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RHM.DE vs. SXRV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RHM.DE vs. SXRV.DE

Last updated Jun 30, 2026
See Documentation

RHM.DE (Rheinmetall AG) is a stock, while SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, RHM.DE returned 35.62%/yr vs 21.07%/yr for SXRV.DE. At a 0.32 correlation, their price movements are largely independent.

Performance

RHM.DE vs. SXRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Rheinmetall AG (RHM.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RHM.DE achieves a -37.18% return, which is significantly lower than SXRV.DE's 18.99% return. Over the past 10 years, RHM.DE has outperformed SXRV.DE with an annualized return of 35.62%, while SXRV.DE has yielded a comparatively lower 21.07% annualized return.

RHM.DE

1D
2.57%
1M
-24.93%
YTD
-37.18%
6M
-35.36%
1Y
-44.00%
3Y*
58.38%
5Y*
65.42%
10Y*
35.62%

SXRV.DE

1D
0.42%
1M
-0.72%
YTD
18.99%
6M
19.11%
1Y
34.09%
3Y*
23.31%
5Y*
16.39%
10Y*
21.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RHM.DE vs. SXRV.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RHM.DE
Rheinmetall AG		-37.18%155.27%116.51%56.82%128.13%-1.77%-12.43%35.55%-26.03%68.49%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)		18.99%6.98%33.55%51.19%-30.05%39.34%34.48%42.90%3.03%15.81%

Correlation

The correlation between RHM.DE and SXRV.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.16

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

0.19

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

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2010

0.32

The correlation between RHM.DE and SXRV.DE shifts across timeframes, from 0.16 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

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Rheinmetall AG

iShares NASDAQ 100 UCITS ETF USD (Acc)

Often compared with RHM.DE:
RHM.DE vs. RNMBYRHM.DE vs. SAABYRHM.DE vs. NVDARHM.DE vs. HAG.DERHM.DE vs. LOM.DERHM.DE vs. RYCEYRHM.DE vs. KBGGY
Often compared with SXRV.DE:
SXRV.DE vs. SXR8.DESXRV.DE vs. CNDX.LSXRV.DE vs. NQSE.DESXRV.DE vs. EQQQ.DESXRV.DE vs. QDVE.DESXRV.DE vs. XAIX.DESXRV.DE vs. CNX1.L

Return for Risk

RHM.DE vs. SXRV.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RHM.DE
RHM.DE Risk / Return Rank: 88
Overall Rank
RHM.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
RHM.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
RHM.DE Omega Ratio Rank: 1010
Omega Ratio Rank
RHM.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
RHM.DE Martin Ratio Rank: 11
Martin Ratio Rank
SXRV.DE
SXRV.DE Risk / Return Rank: 7272
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7171
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6464
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.

RHM.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rheinmetall AG (RHM.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.

RHM.DESXRV.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.93
2.07

-3.00

Sortino ratioReturn per unit of downside risk
-1.21
2.79

-4.00

Omega ratioGain probability vs. loss probability

0.84

1.36

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.84

3.38

-4.23

Martin ratioReturn relative to average drawdown

-2.01

9.88

-11.89

RHM.DE vs. SXRV.DE - Sharpe Ratio Comparison

The current RHM.DE Sharpe Ratio is -0.93, which is lower than the SXRV.DE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of RHM.DE and SXRV.DE, 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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Drawdowns

RHM.DE vs. SXRV.DE - Drawdown Comparison

The maximum RHM.DE drawdown since its inception was -76.51%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for RHM.DE and SXRV.DE.

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Drawdown Indicators

RHM.DESXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.51%

-32.80%

-43.71%

Max Drawdown (1Y)

Largest decline over 1 year

-51.92%

-10.03%

-41.89%

Max Drawdown (3Y)

Largest decline over 3 years

-51.92%

-26.69%

-25.23%

Max Drawdown (5Y)

Largest decline over 5 years

-51.92%

-31.33%

-20.59%

Max Drawdown (10Y)

Largest decline over 10 years

-62.18%

-31.33%

-30.85%

Current Drawdown

Current decline from peak

-50.69%

-2.59%

-48.10%

Average Drawdown

Average peak-to-trough decline

-21.29%

-6.49%

-14.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.87%

3.44%

+18.43%

Volatility

RHM.DE vs. SXRV.DE - Volatility Comparison

Rheinmetall AG (RHM.DE) has a higher volatility of 22.69% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 5.92%. This indicates that RHM.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

RHM.DESXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.69%

5.92%

+16.77%

Volatility (6M)

Calculated over the trailing 6-month period

39.03%

11.77%

+27.26%

Volatility (1Y)

Calculated over the trailing 1-year period

47.47%

16.42%

+31.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.86%

19.93%

+22.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.14%

19.68%

+18.46%

Dividends

RHM.DE vs. SXRV.DE - Dividend Comparison

RHM.DE's dividend yield for the trailing twelve months is around 1.18%, while SXRV.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
RHM.DE
Rheinmetall AG		1.18%0.52%0.93%1.50%1.77%2.41%2.77%2.05%2.20%1.37%1.72%0.49%
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%0.00%0.00%0.00%

Frequently Asked Questions

RHM.DE and SXRV.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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