IS0Y.DE vs. SXRR.DE
IS0Y.DE (iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)) and SXRR.DE (iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)) are both Corporate Bonds funds from iShares - IS0Y.DE tracks the Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index while SXRR.DE tracks the Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged). Both are passively managed. Over the past 5 years, IS0Y.DE returned 2.72%/yr vs 2.44%/yr for SXRR.DE. At a 0.11 correlation, their price movements are largely independent. IS0Y.DE charges 0.25%/yr vs 0.12%/yr for SXRR.DE.
Performance
IS0Y.DE vs. SXRR.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with IS0Y.DE having a 1.38% return and SXRR.DE slightly higher at 1.42%.
IS0Y.DE
- 1D
- -0.08%
- 1M
- 0.27%
- 6M
- 1.51%
- YTD
- 1.38%
- 1Y
- 3.06%
- 3Y*
- 5.28%
- 5Y*
- 2.72%
- 10Y*
- 1.68%
SXRR.DE
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 1.42%
- YTD
- 1.42%
- 1Y
- 2.84%
- 3Y*
- 3.76%
- 5Y*
- 2.44%
- 10Y*
- —
IS0Y.DE vs. SXRR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 1.38% | 4.15% | 6.61% | 5.08% | -2.70% | -0.25% | 0.80% | 4.09% | -3.73% | 0.03% |
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 1.42% | 2.69% | 4.90% | 4.43% | -0.72% | -0.50% | -0.32% | 1.07% | -1.64% | 0.16% |
Correlation
The correlation between IS0Y.DE and SXRR.DE is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2017 | 0.11 |
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Return for Risk
IS0Y.DE vs. SXRR.DE — Risk / Return Rank
IS0Y.DE
SXRR.DE
IS0Y.DE vs. SXRR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) and iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.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.
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.
| IS0Y.DE | SXRR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.93 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 12.00 | -9.00 |
| Martin ratioReturn relative to average drawdown | 11.41 | 38.03 | -26.62 |
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Drawdowns
IS0Y.DE vs. SXRR.DE - Drawdown Comparison
The maximum IS0Y.DE drawdown since its inception was -13.95%, roughly equal to the maximum SXRR.DE drawdown of -14.20%. Use the drawdown chart below to compare losses from any high point for IS0Y.DE and SXRR.DE.
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Drawdown Indicators
| IS0Y.DE | SXRR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.95% | -14.20% | +0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -1.02% | -0.24% | -0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -2.07% | -1.36% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -7.09% | -2.72% | -4.37% |
Max Drawdown (10Y)Largest decline over 10 years | -13.95% | — | — |
Current DrawdownCurrent decline from peak | -0.08% | 0.00% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -1.32% | -1.22% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.27% | 0.07% | +0.20% |
Volatility
IS0Y.DE vs. SXRR.DE - Volatility Comparison
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) has a higher volatility of 0.59% compared to iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) at 0.24%. This indicates that IS0Y.DE's price experiences larger fluctuations and is considered to be riskier than SXRR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS0Y.DE | SXRR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 0.24% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 1.75% | 1.10% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.19% | 1.42% | +0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.85% | 1.94% | +0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.69% | 3.81% | -0.12% |
IS0Y.DE vs. SXRR.DE - Expense Ratio Comparison
IS0Y.DE has a 0.25% expense ratio, which is higher than SXRR.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IS0Y.DE vs. SXRR.DE - Dividend Comparison
IS0Y.DE's dividend yield for the trailing twelve months is around 2.58%, less than SXRR.DE's 4.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 2.58% | 2.91% | 3.70% | 2.52% | 0.43% | 0.70% | 0.82% | 0.92% | 0.58% | 0.71% | 1.35% | 1.47% |
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 4.72% | 5.04% | 6.01% | 5.52% | 1.49% | 0.58% | 1.60% | 3.00% | 2.06% | 0.36% | 0.00% | 0.00% |
Frequently Asked Questions
IS0Y.DE and SXRR.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRR.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRR.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for IS0Y.DE.
IS0Y.DE tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index, while SXRR.DE tracks Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged). Their fees differ too: 0.25% for IS0Y.DE and 0.12% for SXRR.DE.
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