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RCRS.DE vs. CE31.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RCRS.DE vs. CE31.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Rize Cybersecurity and Data Privacy UCITS ETF (RCRS.DE) and iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RCRS.DE is traded in EUR, while CE31.L is traded in GBp. To make them comparable, the CE31.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, RCRS.DE achieves a 23.15% return, which is significantly higher than CE31.L's 0.19% return.


RCRS.DE

1D
-0.39%
1M
26.73%
YTD
23.15%
6M
18.84%
1Y
6.93%
3Y*
17.02%
5Y*
8.90%
10Y*

CE31.L

1D
0.09%
1M
0.34%
YTD
0.19%
6M
0.35%
1Y
0.98%
3Y*
2.65%
5Y*
0.82%
10Y*
0.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RCRS.DE vs. CE31.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
RCRS.DE
Rize Cybersecurity and Data Privacy UCITS ETF
23.15%-9.03%15.32%41.92%-29.24%13.78%26.70%
CE31.L
iShares Euro Government Bond 1-3yr UCITS ETF (Acc)
0.21%1.94%3.14%3.61%-4.18%-1.24%0.32%

Correlation

The correlation between RCRS.DE and CE31.L is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2020

-0.07

The correlation between RCRS.DE and CE31.L shifts across timeframes, from -0.14 (1 year) to -0.03 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RCRS.DE vs. CE31.L — Risk / Return Rank

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

RCRS.DE
RCRS.DE Risk / Return Rank: 1313
Overall Rank
RCRS.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
RCRS.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
RCRS.DE Omega Ratio Rank: 1414
Omega Ratio Rank
RCRS.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
RCRS.DE Martin Ratio Rank: 1212
Martin Ratio Rank

CE31.L
CE31.L Risk / Return Rank: 2626
Overall Rank
CE31.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CE31.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CE31.L Omega Ratio Rank: 2424
Omega Ratio Rank
CE31.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
CE31.L Martin Ratio Rank: 2424
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.

RCRS.DE vs. CE31.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rize Cybersecurity and Data Privacy UCITS ETF (RCRS.DE) and iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L). 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.


RCRS.DECE31.LDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.08

1.07

+0.01

Calmar ratioReturn relative to maximum drawdown

0.24

0.72

-0.48

Martin ratioReturn relative to average drawdown

0.52

2.13

-1.60

RCRS.DE vs. CE31.L - Sharpe Ratio Comparison

The current RCRS.DE Sharpe Ratio is 0.27, which is lower than the CE31.L Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of RCRS.DE and CE31.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RCRS.DECE31.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.40

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.25

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.14

+0.25

Drawdowns

RCRS.DE vs. CE31.L - Drawdown Comparison

The maximum RCRS.DE drawdown since its inception was -37.72%, which is greater than CE31.L's maximum drawdown of -7.27%. Use the drawdown chart below to compare losses from any high point for RCRS.DE and CE31.L.


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Drawdown Indicators


RCRS.DECE31.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.72%

-7.27%

-30.45%

Max Drawdown (1Y)

Largest decline over 1 year

-31.20%

-1.35%

-29.85%

Max Drawdown (3Y)

Largest decline over 3 years

-37.72%

-1.38%

-36.34%

Max Drawdown (5Y)

Largest decline over 5 years

-37.72%

-5.71%

-32.01%

Max Drawdown (10Y)

Largest decline over 10 years

-7.27%

Current Drawdown

Current decline from peak

-3.93%

-0.56%

-3.37%

Average Drawdown

Average peak-to-trough decline

-13.76%

-1.73%

-12.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.03%

0.46%

+13.57%

Volatility

RCRS.DE vs. CE31.L - Volatility Comparison

Rize Cybersecurity and Data Privacy UCITS ETF (RCRS.DE) has a higher volatility of 11.83% compared to iShares Euro Government Bond 1-3yr UCITS ETF (Acc) (CE31.L) at 0.99%. This indicates that RCRS.DE's price experiences larger fluctuations and is considered to be riskier than CE31.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCRS.DECE31.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.83%

0.99%

+10.84%

Volatility (6M)

Calculated over the trailing 6-month period

24.28%

1.88%

+22.40%

Volatility (1Y)

Calculated over the trailing 1-year period

27.64%

2.41%

+25.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.48%

3.36%

+22.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.14%

3.97%

+22.17%

RCRS.DE vs. CE31.L - Expense Ratio Comparison

RCRS.DE has a 0.45% expense ratio, which is higher than CE31.L's 0.15% expense ratio.


Dividends

RCRS.DE vs. CE31.L - Dividend Comparison

Neither RCRS.DE nor CE31.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RCRS.DE and CE31.L have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CE31.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CE31.L is cheaper with a 0.15% expense ratio, compared with 0.45% for RCRS.DE.

RCRS.DE is categorized as Technology Equities, while CE31.L is European Government Bonds. RCRS.DE tracks Foxberry Tematica Research Cybersecurity & Data Privacy, while CE31.L tracks Bloomberg Euro Agg Govt 1-3 Yr TR EUR. They also come from different issuers: Davy and iShares. Their fees differ too: 0.45% for RCRS.DE and 0.15% for CE31.L.

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