OM3F.DE vs. SXRV.DE
OM3F.DE (iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - OM3F.DE is a Corporate Bonds fund tracking the Bloomberg MSCI Euro Corporate Sustainable SRI Index, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, OM3F.DE returned -0.12%/yr vs 15.96%/yr for SXRV.DE. At a 0.23 correlation, their price movements are largely independent. OM3F.DE charges 0.15%/yr vs 0.36%/yr for SXRV.DE.
Performance
OM3F.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3F.DE achieves a 0.56% return, which is significantly lower than SXRV.DE's 18.64% return.
OM3F.DE
- 1D
- 0.00%
- 1M
- -0.42%
- 6M
- 0.13%
- YTD
- 0.56%
- 1Y
- 1.34%
- 3Y*
- 4.41%
- 5Y*
- -0.12%
- 10Y*
- —
SXRV.DE
- 1D
- -0.77%
- 1M
- -2.17%
- 6M
- 17.92%
- YTD
- 18.64%
- 1Y
- 30.21%
- 3Y*
- 23.00%
- 5Y*
- 15.96%
- 10Y*
- 20.55%
OM3F.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OM3F.DE iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) | 0.56% | 3.04% | 4.13% | 7.20% | -13.24% | -1.05% | 2.51% | 6.06% | -0.50% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 18.64% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | -8.46% |
Correlation
The correlation between OM3F.DE and SXRV.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2018 | 0.23 |
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Return for Risk
OM3F.DE vs. SXRV.DE — Risk / Return Rank
OM3F.DE
SXRV.DE
OM3F.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) (OM3F.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.
| OM3F.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.31 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 3.00 | -2.50 |
| Martin ratioReturn relative to average drawdown | 1.62 | 8.66 | -7.04 |
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Drawdowns
OM3F.DE vs. SXRV.DE - Drawdown Comparison
The maximum OM3F.DE drawdown since its inception was -16.89%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for OM3F.DE and SXRV.DE.
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Drawdown Indicators
| OM3F.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.89% | -32.80% | +15.91% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -10.03% | +7.32% |
Max Drawdown (3Y)Largest decline over 3 years | -2.71% | -26.69% | +23.98% |
Max Drawdown (5Y)Largest decline over 5 years | -16.89% | -31.33% | +14.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -1.13% | -2.88% | +1.75% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -6.47% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 3.48% | -2.65% |
Volatility
OM3F.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) (OM3F.DE) is 0.81%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 5.78%. This indicates that OM3F.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
| OM3F.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 5.78% | -4.97% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 12.46% | -9.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.64% | 16.99% | -13.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.82% | 20.01% | -15.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.39% | 19.72% | -14.33% |
OM3F.DE vs. SXRV.DE - Expense Ratio Comparison
OM3F.DE has a 0.15% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
OM3F.DE vs. SXRV.DE - Dividend Comparison
OM3F.DE's dividend yield for the trailing twelve months is around 3.28%, while SXRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
OM3F.DE iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) | 3.28% | 3.23% | 3.19% | 2.52% | 0.82% | 0.47% | 0.57% | 0.77% | 0.30% |
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% |
Frequently Asked Questions
OM3F.DE and SXRV.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OM3F.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3F.DE is cheaper with a 0.15% expense ratio, compared with 0.36% for SXRV.DE.
OM3F.DE is categorized as Corporate Bonds, while SXRV.DE is Nasdaq-100. OM3F.DE tracks Bloomberg MSCI Euro Corporate Sustainable SRI Index, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.15% for OM3F.DE and 0.36% for SXRV.DE.
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