OM3Y.DE vs. SXRV.DE
OM3Y.DE (iShares MSCI EM IMI Screened UCITS ETF USD (Dist)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - OM3Y.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets IMI Screened Index, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, OM3Y.DE returned 8.21%/yr vs 16.36%/yr for SXRV.DE. A 0.62 correlation means they provide meaningful diversification when combined. OM3Y.DE charges 0.18%/yr vs 0.36%/yr for SXRV.DE.
Performance
OM3Y.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3Y.DE achieves a 27.24% return, which is significantly higher than SXRV.DE's 19.60% return.
OM3Y.DE
- 1D
- 2.31%
- 1M
- -0.96%
- 6M
- 24.29%
- YTD
- 27.24%
- 1Y
- 43.57%
- 3Y*
- 19.94%
- 5Y*
- 8.21%
- 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%
OM3Y.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 27.24% | 17.76% | 13.99% | 6.72% | -14.83% | 6.11% | 8.07% | 21.61% | -12.55% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 19.60% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | -11.01% |
Correlation
The correlation between OM3Y.DE and SXRV.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.62 |
The correlation between OM3Y.DE and SXRV.DE shifts across timeframes, from 0.59 (5 years) to 0.70 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
OM3Y.DE vs. SXRV.DE — Risk / Return Rank
OM3Y.DE
SXRV.DE
OM3Y.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.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.
| OM3Y.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.35 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 3.34 | +0.55 |
| Martin ratioReturn relative to average drawdown | 13.16 | 9.73 | +3.43 |
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Drawdowns
OM3Y.DE vs. SXRV.DE - Drawdown Comparison
The maximum OM3Y.DE drawdown since its inception was -31.70%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for OM3Y.DE and SXRV.DE.
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Drawdown Indicators
| OM3Y.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.70% | -32.80% | +1.10% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -10.03% | -1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -26.69% | +7.10% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | -31.33% | +7.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -4.55% | -2.09% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -6.48% | -2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 3.45% | -0.15% |
Volatility
OM3Y.DE vs. SXRV.DE - Volatility Comparison
iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) has a higher volatility of 9.28% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 6.67%. This indicates that OM3Y.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
| OM3Y.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.28% | 6.67% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 17.14% | 12.11% | +5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.60% | 16.67% | +2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 19.97% | -2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 19.69% | -0.18% |
OM3Y.DE vs. SXRV.DE - Expense Ratio Comparison
OM3Y.DE has a 0.18% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
OM3Y.DE vs. SXRV.DE - Dividend Comparison
OM3Y.DE's dividend yield for the trailing twelve months is around 1.61%, while SXRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 1.61% | 1.98% | 2.33% | 2.35% | 2.59% | 1.82% | 1.58% | 2.23% |
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% |
Frequently Asked Questions
OM3Y.DE and SXRV.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OM3Y.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3Y.DE is cheaper with a 0.18% expense ratio, compared with 0.36% for SXRV.DE.
OM3Y.DE is categorized as Emerging Markets Equities, while SXRV.DE is Nasdaq-100. OM3Y.DE tracks MSCI Emerging Markets IMI Screened Index, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.18% for OM3Y.DE and 0.36% for SXRV.DE.
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