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

Performance

IBCG.DE vs. SXRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Japan EUR Hedged UCITS ETF (Acc) (IBCG.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, IBCG.DE achieves a 21.27% return, which is significantly higher than SXRV.DE's 19.60% return. Over the past 10 years, IBCG.DE has underperformed SXRV.DE with an annualized return of 14.99%, while SXRV.DE has yielded a comparatively higher 21.19% annualized return.


IBCG.DE

1D
1.23%
1M
1.98%
6M
20.86%
YTD
21.27%
1Y
48.23%
3Y*
25.91%
5Y*
19.57%
10Y*
14.99%

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)

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


2026 (YTD)202520242023202220212020201920182017
IBCG.DE
iShares MSCI Japan EUR Hedged UCITS ETF (Acc)
21.27%26.94%22.76%32.85%-5.89%12.06%7.58%16.67%-16.91%18.65%
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 IBCG.DE and SXRV.DE is 0.54, 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

0.54

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

0.50

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

0.56

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

0.56

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2011

0.54

The correlation between IBCG.DE and SXRV.DE has been stable across timeframes, ranging from 0.50 to 0.56 - a consistent structural relationship.

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Return for Risk

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

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

IBCG.DE
IBCG.DE Risk / Return Rank: 8989
Overall Rank
IBCG.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IBCG.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
IBCG.DE Omega Ratio Rank: 8888
Omega Ratio Rank
IBCG.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
IBCG.DE Martin Ratio Rank: 9090
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan EUR Hedged UCITS ETF (Acc) (IBCG.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.


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

+0.38

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.44

1.35

+0.09

Calmar ratioReturn relative to maximum drawdown

4.83

3.34

+1.49

Martin ratioReturn relative to average drawdown

16.49

9.73

+6.75

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

The current IBCG.DE Sharpe Ratio is 2.39, which is comparable to the SXRV.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of IBCG.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

IBCG.DE vs. SXRV.DE - Drawdown Comparison

The maximum IBCG.DE drawdown since its inception was -34.79%, 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 IBCG.DE and SXRV.DE.


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Drawdown Indicators


IBCG.DESXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.79%

-32.80%

-1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-10.03%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-21.63%

-26.69%

+5.06%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

-31.33%

+9.70%

Max Drawdown (10Y)

Largest decline over 10 years

-34.79%

-31.33%

-3.46%

Current Drawdown

Current decline from peak

-2.74%

-2.09%

-0.65%

Average Drawdown

Average peak-to-trough decline

-8.32%

-6.48%

-1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.45%

-0.53%

Volatility

IBCG.DE vs. SXRV.DE - Volatility Comparison

iShares MSCI Japan EUR Hedged UCITS ETF (Acc) (IBCG.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) have volatilities of 6.70% and 6.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBCG.DESXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

6.67%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

15.91%

12.11%

+3.80%

Volatility (1Y)

Calculated over the trailing 1-year period

20.07%

16.67%

+3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

19.97%

-1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

19.69%

-1.24%

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

IBCG.DE has a 0.64% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.


Dividends

IBCG.DE vs. SXRV.DE - Dividend Comparison

Neither IBCG.DE nor SXRV.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IBCG.DE and SXRV.DE have a correlation of 0.54, 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 0.64% for IBCG.DE.

IBCG.DE is categorized as Japan Equities, while SXRV.DE is Nasdaq-100. IBCG.DE tracks MSCI Japan Index (EUR Hedged), while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.64% for IBCG.DE and 0.36% for SXRV.DE.

Portfolio Optimizer

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