IBCG.DE vs. SXRV.DE
IBCG.DE (iShares MSCI Japan EUR Hedged UCITS ETF (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IBCG.DE is a Japan Equities fund tracking the MSCI Japan Index (EUR Hedged), while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IBCG.DE returned 14.99%/yr vs 21.19%/yr for SXRV.DE. A 0.54 correlation means they provide meaningful diversification when combined. IBCG.DE charges 0.64%/yr vs 0.36%/yr for SXRV.DE.
Performance
IBCG.DE vs. SXRV.DE - Performance Comparison
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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%
IBCG.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IBCG.DE
SXRV.DE
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.DE | SXRV.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.74% | -2.09% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -8.32% | -6.48% | -1.84% |
Ulcer IndexDepth 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.DE | SXRV.DE | Difference | |
|---|---|---|---|
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.
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.
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