MODR.DE vs. SXRV.DE
MODR.DE (iShares Moderate Portfolio UCITS ETF EUR (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - MODR.DE is a Global Allocation fund actively managed by iShares, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. MODR.DE is actively managed, while SXRV.DE is passively managed. Over the past 5 years, MODR.DE returned 3.93%/yr vs 16.36%/yr for SXRV.DE. A 0.70 correlation means they provide meaningful diversification when combined. MODR.DE charges 0.25%/yr vs 0.36%/yr for SXRV.DE.
Performance
MODR.DE vs. SXRV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MODR.DE achieves a 6.71% return, which is significantly lower than SXRV.DE's 19.60% return.
MODR.DE
- 1D
- 0.15%
- 1M
- 0.29%
- 6M
- 6.54%
- YTD
- 6.71%
- 1Y
- 12.69%
- 3Y*
- 9.29%
- 5Y*
- 3.93%
- 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%
MODR.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MODR.DE iShares Moderate Portfolio UCITS ETF EUR (Acc) | 6.71% | 7.37% | 9.34% | 8.76% | -15.49% | 11.65% | 5.35% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 19.60% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 9.08% |
Correlation
The correlation between MODR.DE and SXRV.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | 0.70 |
The correlation between MODR.DE and SXRV.DE has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MODR.DE vs. SXRV.DE — Risk / Return Rank
MODR.DE
SXRV.DE
MODR.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Moderate Portfolio UCITS ETF EUR (Acc) (MODR.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.
| MODR.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.35 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.34 | -0.90 |
| Martin ratioReturn relative to average drawdown | 10.15 | 9.73 | +0.41 |
Loading charts...
Drawdowns
MODR.DE vs. SXRV.DE - Drawdown Comparison
The maximum MODR.DE drawdown since its inception was -17.98%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for MODR.DE and SXRV.DE.
Loading charts...
Drawdown Indicators
| MODR.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.98% | -32.80% | +14.82% |
Max Drawdown (1Y)Largest decline over 1 year | -5.18% | -10.03% | +4.85% |
Max Drawdown (3Y)Largest decline over 3 years | -10.57% | -26.69% | +16.12% |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | -31.33% | +13.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -0.44% | -2.09% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -5.42% | -6.48% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 3.45% | -2.20% |
Volatility
MODR.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares Moderate Portfolio UCITS ETF EUR (Acc) (MODR.DE) is 2.20%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 6.67%. This indicates that MODR.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.
Loading charts...
Volatility by Period
| MODR.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | 6.67% | -4.47% |
Volatility (6M)Calculated over the trailing 6-month period | 6.08% | 12.11% | -6.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.35% | 16.67% | -9.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.16% | 19.97% | -11.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.27% | 19.69% | -11.42% |
MODR.DE vs. SXRV.DE - Expense Ratio Comparison
MODR.DE has a 0.25% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
MODR.DE vs. SXRV.DE - Dividend Comparison
Neither MODR.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
MODR.DE and SXRV.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MODR.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MODR.DE is cheaper with a 0.25% expense ratio, compared with 0.36% for SXRV.DE.
MODR.DE is categorized as Global Allocation, while SXRV.DE is Nasdaq-100. Their fees differ too: 0.25% for MODR.DE and 0.36% for SXRV.DE.
Find the right allocation for MODR.DE and SXRV.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer