SXR7.DE vs. SXRF.DE
Compare and contrast key facts about iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) and iShares USD Intermediate Credit Bond UCITS ETF (SXRF.DE).
SXR7.DE and SXRF.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXR7.DE is a passively managed fund by iShares that tracks the performance of the MSCI EMU. It was launched on Jan 12, 2010. SXRF.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg US Intermediate Credit Bond. It was launched on Apr 25, 2017. Both SXR7.DE and SXRF.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXR7.DE or SXRF.DE.
Key characteristics
| SXR7.DE | SXRF.DE | |
|---|---|---|
| YTD Return | 8.66% | 2.53% |
| 1Y Return | 18.01% | 3.91% |
| 3Y Return (Ann) | 4.18% | -0.33% |
| 5Y Return (Ann) | 7.00% | -0.86% |
| Sharpe Ratio | 1.44 | 0.74 |
| Sortino Ratio | 2.03 | 1.09 |
| Omega Ratio | 1.25 | 1.14 |
| Calmar Ratio | 1.79 | 0.35 |
| Martin Ratio | 6.35 | 3.22 |
| Ulcer Index | 2.64% | 1.28% |
| Daily Std Dev | 11.62% | 5.55% |
| Max Drawdown | -38.17% | -14.47% |
| Current Drawdown | -3.97% | -7.23% |
Correlation
The correlation between SXR7.DE and SXRF.DE is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SXR7.DE vs. SXRF.DE - Performance Comparison
In the year-to-date period, SXR7.DE achieves a 8.66% return, which is significantly higher than SXRF.DE's 2.53% 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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SXR7.DE vs. SXRF.DE - Expense Ratio Comparison
SXR7.DE has a 0.12% expense ratio, which is lower than SXRF.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SXR7.DE vs. SXRF.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) and iShares USD Intermediate Credit Bond UCITS ETF (SXRF.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
SXR7.DE vs. SXRF.DE - Dividend Comparison
Neither SXR7.DE nor SXRF.DE has paid dividends to shareholders.
Drawdowns
SXR7.DE vs. SXRF.DE - Drawdown Comparison
The maximum SXR7.DE drawdown since its inception was -38.17%, which is greater than SXRF.DE's maximum drawdown of -14.47%. Use the drawdown chart below to compare losses from any high point for SXR7.DE and SXRF.DE. For additional features, visit the drawdowns tool.
Volatility
SXR7.DE vs. SXRF.DE - Volatility Comparison
iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) has a higher volatility of 4.78% compared to iShares USD Intermediate Credit Bond UCITS ETF (SXRF.DE) at 1.22%. This indicates that SXR7.DE's price experiences larger fluctuations and is considered to be riskier than SXRF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.