IS02.DE vs. SXRV.DE
IS02.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IS02.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IS02.DE returned 2.88%/yr vs 18.67%/yr for SXRV.DE. At a 0.40 correlation, their price movements are largely independent. IS02.DE charges 0.45%/yr vs 0.36%/yr for SXRV.DE.
Performance
IS02.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS02.DE achieves a 2.97% return, which is significantly lower than SXRV.DE's 20.57% return.
IS02.DE
- 1D
- 0.11%
- 1M
- 1.71%
- YTD
- 2.97%
- 6M
- 2.72%
- 1Y
- 9.38%
- 3Y*
- 6.78%
- 5Y*
- 2.88%
- 10Y*
- —
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%
IS02.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IS02.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) | 2.97% | 1.10% | 11.83% | 6.71% | -13.12% | 5.72% | 0.08% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 11.27% |
Correlation
The correlation between IS02.DE and SXRV.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2020 | 0.40 |
The correlation between IS02.DE and SXRV.DE shifts across timeframes, from 0.39 (3 years) to 0.51 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS02.DE vs. SXRV.DE — Risk / Return Rank
IS02.DE
SXRV.DE
IS02.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.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.
| IS02.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 3.75 | -0.64 |
| Martin ratioReturn relative to average drawdown | 8.98 | 11.16 | -2.18 |
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
| IS02.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 2.40 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.93 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.91 | -0.63 |
Drawdowns
IS02.DE vs. SXRV.DE - Drawdown Comparison
The maximum IS02.DE drawdown since its inception was -16.21%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IS02.DE and SXRV.DE.
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Drawdown Indicators
| IS02.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -32.80% | +16.59% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -10.03% | +7.03% |
Max Drawdown (3Y)Largest decline over 3 years | -12.85% | -26.69% | +13.84% |
Max Drawdown (5Y)Largest decline over 5 years | -16.21% | -31.33% | +15.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -6.56% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 3.38% | -2.34% |
Volatility
IS02.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) is 1.19%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that IS02.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
| IS02.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 4.26% | -3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 3.97% | 10.98% | -7.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.94% | 15.67% | -9.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.53% | 19.84% | -11.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.34% | 19.65% | -11.31% |
IS02.DE vs. SXRV.DE - Expense Ratio Comparison
IS02.DE has a 0.45% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
IS02.DE vs. SXRV.DE - Dividend Comparison
Neither IS02.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
IS02.DE and SXRV.DE have a correlation of 0.51, 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 0.45% for IS02.DE.
IS02.DE is categorized as Emerging Markets Bonds, while SXRV.DE is Nasdaq-100. IS02.DE tracks JP Morgan EMBI Global Core, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.45% for IS02.DE and 0.36% for SXRV.DE.
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