IS31.DE vs. SXRV.DE
IS31.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IS31.DE is a S&P 500 fund tracking the S&P 500 Minimum Volatility Index (EUR Hedged), while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IS31.DE returned 5.98%/yr vs 16.36%/yr for SXRV.DE. A 0.63 correlation means they provide meaningful diversification when combined. IS31.DE charges 0.25%/yr vs 0.36%/yr for SXRV.DE.
Performance
IS31.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS31.DE achieves a 3.24% return, which is significantly lower than SXRV.DE's 19.60% return.
IS31.DE
- 1D
- 0.09%
- 1M
- 0.37%
- 6M
- 4.54%
- YTD
- 3.24%
- 1Y
- 7.12%
- 3Y*
- 10.62%
- 5Y*
- 5.98%
- 10Y*
- —
SXRV.DE
- 1D
- 0.49%
- 1M
- -1.63%
- 6M
- 20.80%
- YTD
- 19.60%
- 1Y
- 33.64%
- 3Y*
- 23.36%
- 5Y*
- 16.36%
- 10Y*
- 21.19%
IS31.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS31.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) | 3.24% | 9.27% | 16.79% | 6.75% | -14.54% | 23.93% | 5.67% | 27.41% | -8.01% | 10.34% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 19.60% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 6.66% |
Correlation
The correlation between IS31.DE and SXRV.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Feb 23, 2017 | 0.63 |
The correlation between IS31.DE and SXRV.DE shifts across timeframes, from 0.51 (1 year) to 0.63 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IS31.DE vs. SXRV.DE — Risk / Return Rank
IS31.DE
SXRV.DE
IS31.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.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.
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.
| IS31.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.35 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | 3.34 | -2.27 |
| Martin ratioReturn relative to average drawdown | 4.05 | 9.73 | -5.69 |
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Drawdowns
IS31.DE vs. SXRV.DE - Drawdown Comparison
The maximum IS31.DE drawdown since its inception was -33.66%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IS31.DE and SXRV.DE.
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Drawdown Indicators
| IS31.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -32.80% | -0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -6.64% | -10.03% | +3.39% |
Max Drawdown (3Y)Largest decline over 3 years | -12.56% | -26.69% | +14.13% |
Max Drawdown (5Y)Largest decline over 5 years | -20.75% | -31.33% | +10.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.09% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -6.48% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 3.45% | -1.70% |
Volatility
IS31.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares Edge S&P 500 Minimum Volatility UCITS ETF EUR Hedged (Acc) (IS31.DE) is 2.94%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 6.67%. This indicates that IS31.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
| IS31.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 6.67% | -3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 12.11% | -5.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.76% | 16.67% | -7.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 19.97% | -7.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 19.69% | -5.31% |
IS31.DE vs. SXRV.DE - Expense Ratio Comparison
IS31.DE has a 0.25% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
IS31.DE vs. SXRV.DE - Dividend Comparison
Neither IS31.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
IS31.DE and SXRV.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS31.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS31.DE is cheaper with a 0.25% expense ratio, compared with 0.36% for SXRV.DE.
IS31.DE is categorized as S&P 500, while SXRV.DE is Nasdaq-100. IS31.DE tracks S&P 500 Minimum Volatility Index (EUR Hedged), while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.25% for IS31.DE and 0.36% for SXRV.DE.
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