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

Performance

SNAZ.DE vs. SXRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.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, SNAZ.DE achieves a 0.98% return, which is significantly lower than SXRV.DE's 19.60% return.


SNAZ.DE

1D
0.39%
1M
0.39%
6M
0.98%
YTD
0.98%
1Y
4.05%
3Y*
5.08%
5Y*
-0.08%
10Y*

SXRV.DE

1D
0.49%
1M
-1.63%
6M
20.80%
YTD
19.60%
1Y
33.64%
3Y*
23.36%
5Y*
16.36%
10Y*
21.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
SNAZ.DE
iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc)
0.98%6.26%4.36%5.28%-14.17%-1.55%5.52%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
19.60%6.98%33.55%51.19%-30.05%39.34%40.65%

Correlation

The correlation between SNAZ.DE and SXRV.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.17

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

0.24

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2020

0.25

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Return for Risk

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

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

SNAZ.DE
SNAZ.DE Risk / Return Rank: 3939
Overall Rank
SNAZ.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SNAZ.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
SNAZ.DE Omega Ratio Rank: 4343
Omega Ratio Rank
SNAZ.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
SNAZ.DE Martin Ratio Rank: 3838
Martin Ratio Rank

SXRV.DE
SXRV.DE Risk / Return Rank: 7373
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7272
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6666
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.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.


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

-0.82

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.24

1.35

-0.11

Calmar ratioReturn relative to maximum drawdown

1.39

3.34

-1.95

Martin ratioReturn relative to average drawdown

5.14

9.73

-4.59

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

The current SNAZ.DE Sharpe Ratio is 1.20, which is lower than the SXRV.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SNAZ.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

SNAZ.DE vs. SXRV.DE - Drawdown Comparison

The maximum SNAZ.DE drawdown since its inception was -21.88%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for SNAZ.DE and SXRV.DE.


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Drawdown Indicators


SNAZ.DESXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.88%

-32.80%

+10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-10.03%

+7.12%

Max Drawdown (3Y)

Largest decline over 3 years

-3.82%

-26.69%

+22.87%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-31.33%

+9.45%

Max Drawdown (10Y)

Largest decline over 10 years

-31.33%

Current Drawdown

Current decline from peak

-1.34%

-2.09%

+0.75%

Average Drawdown

Average peak-to-trough decline

-7.64%

-6.48%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

3.45%

-2.66%

Volatility

SNAZ.DE vs. SXRV.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.DE) is 0.91%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 6.67%. This indicates that SNAZ.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


SNAZ.DESXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

6.67%

-5.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

12.11%

-9.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

16.67%

-13.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.06%

19.97%

-14.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.65%

19.69%

-12.04%

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

SNAZ.DE has a 0.53% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.


Dividends

SNAZ.DE vs. SXRV.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SNAZ.DE and SXRV.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRV.DE is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRV.DE is cheaper with a 0.36% expense ratio, compared with 0.53% for SNAZ.DE.

SNAZ.DE is categorized as Emerging Markets Bonds, while SXRV.DE is Nasdaq-100. SNAZ.DE tracks J.P. Morgan CEMBI Broad Diversified Core Index (EUR Hedged), while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.53% for SNAZ.DE and 0.36% for SXRV.DE.

Portfolio Optimizer

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