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OM3M.DE vs. SXRM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OM3M.DE vs. SXRM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) and iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE). The values are adjusted to include any dividend payments, if applicable.

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OM3M.DE vs. SXRM.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
OM3M.DE
iShares USD Treasury Bond 3-7 UCITS ETF USD Dist
0.97%-4.89%7.50%0.56%-3.84%5.66%-2.73%8.28%4.00%
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
1.67%-3.82%5.50%0.46%-9.92%5.31%-0.09%11.39%4.28%
Different Trading Currencies

OM3M.DE is traded in EUR, while SXRM.DE is traded in USD. To make them comparable, the SXRM.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, OM3M.DE achieves a 0.97% return, which is significantly lower than SXRM.DE's 1.67% return.


OM3M.DE

1D
-0.64%
1M
-0.35%
YTD
0.97%
6M
1.81%
1Y
-3.79%
3Y*
1.09%
5Y*
0.62%
10Y*

SXRM.DE

1D
0.48%
1M
-0.68%
YTD
1.67%
6M
2.31%
1Y
-2.27%
3Y*
0.38%
5Y*
-0.16%
10Y*
0.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OM3M.DE vs. SXRM.DE - Expense Ratio Comparison

Both OM3M.DE and SXRM.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

OM3M.DE vs. SXRM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OM3M.DE
OM3M.DE Risk / Return Rank: 44
Overall Rank
OM3M.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
OM3M.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
OM3M.DE Omega Ratio Rank: 33
Omega Ratio Rank
OM3M.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
OM3M.DE Martin Ratio Rank: 66
Martin Ratio Rank

SXRM.DE
SXRM.DE Risk / Return Rank: 2929
Overall Rank
SXRM.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SXRM.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
SXRM.DE Omega Ratio Rank: 3232
Omega Ratio Rank
SXRM.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
SXRM.DE Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

OM3M.DE vs. SXRM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) and iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.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.


OM3M.DESXRM.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.54

-0.28

-0.27

Sortino ratio

Return per unit of downside risk

-0.67

-0.31

-0.36

Omega ratio

Gain probability vs. loss probability

0.92

0.96

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.44

-0.17

-0.27

Martin ratio

Return relative to average drawdown

-0.69

-0.27

-0.42

OM3M.DE vs. SXRM.DE - Sharpe Ratio Comparison

The current OM3M.DE Sharpe Ratio is -0.54, which is lower than the SXRM.DE Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of OM3M.DE and SXRM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OM3M.DESXRM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

-0.28

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

-0.02

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.29

-0.04

Correlation

The correlation between OM3M.DE and SXRM.DE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OM3M.DE vs. SXRM.DE - Dividend Comparison

OM3M.DE's dividend yield for the trailing twelve months is around 3.36%, while SXRM.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019
OM3M.DE
iShares USD Treasury Bond 3-7 UCITS ETF USD Dist
3.36%3.78%3.19%2.59%1.31%0.83%1.81%2.08%
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OM3M.DE vs. SXRM.DE - Drawdown Comparison

The maximum OM3M.DE drawdown since its inception was -13.79%, smaller than the maximum SXRM.DE drawdown of -21.13%. Use the drawdown chart below to compare losses from any high point for OM3M.DE and SXRM.DE.


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Drawdown Indicators


OM3M.DESXRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.79%

-23.31%

+9.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.06%

-4.23%

-2.83%

Max Drawdown (5Y)

Largest decline over 5 years

-12.25%

-20.90%

+8.65%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

Current Drawdown

Current decline from peak

-7.35%

-9.93%

+2.58%

Average Drawdown

Average peak-to-trough decline

-6.59%

-6.87%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

1.54%

+2.98%

Volatility

OM3M.DE vs. SXRM.DE - Volatility Comparison

The current volatility for iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) is 1.92%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a volatility of 2.56%. This indicates that OM3M.DE experiences smaller price fluctuations and is considered to be less risky than SXRM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OM3M.DESXRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

2.56%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

4.69%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

6.97%

8.23%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.59%

9.28%

-1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.24%

8.84%

-1.60%