IS0R.DE vs. SVARX
IS0R.DE (iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)) and SVARX (Spectrum Low Volatility Fund) are both funds - IS0R.DE is a High Yield Bonds fund tracking the iBoxx® USD Liquid High Yield Capped, while SVARX is a Nontraditional Bonds fund managed by Advisors Preferred. Over the past 10 years, IS0R.DE returned 4.84%/yr vs 5.88%/yr for SVARX. A 0.65 correlation means they provide meaningful diversification when combined. IS0R.DE charges 0.50%/yr vs 2.34%/yr for SVARX.
Performance
IS0R.DE vs. SVARX - Performance Comparison
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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 4.85% return, which is significantly higher than SVARX's 4.51% return. Over the past 10 years, IS0R.DE has underperformed SVARX with an annualized return of 4.84%, while SVARX has yielded a comparatively higher 5.88% annualized return.
IS0R.DE
- 1D
- -0.29%
- 1M
- 2.48%
- YTD
- 4.85%
- 6M
- 5.13%
- 1Y
- 8.36%
- 3Y*
- 7.00%
- 5Y*
- 4.89%
- 10Y*
- 4.84%
SVARX
- 1D
- 0.17%
- 1M
- 2.57%
- YTD
- 4.51%
- 6M
- 4.98%
- 1Y
- 7.52%
- 3Y*
- 5.22%
- 5Y*
- 4.11%
- 10Y*
- 5.88%
IS0R.DE vs. SVARX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0R.DE iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) | 4.85% | -2.53% | 12.69% | 6.98% | -3.50% | 12.85% | -4.57% | 16.09% | 2.76% | -7.28% |
SVARX Spectrum Low Volatility Fund | 4.51% | -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 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2013 | 0.65 |
The correlation between IS0R.DE and SVARX has been stable across timeframes, ranging from 0.60 to 0.65 - a consistent structural relationship.
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Return for Risk
IS0R.DE vs. SVARX — Risk / Return Rank
IS0R.DE
SVARX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IS0R.DE | SVARX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 2.37 | +0.31 |
| Martin ratioReturn relative to average drawdown | 8.91 | 6.25 | +2.66 |
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Drawdowns
IS0R.DE vs. SVARX - Drawdown Comparison
The maximum IS0R.DE drawdown since its inception was -23.27%, 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.DE | SVARX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.27% | -13.21% | -10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -3.10% | -0.01% |
Max Drawdown (3Y)Largest decline over 3 years | -11.43% | -11.24% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -11.43% | -13.21% | +1.78% |
Max Drawdown (10Y)Largest decline over 10 years | -22.05% | -13.21% | -8.84% |
Current DrawdownCurrent decline from peak | -0.98% | -3.42% | +2.44% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -3.61% | -3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 1.18% | -0.24% |
Volatility
IS0R.DE vs. SVARX - Volatility Comparison
iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) has a higher volatility of 1.30% compared to Spectrum Low Volatility Fund (SVARX) at 1.08%. This indicates that IS0R.DE's price experiences larger fluctuations and is considered to be riskier 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.DE | SVARX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 1.08% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 3.68% | 4.19% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.63% | 5.64% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.63% | 7.46% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.82% | 7.55% | +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 6.08%, more than SVARX's 5.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0R.DE iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) | 6.08% | 6.34% | 6.26% | 5.74% | 4.94% | 4.18% | 5.22% | 5.46% | 5.65% | 5.88% | 5.32% | 6.02% |
SVARX Spectrum Low Volatility Fund | 5.88% | 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 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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