IS0E.DE vs. SXRV.DE
IS0E.DE (iShares Gold Producers UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IS0E.DE is a Precious Metals fund tracking the S&P Commodity Producers Gold, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IS0E.DE returned 13.92%/yr vs 21.24%/yr for SXRV.DE. At a 0.07 correlation, their price movements are largely independent. IS0E.DE charges 0.55%/yr vs 0.36%/yr for SXRV.DE.
Performance
IS0E.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0E.DE achieves a -0.06% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, IS0E.DE has underperformed SXRV.DE with an annualized return of 13.92%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
IS0E.DE
- 1D
- 0.88%
- 1M
- -5.38%
- YTD
- -0.06%
- 6M
- 7.39%
- 1Y
- 60.26%
- 3Y*
- 38.14%
- 5Y*
- 19.77%
- 10Y*
- 13.92%
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%
IS0E.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0E.DE iShares Gold Producers UCITS ETF | -0.06% | 129.59% | 18.76% | 6.29% | -3.80% | -3.04% | 13.47% | 44.05% | -4.38% | -6.00% |
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 IS0E.DE and SXRV.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2012 | 0.07 |
The correlation between IS0E.DE and SXRV.DE shifts across timeframes, from 0.07 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS0E.DE vs. SXRV.DE — Risk / Return Rank
IS0E.DE
SXRV.DE
IS0E.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.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.
| IS0E.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.42 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 3.75 | -1.58 |
| Martin ratioReturn relative to average drawdown | 5.45 | 11.16 | -5.71 |
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
| IS0E.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.40 | -1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.93 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 1.07 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.91 | -0.73 |
Drawdowns
IS0E.DE vs. SXRV.DE - Drawdown Comparison
The maximum IS0E.DE drawdown since its inception was -71.63%, 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 IS0E.DE and SXRV.DE.
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Drawdown Indicators
| IS0E.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.63% | -32.80% | -38.83% |
Max Drawdown (1Y)Largest decline over 1 year | -27.26% | -10.03% | -17.23% |
Max Drawdown (3Y)Largest decline over 3 years | -27.26% | -26.69% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -38.03% | -31.33% | -6.70% |
Max Drawdown (10Y)Largest decline over 10 years | -45.62% | -31.33% | -14.29% |
Current DrawdownCurrent decline from peak | -22.93% | -0.83% | -22.10% |
Average DrawdownAverage peak-to-trough decline | -33.74% | -6.56% | -27.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.85% | 3.38% | +7.47% |
Volatility
IS0E.DE vs. SXRV.DE - Volatility Comparison
iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 12.84% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that IS0E.DE's price experiences larger fluctuations and is considered to be riskier 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
| IS0E.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.84% | 4.26% | +8.58% |
Volatility (6M)Calculated over the trailing 6-month period | 33.62% | 10.98% | +22.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.58% | 15.67% | +31.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.83% | 19.84% | +13.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.53% | 19.65% | +12.88% |
IS0E.DE vs. SXRV.DE - Expense Ratio Comparison
IS0E.DE has a 0.55% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
IS0E.DE vs. SXRV.DE - Dividend Comparison
Neither IS0E.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
IS0E.DE and SXRV.DE have a correlation of 0.21, 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 0.55% for IS0E.DE.
IS0E.DE is categorized as Precious Metals, while SXRV.DE is Nasdaq-100. IS0E.DE tracks S&P Commodity Producers Gold, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.55% for IS0E.DE and 0.36% for SXRV.DE.
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