IS3G.DE vs. SXRV.DE
IS3G.DE (iShares MSCI EMU Large Cap UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IS3G.DE is a Europe Equities fund tracking the MSCI EMU Large Cap, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IS3G.DE returned 9.99%/yr vs 21.24%/yr for SXRV.DE. A 0.61 correlation means they provide meaningful diversification when combined. IS3G.DE charges 0.49%/yr vs 0.36%/yr for SXRV.DE.
Performance
IS3G.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3G.DE achieves a 8.74% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, IS3G.DE has underperformed SXRV.DE with an annualized return of 9.99%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
IS3G.DE
- 1D
- 0.53%
- 1M
- 2.36%
- YTD
- 8.74%
- 6M
- 10.30%
- 1Y
- 17.41%
- 3Y*
- 15.08%
- 5Y*
- 10.43%
- 10Y*
- 9.99%
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%
IS3G.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3G.DE iShares MSCI EMU Large Cap UCITS ETF | 8.74% | 22.66% | 8.54% | 20.59% | -11.41% | 23.35% | -2.21% | 29.80% | -12.63% | 11.55% |
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 IS3G.DE and SXRV.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2013 | 0.61 |
The correlation between IS3G.DE and SXRV.DE has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.
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Return for Risk
IS3G.DE vs. SXRV.DE — Risk / Return Rank
IS3G.DE
SXRV.DE
IS3G.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU Large Cap UCITS ETF (IS3G.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.
| IS3G.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.42 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 3.75 | -2.08 |
| Martin ratioReturn relative to average drawdown | 5.99 | 11.16 | -5.17 |
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
| IS3G.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.40 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.93 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 1.07 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.91 | -0.40 |
Drawdowns
IS3G.DE vs. SXRV.DE - Drawdown Comparison
The maximum IS3G.DE drawdown since its inception was -38.66%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IS3G.DE and SXRV.DE.
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Drawdown Indicators
| IS3G.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.66% | -32.80% | -5.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -10.03% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -15.83% | -26.69% | +10.86% |
Max Drawdown (5Y)Largest decline over 5 years | -24.14% | -31.33% | +7.19% |
Max Drawdown (10Y)Largest decline over 10 years | -38.66% | -31.33% | -7.33% |
Current DrawdownCurrent decline from peak | -0.30% | -0.83% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -6.22% | -6.56% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.38% | -0.44% |
Volatility
IS3G.DE vs. SXRV.DE - Volatility Comparison
iShares MSCI EMU Large Cap UCITS ETF (IS3G.DE) has a higher volatility of 4.90% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that IS3G.DE's price experiences larger fluctuations and is considered to be riskier 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
| IS3G.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.26% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 12.46% | 10.98% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.12% | 15.67% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 19.84% | -3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.41% | 19.65% | -2.24% |
IS3G.DE vs. SXRV.DE - Expense Ratio Comparison
IS3G.DE has a 0.49% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
IS3G.DE vs. SXRV.DE - Dividend Comparison
Neither IS3G.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3G.DE and SXRV.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRV.DE is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRV.DE is cheaper with a 0.36% expense ratio, compared with 0.49% for IS3G.DE.
IS3G.DE is categorized as Europe Equities, while SXRV.DE is Nasdaq-100. IS3G.DE tracks MSCI EMU Large Cap, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.49% for IS3G.DE and 0.36% for SXRV.DE.
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