IBCK.DE vs. SXRV.DE
IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IBCK.DE is a S&P 500 fund tracking the S&P 500 Minimum Volatility, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IBCK.DE returned 10.32%/yr vs 21.24%/yr for SXRV.DE. A 0.77 correlation means they provide meaningful diversification when combined. IBCK.DE charges 0.20%/yr vs 0.36%/yr for SXRV.DE.
Performance
IBCK.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCK.DE achieves a 5.14% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, IBCK.DE has underperformed SXRV.DE with an annualized return of 10.32%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
IBCK.DE
- 1D
- 0.27%
- 1M
- 4.61%
- YTD
- 5.14%
- 6M
- 5.32%
- 1Y
- 9.77%
- 3Y*
- 10.94%
- 5Y*
- 9.91%
- 10Y*
- 10.32%
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%
IBCK.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 5.14% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | -2.18% | 34.85% | -1.47% | 2.29% |
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 IBCK.DE and SXRV.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2013 | 0.77 |
The correlation between IBCK.DE and SXRV.DE shifts across timeframes, from 0.62 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IBCK.DE vs. SXRV.DE — Risk / Return Rank
IBCK.DE
SXRV.DE
IBCK.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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.
| IBCK.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.42 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 3.75 | -1.93 |
| Martin ratioReturn relative to average drawdown | 5.31 | 11.16 | -5.85 |
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
| IBCK.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.40 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.93 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 1.07 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.91 | -0.02 |
Drawdowns
IBCK.DE vs. SXRV.DE - Drawdown Comparison
The maximum IBCK.DE drawdown since its inception was -33.11%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IBCK.DE and SXRV.DE.
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Drawdown Indicators
| IBCK.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.11% | -32.80% | -0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -10.03% | +4.95% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -26.69% | +9.14% |
Max Drawdown (5Y)Largest decline over 5 years | -17.55% | -31.33% | +13.78% |
Max Drawdown (10Y)Largest decline over 10 years | -33.11% | -31.33% | -1.78% |
Current DrawdownCurrent decline from peak | -0.47% | -0.83% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -6.56% | +2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 3.38% | -1.63% |
Volatility
IBCK.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) is 2.26%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that IBCK.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
| IBCK.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 4.26% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 5.71% | 10.98% | -5.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.73% | 15.67% | -6.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.37% | 19.84% | -7.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.02% | 19.65% | -5.63% |
IBCK.DE vs. SXRV.DE - Expense Ratio Comparison
IBCK.DE has a 0.20% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
IBCK.DE vs. SXRV.DE - Dividend Comparison
Neither IBCK.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCK.DE and SXRV.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBCK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBCK.DE is cheaper with a 0.20% expense ratio, compared with 0.36% for SXRV.DE.
IBCK.DE is categorized as S&P 500, while SXRV.DE is Nasdaq-100. IBCK.DE tracks S&P 500 Minimum Volatility, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for IBCK.DE and 0.36% for SXRV.DE.
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