SGAS.DE vs. SXRV.DE
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - SGAS.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Screened, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, SGAS.DE returned 15.10%/yr vs 18.67%/yr for SXRV.DE. Their correlation of 0.93 suggests significant overlap in exposure. SGAS.DE charges 0.07%/yr vs 0.36%/yr for SXRV.DE.
Performance
SGAS.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAS.DE achieves a 11.26% return, which is significantly lower than SXRV.DE's 20.57% return.
SGAS.DE
- 1D
- -0.42%
- 1M
- 5.79%
- YTD
- 11.26%
- 6M
- 11.24%
- 1Y
- 26.36%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
SGAS.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 10.62% | 35.37% | -7.63% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | -9.79% |
Correlation
The correlation between SGAS.DE and SXRV.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.93 |
The correlation between SGAS.DE and SXRV.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
SGAS.DE vs. SXRV.DE — Risk / Return Rank
SGAS.DE
SXRV.DE
SGAS.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.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.
| SGAS.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.42 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.75 | -0.67 |
| Martin ratioReturn relative to average drawdown | 10.78 | 11.16 | -0.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGAS.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.40 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.93 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.91 | +0.02 |
Drawdowns
SGAS.DE vs. SXRV.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.55%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and SXRV.DE.
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Drawdown Indicators
| SGAS.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -32.80% | -0.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -10.03% | +1.52% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -26.69% | +2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -31.33% | +6.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -0.42% | -0.83% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -6.56% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 3.38% | -0.94% |
Volatility
SGAS.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) is 3.03%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that SGAS.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
| SGAS.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 4.26% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 10.98% | -2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 15.67% | -3.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 19.84% | -3.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 19.65% | -2.04% |
SGAS.DE vs. SXRV.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
SGAS.DE vs. SXRV.DE - Dividend Comparison
Neither SGAS.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, SGAS.DE and SXRV.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.36% for SXRV.DE.
SGAS.DE is categorized as Large Cap Blend Equities, while SXRV.DE is Nasdaq-100. SGAS.DE tracks MSCI USA ESG Screened, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.07% for SGAS.DE and 0.36% for SXRV.DE.
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