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SNA2.DE vs. SXRM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNA2.DE vs. SXRM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Treasury Bond UCITS ETF USD Dist (SNA2.DE) and iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SNA2.DE is traded in EUR, while SXRM.DE is traded in USD. To make them comparable, the SXRM.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SNA2.DE achieves a 0.82% return, which is significantly higher than SXRM.DE's 0.48% return.


SNA2.DE

1D
0.08%
1M
0.91%
YTD
0.82%
6M
0.08%
1Y
1.09%
3Y*
-0.30%
5Y*
0.24%
10Y*

SXRM.DE

1D
0.10%
1M
0.62%
YTD
0.48%
6M
-0.34%
1Y
2.06%
3Y*
-0.02%
5Y*
-0.02%
10Y*
0.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNA2.DE vs. SXRM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SNA2.DE
iShares USD Treasury Bond UCITS ETF USD Dist
0.82%-5.92%6.08%0.13%-6.90%5.64%-2.06%-3.72%
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
0.48%-3.82%5.50%0.46%-9.92%5.31%-0.09%-4.36%

Correlation

The correlation between SNA2.DE and SXRM.DE is 0.73, 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

0.73

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

0.79

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

0.82

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2019

0.83

The correlation between SNA2.DE and SXRM.DE has been stable across timeframes, ranging from 0.73 to 0.83 - a consistent structural relationship.

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Return for Risk

SNA2.DE vs. SXRM.DE — Risk / Return Rank

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

SNA2.DE
SNA2.DE Risk / Return Rank: 1212
Overall Rank
SNA2.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SNA2.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
SNA2.DE Omega Ratio Rank: 1111
Omega Ratio Rank
SNA2.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
SNA2.DE Martin Ratio Rank: 1212
Martin Ratio Rank

SXRM.DE
SXRM.DE Risk / Return Rank: 2323
Overall Rank
SXRM.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SXRM.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SXRM.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SXRM.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SXRM.DE Martin Ratio Rank: 2323
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.

SNA2.DE vs. SXRM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond UCITS ETF USD Dist (SNA2.DE) and iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.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.


SNA2.DESXRM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.04

1.06

-0.02

Calmar ratioReturn relative to maximum drawdown

0.27

0.42

-0.15

Martin ratioReturn relative to average drawdown

0.65

1.16

-0.51

SNA2.DE vs. SXRM.DE - Sharpe Ratio Comparison

The current SNA2.DE Sharpe Ratio is 0.20, which is lower than the SXRM.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of SNA2.DE and SXRM.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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Sharpe Ratios by Period


SNA2.DESXRM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.33

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

-0.00

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.28

-0.41

Drawdowns

SNA2.DE vs. SXRM.DE - Drawdown Comparison

The maximum SNA2.DE drawdown since its inception was -17.70%, smaller than the maximum SXRM.DE drawdown of -21.13%. Use the drawdown chart below to compare losses from any high point for SNA2.DE and SXRM.DE.


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Drawdown Indicators


SNA2.DESXRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.70%

-21.13%

+3.43%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-4.85%

+0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-11.19%

-10.82%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-13.01%

-15.93%

+2.92%

Max Drawdown (10Y)

Largest decline over 10 years

-21.13%

Current Drawdown

Current decline from peak

-14.15%

-15.82%

+1.67%

Average Drawdown

Average peak-to-trough decline

-11.16%

-9.87%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.78%

-0.09%

Volatility

SNA2.DE vs. SXRM.DE - Volatility Comparison

The current volatility for iShares USD Treasury Bond UCITS ETF USD Dist (SNA2.DE) is 0.96%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a volatility of 1.50%. This indicates that SNA2.DE experiences smaller price fluctuations and is considered to be less risky than SXRM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNA2.DESXRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

1.50%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.78%

4.75%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

5.49%

6.29%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.06%

9.25%

-1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.95%

8.82%

-0.87%

SNA2.DE vs. SXRM.DE - Expense Ratio Comparison

Both SNA2.DE and SXRM.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SNA2.DE vs. SXRM.DE - Dividend Comparison

SNA2.DE's dividend yield for the trailing twelve months is around 3.50%, while SXRM.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
SNA2.DE
iShares USD Treasury Bond UCITS ETF USD Dist
3.50%3.74%3.48%3.07%1.40%0.72%1.32%
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SNA2.DE and SXRM.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SNA2.DE and SXRM.DE have the same expense ratio: 0.07% per year.

SNA2.DE tracks ICE US Treasury Core Bond, while SXRM.DE tracks ICE US Treasury 7-10 Year.

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