SUA0.DE vs. SXRV.DE
SUA0.DE (iShares EUR Corporate Bond ESG UCITS ETF EUR Acc) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - SUA0.DE is a European Corporate Bonds fund tracking the Bloomberg MSCI Euro Corporate Sustainable and SRI, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 3 years, SUA0.DE returned 4.49%/yr vs 24.53%/yr for SXRV.DE. At a 0.20 correlation, their price movements are largely independent. SUA0.DE charges 0.15%/yr vs 0.36%/yr for SXRV.DE.
Performance
SUA0.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SUA0.DE achieves a 0.43% return, which is significantly lower than SXRV.DE's 20.57% return.
SUA0.DE
- 1D
- 0.10%
- 1M
- 0.23%
- YTD
- 0.43%
- 6M
- 0.46%
- 1Y
- 2.02%
- 3Y*
- 4.49%
- 5Y*
- —
- 10Y*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
SUA0.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SUA0.DE iShares EUR Corporate Bond ESG UCITS ETF EUR Acc | 0.43% | 3.04% | 4.19% | 7.35% | -5.92% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -18.69% |
Correlation
The correlation between SUA0.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 (All Time) Calculated using the full available price history since May 2, 2022 | 0.20 |
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Return for Risk
SUA0.DE vs. SXRV.DE — Risk / Return Rank
SUA0.DE
SXRV.DE
SUA0.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.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.
| SUA0.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.42 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 3.75 | -3.10 |
| Martin ratioReturn relative to average drawdown | 2.19 | 11.16 | -8.97 |
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
| SUA0.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 2.40 | -1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.91 | -0.45 |
Drawdowns
SUA0.DE vs. SXRV.DE - Drawdown Comparison
The maximum SUA0.DE drawdown since its inception was -9.07%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for SUA0.DE and SXRV.DE.
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Drawdown Indicators
| SUA0.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.07% | -32.80% | +23.73% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | -10.03% | +7.45% |
Max Drawdown (3Y)Largest decline over 3 years | -2.58% | -26.69% | +24.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -0.74% | -0.83% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -2.20% | -6.56% | +4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 3.38% | -2.61% |
Volatility
SUA0.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.DE) is 1.19%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that SUA0.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
| SUA0.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 4.26% | -3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 2.57% | 10.98% | -8.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.07% | 15.67% | -12.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.57% | 19.84% | -15.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.57% | 19.65% | -15.08% |
SUA0.DE vs. SXRV.DE - Expense Ratio Comparison
SUA0.DE has a 0.15% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
SUA0.DE vs. SXRV.DE - Dividend Comparison
Neither SUA0.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
SUA0.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, SUA0.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUA0.DE is cheaper with a 0.15% expense ratio, compared with 0.36% for SXRV.DE.
SUA0.DE is categorized as European Corporate Bonds, while SXRV.DE is Nasdaq-100. SUA0.DE tracks Bloomberg MSCI Euro Corporate Sustainable and SRI, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.15% for SUA0.DE and 0.36% for SXRV.DE.
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