SXQG vs. SXRV.DE
Compare and contrast key facts about ETC 6 Meridian Quality Growth ETF (SXQG) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE).
SXQG and SXRV.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXQG is an actively managed fund by Meridian. It was launched on May 10, 2021. SXRV.DE is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXQG or SXRV.DE.
Key characteristics
| SXQG | SXRV.DE | |
|---|---|---|
| YTD Return | 21.89% | 29.09% |
| 1Y Return | 35.08% | 37.88% |
| 3Y Return (Ann) | 5.15% | 12.15% |
| Sharpe Ratio | 2.34 | 2.16 |
| Sortino Ratio | 3.19 | 2.88 |
| Omega Ratio | 1.42 | 1.41 |
| Calmar Ratio | 2.26 | 2.66 |
| Martin Ratio | 12.58 | 8.81 |
| Ulcer Index | 2.67% | 4.06% |
| Daily Std Dev | 14.33% | 16.43% |
| Max Drawdown | -33.97% | -31.39% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SXQG and SXRV.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SXQG vs. SXRV.DE - Performance Comparison
In the year-to-date period, SXQG achieves a 21.89% return, which is significantly lower than SXRV.DE's 29.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SXQG vs. SXRV.DE - Expense Ratio Comparison
SXQG has a 1.00% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Risk-Adjusted Performance
SXQG vs. SXRV.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Quality Growth ETF (SXQG) 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.
Dividends
SXQG vs. SXRV.DE - Dividend Comparison
Neither SXQG nor SXRV.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
SXQG ETC 6 Meridian Quality Growth ETF | 0.00% | 0.02% | 0.09% | 0.00% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SXQG vs. SXRV.DE - Drawdown Comparison
The maximum SXQG drawdown since its inception was -33.97%, which is greater than SXRV.DE's maximum drawdown of -31.39%. Use the drawdown chart below to compare losses from any high point for SXQG and SXRV.DE. For additional features, visit the drawdowns tool.
Volatility
SXQG vs. SXRV.DE - Volatility Comparison
ETC 6 Meridian Quality Growth ETF (SXQG) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) have volatilities of 4.51% and 4.60%, 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.