SPYQ.DE vs. SXRV.DE
SPYQ.DE (SPDR MSCI Europe Industrials UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - SPYQ.DE is a Industrials Equities fund tracking the MSCI Europe Industrials 20/35 Capped, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, SPYQ.DE returned 13.12%/yr vs 21.19%/yr for SXRV.DE. A 0.59 correlation means they provide meaningful diversification when combined. SPYQ.DE charges 0.18%/yr vs 0.36%/yr for SXRV.DE.
Performance
SPYQ.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYQ.DE achieves a 7.91% return, which is significantly lower than SXRV.DE's 18.32% return. Over the past 10 years, SPYQ.DE has underperformed SXRV.DE with an annualized return of 13.12%, while SXRV.DE has yielded a comparatively higher 21.19% annualized return.
SPYQ.DE
- 1D
- 1.99%
- 1M
- 0.10%
- YTD
- 7.91%
- 6M
- 9.26%
- 1Y
- 16.59%
- 3Y*
- 18.36%
- 5Y*
- 12.57%
- 10Y*
- 13.12%
SXRV.DE
- 1D
- 2.58%
- 1M
- 1.10%
- YTD
- 18.32%
- 6M
- 19.47%
- 1Y
- 36.52%
- 3Y*
- 23.37%
- 5Y*
- 17.72%
- 10Y*
- 21.19%
SPYQ.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYQ.DE SPDR MSCI Europe Industrials UCITS ETF | 7.91% | 25.52% | 14.36% | 26.68% | -16.54% | 28.05% | 4.02% | 37.55% | -14.12% | 15.52% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 18.32% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between SPYQ.DE and SXRV.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | 0.59 |
The correlation between SPYQ.DE and SXRV.DE has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.
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Return for Risk
SPYQ.DE vs. SXRV.DE — Risk / Return Rank
SPYQ.DE
SXRV.DE
SPYQ.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Industrials UCITS ETF (SPYQ.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.
| SPYQ.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.39 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 3.56 | -2.36 |
| Martin ratioReturn relative to average drawdown | 4.36 | 10.45 | -6.09 |
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Drawdowns
SPYQ.DE vs. SXRV.DE - Drawdown Comparison
The maximum SPYQ.DE drawdown since its inception was -41.44%, 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 SPYQ.DE and SXRV.DE.
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Drawdown Indicators
| SPYQ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.44% | -32.80% | -8.64% |
Max Drawdown (1Y)Largest decline over 1 year | -13.15% | -10.03% | -3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -18.37% | -26.69% | +8.32% |
Max Drawdown (5Y)Largest decline over 5 years | -29.20% | -31.33% | +2.13% |
Max Drawdown (10Y)Largest decline over 10 years | -41.44% | -31.33% | -10.11% |
Current DrawdownCurrent decline from peak | -3.52% | -2.68% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -6.50% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 3.42% | +0.21% |
Volatility
SPYQ.DE vs. SXRV.DE - Volatility Comparison
SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) has a higher volatility of 6.20% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 5.34%. This indicates that SPYQ.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
| SPYQ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 5.34% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 16.72% | 11.57% | +5.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.93% | 16.11% | +3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 19.90% | -0.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 19.66% | -0.05% |
SPYQ.DE vs. SXRV.DE - Expense Ratio Comparison
SPYQ.DE has a 0.18% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
SPYQ.DE vs. SXRV.DE - Dividend Comparison
Neither SPYQ.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYQ.DE and SXRV.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYQ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYQ.DE is cheaper with a 0.18% expense ratio, compared with 0.36% for SXRV.DE.
SPYQ.DE is categorized as Industrials Equities, while SXRV.DE is Nasdaq-100. SPYQ.DE tracks MSCI Europe Industrials 20/35 Capped, while SXRV.DE tracks NASDAQ-100 Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for SPYQ.DE and 0.36% for SXRV.DE.
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