IUSW.DE vs. SXRV.DE
IUSW.DE (iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IUSW.DE is a Emerging Markets Equities fund tracking the MSCI Saudi Arabia 20/35 Index, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IUSW.DE returned 2.61%/yr vs 16.36%/yr for SXRV.DE. At a 0.32 correlation, their price movements are largely independent. IUSW.DE charges 0.60%/yr vs 0.36%/yr for SXRV.DE.
Performance
IUSW.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSW.DE achieves a 8.49% return, which is significantly lower than SXRV.DE's 19.60% return.
IUSW.DE
- 1D
- 0.44%
- 1M
- 0.44%
- 6M
- 7.23%
- YTD
- 8.49%
- 1Y
- 4.49%
- 3Y*
- -1.13%
- 5Y*
- 2.61%
- 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%
IUSW.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IUSW.DE iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) | 8.49% | -15.93% | 5.30% | 5.93% | 0.43% | 46.72% | -7.49% | -22.80% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 19.60% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 11.88% |
Correlation
The correlation between IUSW.DE and SXRV.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2019 | 0.32 |
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Return for Risk
IUSW.DE vs. SXRV.DE — Risk / Return Rank
IUSW.DE
SXRV.DE
IUSW.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.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.
| IUSW.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.35 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 3.34 | -2.96 |
| Martin ratioReturn relative to average drawdown | 0.96 | 9.73 | -8.77 |
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Drawdowns
IUSW.DE vs. SXRV.DE - Drawdown Comparison
The maximum IUSW.DE drawdown since its inception was -47.12%, 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 IUSW.DE and SXRV.DE.
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Drawdown Indicators
| IUSW.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.12% | -32.80% | -14.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -10.03% | -1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -21.61% | -26.69% | +5.08% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -31.33% | -0.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -24.34% | -2.09% | -22.25% |
Average DrawdownAverage peak-to-trough decline | -20.34% | -6.48% | -13.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 3.45% | +1.20% |
Volatility
IUSW.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.DE) is 3.32%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 6.67%. This indicates that IUSW.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
| IUSW.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 6.67% | -3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 12.11% | -1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 16.67% | -1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 19.97% | -4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.69% | 19.69% | 0.00% |
IUSW.DE vs. SXRV.DE - Expense Ratio Comparison
IUSW.DE has a 0.60% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
IUSW.DE vs. SXRV.DE - Dividend Comparison
IUSW.DE's dividend yield for the trailing twelve months is around 3.21%, while SXRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IUSW.DE iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) | 3.21% | 3.79% | 2.60% | 2.13% | 1.81% | 1.21% | 3.52% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUSW.DE and SXRV.DE have a correlation of 0.23, 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 0.60% for IUSW.DE.
IUSW.DE is categorized as Emerging Markets Equities, while SXRV.DE is Nasdaq-100. IUSW.DE tracks MSCI Saudi Arabia 20/35 Index, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.60% for IUSW.DE and 0.36% for SXRV.DE.
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