L0CK.DE vs. SXRV.DE
L0CK.DE (iShares Digital Security UCITS ETF USD (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - L0CK.DE is a Technology Equities fund tracking the STOXX® Global Digital Security, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, L0CK.DE returned 10.97%/yr vs 18.67%/yr for SXRV.DE. A 0.80 correlation means they provide meaningful diversification when combined. L0CK.DE charges 0.40%/yr vs 0.36%/yr for SXRV.DE.
Performance
L0CK.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with L0CK.DE having a 19.85% return and SXRV.DE slightly higher at 20.57%.
L0CK.DE
- 1D
- -2.66%
- 1M
- 10.58%
- YTD
- 19.85%
- 6M
- 21.05%
- 1Y
- 22.61%
- 3Y*
- 18.48%
- 5Y*
- 10.97%
- 10Y*
- —
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%
L0CK.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
L0CK.DE iShares Digital Security UCITS ETF USD (Acc) | 19.85% | -0.03% | 22.76% | 29.81% | -25.34% | 27.06% | 14.71% | 33.01% | -11.70% |
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% | -14.66% |
Correlation
The correlation between L0CK.DE and SXRV.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2018 | 0.80 |
The correlation between L0CK.DE and SXRV.DE shifts across timeframes, from 0.69 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
L0CK.DE vs. SXRV.DE — Risk / Return Rank
L0CK.DE
SXRV.DE
L0CK.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD (Acc) (L0CK.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.
| L0CK.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.42 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.75 | -1.95 |
| Martin ratioReturn relative to average drawdown | 4.44 | 11.16 | -6.72 |
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
| L0CK.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 2.40 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.93 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.91 | -0.30 |
Drawdowns
L0CK.DE vs. SXRV.DE - Drawdown Comparison
The maximum L0CK.DE drawdown since its inception was -32.50%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for L0CK.DE and SXRV.DE.
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Drawdown Indicators
| L0CK.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.50% | -32.80% | +0.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -10.03% | -2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -27.07% | -26.69% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -28.54% | -31.33% | +2.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -3.17% | -0.83% | -2.34% |
Average DrawdownAverage peak-to-trough decline | -9.03% | -6.56% | -2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.08% | 3.38% | +1.70% |
Volatility
L0CK.DE vs. SXRV.DE - Volatility Comparison
iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) has a higher volatility of 8.18% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that L0CK.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
| L0CK.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 4.26% | +3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 10.98% | +5.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.67% | 15.67% | +5.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 19.84% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.21% | 19.65% | +0.56% |
L0CK.DE vs. SXRV.DE - Expense Ratio Comparison
L0CK.DE has a 0.40% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
L0CK.DE vs. SXRV.DE - Dividend Comparison
Neither L0CK.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
L0CK.DE and SXRV.DE have a correlation of 0.69, 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 0.40% for L0CK.DE.
L0CK.DE is categorized as Technology Equities, while SXRV.DE is Nasdaq-100. L0CK.DE tracks STOXX® Global Digital Security, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.40% for L0CK.DE and 0.36% for SXRV.DE.
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