IS0L.DE vs. SXRV.DE
IS0L.DE (iShares Germany Government Bond UCITS ETF (Dist)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IS0L.DE is a European Government Bonds fund tracking the Bloomberg Euro Treasury Germany, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IS0L.DE returned -1.31%/yr vs 21.24%/yr for SXRV.DE. At a correlation of -0.07, they often move in opposite directions. IS0L.DE charges 0.20%/yr vs 0.36%/yr for SXRV.DE.
Performance
IS0L.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0L.DE achieves a -0.09% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, IS0L.DE has underperformed SXRV.DE with an annualized return of -1.31%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
IS0L.DE
- 1D
- 0.09%
- 1M
- -0.08%
- YTD
- -0.09%
- 6M
- -0.26%
- 1Y
- -1.03%
- 3Y*
- 0.83%
- 5Y*
- -3.06%
- 10Y*
- -1.31%
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%
IS0L.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0L.DE iShares Germany Government Bond UCITS ETF (Dist) | -0.09% | -1.50% | 0.13% | 5.16% | -17.86% | -2.55% | 2.69% | 2.82% | 2.31% | -1.63% |
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 IS0L.DE and SXRV.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2012 | -0.07 |
The correlation between IS0L.DE and SXRV.DE shifts across timeframes, from -0.07 (all time) to 0.09 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS0L.DE vs. SXRV.DE — Risk / Return Rank
IS0L.DE
SXRV.DE
IS0L.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Germany Government Bond UCITS ETF (Dist) (IS0L.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.
| IS0L.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.80 | ||
| Sortino ratioReturn per unit of downside risk | -3.73 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.42 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 3.75 | -4.23 |
| Martin ratioReturn relative to average drawdown | -1.02 | 11.16 | -12.18 |
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
| IS0L.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.40 | 2.40 | -2.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.93 | -1.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.25 | 1.07 | -1.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.91 | -0.94 |
Drawdowns
IS0L.DE vs. SXRV.DE - Drawdown Comparison
The maximum IS0L.DE drawdown since its inception was -23.96%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IS0L.DE and SXRV.DE.
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Drawdown Indicators
| IS0L.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.96% | -32.80% | +8.84% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -10.03% | +7.10% |
Max Drawdown (3Y)Largest decline over 3 years | -4.96% | -26.69% | +21.73% |
Max Drawdown (5Y)Largest decline over 5 years | -21.24% | -31.33% | +10.09% |
Max Drawdown (10Y)Largest decline over 10 years | -23.96% | -31.33% | +7.37% |
Current DrawdownCurrent decline from peak | -19.49% | -0.83% | -18.66% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -6.56% | -1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 3.38% | -1.99% |
Volatility
IS0L.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares Germany Government Bond UCITS ETF (Dist) (IS0L.DE) is 1.37%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that IS0L.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
| IS0L.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 4.26% | -2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 10.98% | -8.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.54% | 15.67% | -12.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.10% | 19.84% | -13.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.27% | 19.65% | -14.38% |
IS0L.DE vs. SXRV.DE - Expense Ratio Comparison
IS0L.DE has a 0.20% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
IS0L.DE vs. SXRV.DE - Dividend Comparison
IS0L.DE's dividend yield for the trailing twelve months is around 2.19%, while SXRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0L.DE iShares Germany Government Bond UCITS ETF (Dist) | 2.19% | 2.19% | 2.13% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | 0.35% |
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
IS0L.DE and SXRV.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS0L.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS0L.DE is cheaper with a 0.20% expense ratio, compared with 0.36% for SXRV.DE.
IS0L.DE is categorized as European Government Bonds, while SXRV.DE is Nasdaq-100. IS0L.DE tracks Bloomberg Euro Treasury Germany, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for IS0L.DE and 0.36% for SXRV.DE.
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