IUSZ.DE vs. SXRV.DE
IUSZ.DE (iShares Core FTSE 100 UCITS ETF (Dist)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IUSZ.DE is a Europe Equities fund tracking the FTSE 100, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IUSZ.DE returned 9.88%/yr vs 18.67%/yr for SXRV.DE. A 0.51 correlation means they provide meaningful diversification when combined. IUSZ.DE charges 0.07%/yr vs 0.36%/yr for SXRV.DE.
Performance
IUSZ.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSZ.DE achieves a 6.50% return, which is significantly lower than SXRV.DE's 20.57% return.
IUSZ.DE
- 1D
- 0.15%
- 1M
- -0.44%
- YTD
- 6.50%
- 6M
- 8.78%
- 1Y
- 14.23%
- 3Y*
- 11.63%
- 5Y*
- 9.88%
- 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%
IUSZ.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 6.50% | 16.47% | 9.79% | 9.07% | -1.35% | 24.82% | -15.69% | 25.38% | -10.49% | 8.10% |
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 IUSZ.DE and SXRV.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2016 | 0.51 |
The correlation between IUSZ.DE and SXRV.DE shifts across timeframes, from 0.37 (3 years) to 0.51 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSZ.DE vs. SXRV.DE — Risk / Return Rank
IUSZ.DE
SXRV.DE
IUSZ.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.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.
| IUSZ.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.42 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 3.75 | -2.01 |
| Martin ratioReturn relative to average drawdown | 5.71 | 11.16 | -5.45 |
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
| IUSZ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.40 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.93 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.91 | -0.46 |
Drawdowns
IUSZ.DE vs. SXRV.DE - Drawdown Comparison
The maximum IUSZ.DE drawdown since its inception was -40.31%, 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 IUSZ.DE and SXRV.DE.
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Drawdown Indicators
| IUSZ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -32.80% | -7.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -10.03% | +1.80% |
Max Drawdown (3Y)Largest decline over 3 years | -17.24% | -26.69% | +9.45% |
Max Drawdown (5Y)Largest decline over 5 years | -17.24% | -31.33% | +14.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -2.94% | -0.83% | -2.11% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -6.56% | +1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 3.38% | -0.87% |
Volatility
IUSZ.DE vs. SXRV.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) have volatilities of 4.16% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSZ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 4.26% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 10.98% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 15.67% | -3.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 19.84% | -5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 19.65% | -3.33% |
IUSZ.DE vs. SXRV.DE - Expense Ratio Comparison
IUSZ.DE has a 0.07% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
IUSZ.DE vs. SXRV.DE - Dividend Comparison
Neither IUSZ.DE nor SXRV.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 3.09% | 3.86% | 3.68% | 3.06% | 4.32% | 4.54% | 4.01% | 0.73% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUSZ.DE and SXRV.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSZ.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSZ.DE is cheaper with a 0.07% expense ratio, compared with 0.36% for SXRV.DE.
IUSZ.DE is categorized as Europe Equities, while SXRV.DE is Nasdaq-100. IUSZ.DE tracks FTSE 100, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.07% for IUSZ.DE and 0.36% for SXRV.DE.
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