IQQN.DE vs. SXRV.DE
IQQN.DE (iShares MSCI North America UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IQQN.DE is a Large Cap Blend Equities fund tracking the MSCI North America, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IQQN.DE returned 14.38%/yr vs 21.24%/yr for SXRV.DE. Their correlation of 0.88 suggests significant overlap in exposure. IQQN.DE charges 0.40%/yr vs 0.36%/yr for SXRV.DE.
Performance
IQQN.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQN.DE achieves a 11.09% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, IQQN.DE has underperformed SXRV.DE with an annualized return of 14.38%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
IQQN.DE
- 1D
- -0.05%
- 1M
- 4.42%
- YTD
- 11.09%
- 6M
- 10.54%
- 1Y
- 24.97%
- 3Y*
- 18.64%
- 5Y*
- 13.97%
- 10Y*
- 14.38%
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%
IQQN.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQN.DE iShares MSCI North America UCITS ETF | 11.09% | 4.95% | 31.43% | 22.31% | -15.50% | 38.10% | 8.53% | 34.21% | -2.31% | 6.17% |
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 IQQN.DE and SXRV.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since May 10, 2010 | 0.88 |
The correlation between IQQN.DE and SXRV.DE has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.
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Return for Risk
IQQN.DE vs. SXRV.DE — Risk / Return Rank
IQQN.DE
SXRV.DE
IQQN.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI North America UCITS ETF (IQQN.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.
| IQQN.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.42 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 3.75 | -0.29 |
| Martin ratioReturn relative to average drawdown | 12.25 | 11.16 | +1.09 |
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
| IQQN.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.40 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.93 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | 1.07 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.91 | -0.32 |
Drawdowns
IQQN.DE vs. SXRV.DE - Drawdown Comparison
The maximum IQQN.DE drawdown since its inception was -52.40%, 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 IQQN.DE and SXRV.DE.
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Drawdown Indicators
| IQQN.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.40% | -32.80% | -19.60% |
Max Drawdown (1Y)Largest decline over 1 year | -7.22% | -10.03% | +2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -26.69% | +3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -31.33% | +7.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.38% | -31.33% | -3.05% |
Current DrawdownCurrent decline from peak | -0.35% | -0.83% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -6.56% | -2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 3.38% | -1.33% |
Volatility
IQQN.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares MSCI North America UCITS ETF (IQQN.DE) is 2.66%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that IQQN.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
| IQQN.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 4.26% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 10.98% | -3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 15.67% | -4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 19.84% | -4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 19.65% | -3.56% |
IQQN.DE vs. SXRV.DE - Expense Ratio Comparison
IQQN.DE has a 0.40% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
IQQN.DE vs. SXRV.DE - Dividend Comparison
IQQN.DE's dividend yield for the trailing twelve months is around 0.61%, while SXRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQN.DE iShares MSCI North America UCITS ETF | 0.61% | 0.68% | 0.75% | 0.99% | 1.15% | 0.73% | 1.09% | 1.22% | 1.42% | 1.34% | 1.37% | 1.53% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.93, IQQN.DE and SXRV.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.40% for IQQN.DE.
IQQN.DE is categorized as Large Cap Blend Equities, while SXRV.DE is Nasdaq-100. IQQN.DE tracks MSCI North America, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.40% for IQQN.DE and 0.36% for SXRV.DE.
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