IS20.DE vs. SXRV.DE
IS20.DE (iShares S&P 500 Top 20 UCITS ETF USD Acc) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IS20.DE is a S&P 500 fund tracking the S&P 500 Top 20 Index, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past year, IS20.DE returned 30.08% vs 37.06% for SXRV.DE. Their correlation of 0.94 suggests significant overlap in exposure. IS20.DE charges 0.10%/yr vs 0.36%/yr for SXRV.DE.
Performance
IS20.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS20.DE achieves a 9.38% return, which is significantly lower than SXRV.DE's 20.57% return.
IS20.DE
- 1D
- -0.38%
- 1M
- 4.82%
- YTD
- 9.38%
- 6M
- 8.62%
- 1Y
- 30.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
IS20.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IS20.DE iShares S&P 500 Top 20 UCITS ETF USD Acc | 9.38% | 6.77% | 6.20% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 4.90% |
Correlation
The correlation between IS20.DE and SXRV.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2024 | 0.94 |
The correlation between IS20.DE and SXRV.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
IS20.DE vs. SXRV.DE — Risk / Return Rank
IS20.DE
SXRV.DE
IS20.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.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.
| IS20.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.42 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.75 | -1.40 |
| Martin ratioReturn relative to average drawdown | 7.30 | 11.16 | -3.86 |
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
| IS20.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 2.40 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.91 | -0.14 |
Drawdowns
IS20.DE vs. SXRV.DE - Drawdown Comparison
The maximum IS20.DE drawdown since its inception was -26.30%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IS20.DE and SXRV.DE.
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Drawdown Indicators
| IS20.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -32.80% | +6.50% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -10.03% | -2.70% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.69% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -1.60% | -0.83% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -6.56% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 3.38% | +0.73% |
Volatility
IS20.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) is 3.65%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that IS20.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
| IS20.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 4.26% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 10.98% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 15.67% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 19.84% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 19.65% | -0.08% |
IS20.DE vs. SXRV.DE - Expense Ratio Comparison
IS20.DE has a 0.10% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
IS20.DE vs. SXRV.DE - Dividend Comparison
Neither IS20.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, IS20.DE and SXRV.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, IS20.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS20.DE is cheaper with a 0.10% expense ratio, compared with 0.36% for SXRV.DE.
IS20.DE is categorized as S&P 500, while SXRV.DE is Nasdaq-100. IS20.DE tracks S&P 500 Top 20 Index, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.10% for IS20.DE and 0.36% for SXRV.DE.
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