PortfoliosLab logoPortfoliosLab logo
SLMC.DE vs. SXRV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLMC.DE vs. SXRV.DE - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SLMC.DE achieves a 7.14% return, which is significantly lower than SXRV.DE's 20.57% return.


SLMC.DE

1D
0.66%
1M
3.73%
YTD
7.14%
6M
9.66%
1Y
15.51%
3Y*
13.78%
5Y*
9.56%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
SLMC.DE
iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc)
7.14%18.79%8.99%17.54%-11.33%24.92%-1.75%27.93%-4.14%
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 SLMC.DE and SXRV.DE is 0.51, 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

0.51

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

0.49

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

0.58

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.62

The correlation between SLMC.DE and SXRV.DE shifts across timeframes, from 0.49 (3 years) to 0.62 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

SLMC.DE
SLMC.DE Risk / Return Rank: 3434
Overall Rank
SLMC.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SLMC.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
SLMC.DE Omega Ratio Rank: 3333
Omega Ratio Rank
SLMC.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
SLMC.DE Martin Ratio Rank: 3838
Martin Ratio Rank

SXRV.DE
SXRV.DE Risk / Return Rank: 7171
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7575
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: 7575
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6363
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.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.


SLMC.DESXRV.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.47

Omega ratioGain probability vs. loss probability

1.22

1.42

-0.20

Calmar ratioReturn relative to maximum drawdown

1.53

3.75

-2.22

Martin ratioReturn relative to average drawdown

5.72

11.16

-5.44

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

The current SLMC.DE Sharpe Ratio is 1.15, which is lower than the SXRV.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of SLMC.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.


Loading charts...

Sharpe Ratios by Period


SLMC.DESXRV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

2.40

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.93

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.91

-0.26

Drawdowns

SLMC.DE vs. SXRV.DE - Drawdown Comparison

The maximum SLMC.DE drawdown since its inception was -34.92%, 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 SLMC.DE and SXRV.DE.


Loading charts...

Drawdown Indicators


SLMC.DESXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.92%

-32.80%

-2.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.10%

-10.03%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-16.83%

-26.69%

+9.86%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-31.33%

+10.41%

Max Drawdown (10Y)

Largest decline over 10 years

-31.33%

Current Drawdown

Current decline from peak

-1.46%

-0.83%

-0.63%

Average Drawdown

Average peak-to-trough decline

-4.88%

-6.56%

+1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

3.38%

-0.67%

Volatility

SLMC.DE vs. SXRV.DE - Volatility Comparison

iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) have volatilities of 4.40% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SLMC.DESXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

4.26%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

10.98%

+0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

13.44%

15.67%

-2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.49%

19.84%

-5.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

19.65%

-3.13%

SLMC.DE vs. SXRV.DE - Expense Ratio Comparison

SLMC.DE has a 0.12% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.


Dividends

SLMC.DE vs. SXRV.DE - Dividend Comparison

Neither SLMC.DE nor SXRV.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SLMC.DE and SXRV.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SLMC.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SLMC.DE is cheaper with a 0.12% expense ratio, compared with 0.36% for SXRV.DE.

SLMC.DE is categorized as Europe Equities, while SXRV.DE is Nasdaq-100. SLMC.DE tracks MSCI Europe ESG Screened, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.12% for SLMC.DE and 0.36% for SXRV.DE.

Portfolio Optimizer

Find the right allocation for SLMC.DE and SXRV.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer