SXR2.DE vs. SXRV.DE
SXR2.DE (iShares MSCI Canada UCITS ETF USD (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - SXR2.DE is a Canada Equities fund tracking the MSCI Canada Index, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, SXR2.DE returned 10.55%/yr vs 21.19%/yr for SXRV.DE. A 0.59 correlation means they provide meaningful diversification when combined. SXR2.DE charges 0.48%/yr vs 0.36%/yr for SXRV.DE.
Performance
SXR2.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR2.DE achieves a 9.88% return, which is significantly lower than SXRV.DE's 19.60% return. Over the past 10 years, SXR2.DE has underperformed SXRV.DE with an annualized return of 10.55%, while SXRV.DE has yielded a comparatively higher 21.19% annualized return.
SXR2.DE
- 1D
- 0.76%
- 1M
- 0.46%
- 6M
- 11.04%
- YTD
- 9.88%
- 1Y
- 29.57%
- 3Y*
- 18.37%
- 5Y*
- 11.98%
- 10Y*
- 10.55%
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%
SXR2.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR2.DE iShares MSCI Canada UCITS ETF USD (Acc) | 9.88% | 22.31% | 18.64% | 10.40% | -7.44% | 35.09% | -3.70% | 30.10% | -13.74% | 1.32% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 19.60% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between SXR2.DE and SXRV.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2010 | 0.59 |
The correlation between SXR2.DE and SXRV.DE shifts across timeframes, from 0.49 (1 year) to 0.60 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXR2.DE vs. SXRV.DE — Risk / Return Rank
SXR2.DE
SXRV.DE
SXR2.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Canada UCITS ETF USD (Acc) (SXR2.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.
| SXR2.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.35 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.61 | 3.34 | +1.28 |
| Martin ratioReturn relative to average drawdown | 19.67 | 9.73 | +9.93 |
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Drawdowns
SXR2.DE vs. SXRV.DE - Drawdown Comparison
The maximum SXR2.DE drawdown since its inception was -40.76%, 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 SXR2.DE and SXRV.DE.
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Drawdown Indicators
| SXR2.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.76% | -32.80% | -7.96% |
Max Drawdown (1Y)Largest decline over 1 year | -6.38% | -10.03% | +3.65% |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | -26.69% | +9.11% |
Max Drawdown (5Y)Largest decline over 5 years | -17.62% | -31.33% | +13.71% |
Max Drawdown (10Y)Largest decline over 10 years | -40.76% | -31.33% | -9.43% |
Current DrawdownCurrent decline from peak | -0.72% | -2.09% | +1.37% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -6.48% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.50% | 3.45% | -1.95% |
Volatility
SXR2.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares MSCI Canada UCITS ETF USD (Acc) (SXR2.DE) is 3.35%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 6.67%. This indicates that SXR2.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
| SXR2.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 6.67% | -3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 12.11% | -4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 16.67% | -4.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 19.97% | -4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.83% | 19.69% | -2.86% |
SXR2.DE vs. SXRV.DE - Expense Ratio Comparison
SXR2.DE has a 0.48% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
SXR2.DE vs. SXRV.DE - Dividend Comparison
Neither SXR2.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR2.DE and SXRV.DE have a correlation of 0.49, 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 0.48% for SXR2.DE.
SXR2.DE is categorized as Canada Equities, while SXRV.DE is Nasdaq-100. SXR2.DE tracks MSCI Canada Index, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.48% for SXR2.DE and 0.36% for SXRV.DE.
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