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 4.79%/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
Loading charts...
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%
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) | 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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| IS0R.DE | SVARX | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IS0R.DE | SVARX | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| IS0R.DE | SVARX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.26% | -5.06% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -3.61% | -1.13% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| IS0R.DE | SVARX | Difference | |
|---|---|---|---|
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.
| 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) | 6.21% | 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.
Find the right allocation for IS0R.DE and SVARX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer