IBCZ.DE vs. SXRV.DE
IBCZ.DE (iShares Edge MSCI World Multifactor UCITS ETF USD (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IBCZ.DE is a Global Equities fund tracking the MSCI World Diversified Multiple-Factor, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IBCZ.DE returned 11.45%/yr vs 21.24%/yr for SXRV.DE. Their correlation of 0.82 suggests significant overlap in exposure. IBCZ.DE charges 0.50%/yr vs 0.36%/yr for SXRV.DE.
Performance
IBCZ.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCZ.DE achieves a 13.04% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, IBCZ.DE has underperformed SXRV.DE with an annualized return of 11.45%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
IBCZ.DE
- 1D
- -0.16%
- 1M
- 5.84%
- YTD
- 13.04%
- 6M
- 13.70%
- 1Y
- 27.80%
- 3Y*
- 18.64%
- 5Y*
- 12.00%
- 10Y*
- 11.45%
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
IBCZ.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCZ.DE iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) | 13.04% | 12.05% | 24.09% | 11.45% | -10.83% | 31.27% | 0.44% | 24.79% | -8.31% | 11.03% |
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 IBCZ.DE and SXRV.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2015 | 0.82 |
The correlation between IBCZ.DE and SXRV.DE has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.
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Return for Risk
IBCZ.DE vs. SXRV.DE — Risk / Return Rank
IBCZ.DE
SXRV.DE
IBCZ.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.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.
| IBCZ.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.42 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 5.23 | 3.75 | +1.48 |
| Martin ratioReturn relative to average drawdown | 20.97 | 11.16 | +9.81 |
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
| IBCZ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | 2.40 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.93 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 1.07 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.91 | -0.22 |
Drawdowns
IBCZ.DE vs. SXRV.DE - Drawdown Comparison
The maximum IBCZ.DE drawdown since its inception was -33.99%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IBCZ.DE and SXRV.DE.
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Drawdown Indicators
| IBCZ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -32.80% | -1.19% |
Max Drawdown (1Y)Largest decline over 1 year | -5.29% | -10.03% | +4.74% |
Max Drawdown (3Y)Largest decline over 3 years | -19.98% | -26.69% | +6.71% |
Max Drawdown (5Y)Largest decline over 5 years | -19.98% | -31.33% | +11.35% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | -31.33% | -2.66% |
Current DrawdownCurrent decline from peak | -0.60% | -0.83% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -6.56% | +2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.32% | 3.38% | -2.06% |
Volatility
IBCZ.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) is 3.05%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that IBCZ.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
| IBCZ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 4.26% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 10.98% | -2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.42% | 15.67% | -4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 19.84% | -5.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 19.65% | -4.52% |
IBCZ.DE vs. SXRV.DE - Expense Ratio Comparison
IBCZ.DE has a 0.50% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
IBCZ.DE vs. SXRV.DE - Dividend Comparison
Neither IBCZ.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCZ.DE and SXRV.DE have a correlation of 0.82, 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 0.50% for IBCZ.DE.
IBCZ.DE is categorized as Global Equities, while SXRV.DE is Nasdaq-100. IBCZ.DE tracks MSCI World Diversified Multiple-Factor, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.50% for IBCZ.DE and 0.36% for SXRV.DE.
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