IS0X.DE vs. SXRV.DE
IS0X.DE (iShares Global Corporate Bond UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IS0X.DE is a Global Corporate Bonds fund tracking the Bloomberg Global Aggregate Corporate, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IS0X.DE returned 1.91%/yr vs 21.24%/yr for SXRV.DE. At a 0.30 correlation, their price movements are largely independent. IS0X.DE charges 0.20%/yr vs 0.36%/yr for SXRV.DE.
Performance
IS0X.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0X.DE achieves a 1.22% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, IS0X.DE has underperformed SXRV.DE with an annualized return of 1.91%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
IS0X.DE
- 1D
- 0.05%
- 1M
- 0.85%
- YTD
- 1.22%
- 6M
- 0.79%
- 1Y
- 3.24%
- 3Y*
- 3.01%
- 5Y*
- 0.99%
- 10Y*
- 1.91%
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%
IS0X.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0X.DE iShares Global Corporate Bond UCITS ETF | 1.22% | -2.16% | 7.10% | 5.53% | -11.18% | 4.80% | 0.18% | 14.28% | 0.50% | -4.36% |
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 IS0X.DE and SXRV.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2012 | 0.30 |
The correlation between IS0X.DE and SXRV.DE shifts across timeframes, from 0.22 (5 years) to 0.40 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS0X.DE vs. SXRV.DE — Risk / Return Rank
IS0X.DE
SXRV.DE
IS0X.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Corporate Bond UCITS ETF (IS0X.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.
| IS0X.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.42 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 3.75 | -2.35 |
| Martin ratioReturn relative to average drawdown | 3.02 | 11.16 | -8.14 |
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
| IS0X.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 2.40 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.93 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 1.07 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.91 | -0.52 |
Drawdowns
IS0X.DE vs. SXRV.DE - Drawdown Comparison
The maximum IS0X.DE drawdown since its inception was -13.65%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IS0X.DE and SXRV.DE.
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Drawdown Indicators
| IS0X.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.65% | -32.80% | +19.15% |
Max Drawdown (1Y)Largest decline over 1 year | -2.08% | -10.03% | +7.95% |
Max Drawdown (3Y)Largest decline over 3 years | -8.54% | -26.69% | +18.15% |
Max Drawdown (5Y)Largest decline over 5 years | -13.05% | -31.33% | +18.28% |
Max Drawdown (10Y)Largest decline over 10 years | -13.65% | -31.33% | +17.68% |
Current DrawdownCurrent decline from peak | -3.15% | -0.83% | -2.32% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -6.56% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 3.38% | -2.41% |
Volatility
IS0X.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares Global Corporate Bond UCITS ETF (IS0X.DE) is 1.13%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that IS0X.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
| IS0X.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 4.26% | -3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 3.02% | 10.98% | -7.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.38% | 15.67% | -11.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.46% | 19.84% | -13.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.56% | 19.65% | -13.09% |
IS0X.DE vs. SXRV.DE - Expense Ratio Comparison
IS0X.DE has a 0.20% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
IS0X.DE vs. SXRV.DE - Dividend Comparison
IS0X.DE's dividend yield for the trailing twelve months is around 4.25%, while SXRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0X.DE iShares Global Corporate Bond UCITS ETF | 4.25% | 4.22% | 3.80% | 3.35% | 2.65% | 2.03% | 2.45% | 2.68% | 2.59% | 2.64% | 2.57% | 2.61% |
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
IS0X.DE and SXRV.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS0X.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS0X.DE is cheaper with a 0.20% expense ratio, compared with 0.36% for SXRV.DE.
IS0X.DE is categorized as Global Corporate Bonds, while SXRV.DE is Nasdaq-100. IS0X.DE tracks Bloomberg Global Aggregate Corporate, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for IS0X.DE and 0.36% for SXRV.DE.
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