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IS0R.DE vs. SVARX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0R.DE vs. SVARX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) and Spectrum Low Volatility Fund (SVARX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS0R.DE is traded in EUR, while SVARX is traded in USD. To make them comparable, the SVARX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS0R.DE achieves a 2.44% return, which is significantly lower than SVARX's 2.74% return. Over the past 10 years, IS0R.DE has underperformed SVARX with an annualized return of 4.79%, while SVARX has yielded a comparatively higher 5.88% annualized return.


IS0R.DE

1D
0.10%
1M
1.07%
YTD
2.44%
6M
2.00%
1Y
5.17%
3Y*
5.34%
5Y*
4.94%
10Y*
4.79%

SVARX

1D
0.20%
1M
1.48%
YTD
2.74%
6M
2.56%
1Y
4.28%
3Y*
4.09%
5Y*
4.23%
10Y*
5.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0R.DE vs. SVARX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0R.DE
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)
2.44%-2.53%12.70%6.99%-3.38%12.70%-4.57%16.09%2.76%-7.28%
SVARX
Spectrum Low Volatility Fund
2.74%-6.38%9.37%6.38%1.58%11.89%9.65%11.89%3.65%-5.05%

Correlation

The correlation between IS0R.DE and SVARX is 0.67, 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

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2014

0.65

The correlation between IS0R.DE and SVARX has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.

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Return for Risk

IS0R.DE vs. SVARX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS0R.DE
IS0R.DE Risk / Return Rank: 2929
Overall Rank
IS0R.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IS0R.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
IS0R.DE Omega Ratio Rank: 2626
Omega Ratio Rank
IS0R.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
IS0R.DE Martin Ratio Rank: 3434
Martin Ratio Rank

SVARX
SVARX Risk / Return Rank: 4949
Overall Rank
SVARX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SVARX Sortino Ratio Rank: 5353
Sortino Ratio Rank
SVARX Omega Ratio Rank: 7373
Omega Ratio Rank
SVARX Calmar Ratio Rank: 4040
Calmar Ratio Rank
SVARX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IS0R.DE vs. SVARX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) and Spectrum Low Volatility Fund (SVARX). 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.


IS0R.DESVARXDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.35

Omega ratioGain probability vs. loss probability

1.17

1.13

+0.04

Calmar ratioReturn relative to maximum drawdown

1.65

1.30

+0.35

Martin ratioReturn relative to average drawdown

5.16

3.12

+2.05

IS0R.DE vs. SVARX - Sharpe Ratio Comparison

The current IS0R.DE Sharpe Ratio is 0.92, which is higher than the SVARX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IS0R.DE and SVARX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IS0R.DESVARXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.71

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.57

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.78

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.92

-0.42

Drawdowns

IS0R.DE vs. SVARX - Drawdown Comparison

The maximum IS0R.DE drawdown since its inception was -22.05%, which is greater than SVARX's maximum drawdown of -13.21%. Use the drawdown chart below to compare losses from any high point for IS0R.DE and SVARX.


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Drawdown Indicators


IS0R.DESVARXDifference

Max Drawdown

Largest peak-to-trough decline

-22.05%

-13.21%

-8.84%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-3.10%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-11.44%

-11.24%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-11.44%

-13.21%

+1.77%

Max Drawdown (10Y)

Largest decline over 10 years

-22.05%

-13.21%

-8.84%

Current Drawdown

Current decline from peak

-3.26%

-5.06%

+1.80%

Average Drawdown

Average peak-to-trough decline

-4.74%

-3.61%

-1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

1.33%

-0.33%

Volatility

IS0R.DE vs. SVARX - Volatility Comparison

The current volatility for iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) is 0.84%, while Spectrum Low Volatility Fund (SVARX) has a volatility of 0.92%. This indicates that IS0R.DE experiences smaller price fluctuations and is considered to be less risky than SVARX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0R.DESVARXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

0.92%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.65%

4.12%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

5.59%

5.74%

-0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.66%

7.47%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.84%

7.57%

+1.27%

IS0R.DE vs. SVARX - Expense Ratio Comparison

IS0R.DE has a 0.50% expense ratio, which is lower than SVARX's 2.34% expense ratio.


Dividends

IS0R.DE vs. SVARX - Dividend Comparison

IS0R.DE's dividend yield for the trailing twelve months is around 6.21%, more than SVARX's 5.86% yield.


PositionTTM20252024202320222021202020192018201720162015
IS0R.DE
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)
6.21%6.34%6.27%5.74%4.94%4.18%5.22%5.46%5.65%5.88%5.32%6.00%
SVARX
Spectrum Low Volatility Fund
5.86%5.95%9.35%3.35%0.00%5.85%0.71%4.91%2.41%6.90%9.07%3.02%

Frequently Asked Questions


IS0R.DE and SVARX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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