IS3R.DE vs. SXRV.DE
IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IS3R.DE returned 15.31%/yr vs 21.24%/yr for SXRV.DE. Their correlation of 0.85 suggests significant overlap in exposure. IS3R.DE charges 0.25%/yr vs 0.36%/yr for SXRV.DE.
Performance
IS3R.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3R.DE achieves a 22.51% return, which is significantly higher than SXRV.DE's 20.57% return. Over the past 10 years, IS3R.DE has underperformed SXRV.DE with an annualized return of 15.31%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
IS3R.DE
- 1D
- -1.01%
- 1M
- 8.60%
- YTD
- 22.51%
- 6M
- 23.56%
- 1Y
- 31.46%
- 3Y*
- 26.05%
- 5Y*
- 14.66%
- 10Y*
- 15.31%
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
IS3R.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 22.51% | 8.37% | 37.95% | 8.09% | -13.60% | 24.50% | 16.41% | 31.50% | 0.27% | 16.07% |
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 IS3R.DE and SXRV.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.85 |
The correlation between IS3R.DE and SXRV.DE has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.
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Return for Risk
IS3R.DE vs. SXRV.DE — Risk / Return Rank
IS3R.DE
SXRV.DE
IS3R.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.
| IS3R.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.42 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 3.75 | -0.27 |
| Martin ratioReturn relative to average drawdown | 13.30 | 11.16 | +2.14 |
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
| IS3R.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.40 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.93 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 1.07 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.91 | -0.06 |
Drawdowns
IS3R.DE vs. SXRV.DE - Drawdown Comparison
The maximum IS3R.DE drawdown since its inception was -30.77%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and SXRV.DE.
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Drawdown Indicators
| IS3R.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.77% | -32.80% | +2.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -10.03% | +1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -23.57% | -26.69% | +3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -23.57% | -31.33% | +7.76% |
Max Drawdown (10Y)Largest decline over 10 years | -30.77% | -31.33% | +0.56% |
Current DrawdownCurrent decline from peak | -1.01% | -0.83% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -6.56% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 3.38% | -1.02% |
Volatility
IS3R.DE vs. SXRV.DE - Volatility Comparison
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a higher volatility of 5.96% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that IS3R.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
| IS3R.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 4.26% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 10.98% | +3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 15.67% | +1.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 19.84% | -2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 19.65% | -2.42% |
IS3R.DE vs. SXRV.DE - Expense Ratio Comparison
IS3R.DE has a 0.25% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
IS3R.DE vs. SXRV.DE - Dividend Comparison
Neither IS3R.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3R.DE and SXRV.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3R.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3R.DE is cheaper with a 0.25% expense ratio, compared with 0.36% for SXRV.DE.
IS3R.DE is categorized as Momentum, while SXRV.DE is Nasdaq-100. IS3R.DE tracks MSCI World Momentum Index, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.25% for IS3R.DE and 0.36% for SXRV.DE.
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