SXRF.DE vs. IS0Y.DE
SXRF.DE (iShares $ Intermediate Credit Bond UCITS ETF USD (Dist)) and IS0Y.DE (iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)) are both Corporate Bonds funds from iShares - SXRF.DE tracks the Bloomberg US Intermediate Credit Index while IS0Y.DE tracks the Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index. Both are passively managed. Over the past 5 years, SXRF.DE returned 2.42%/yr vs 2.72%/yr for IS0Y.DE. At a correlation of -0.13, they often move in opposite directions. SXRF.DE charges 0.15%/yr vs 0.25%/yr for IS0Y.DE.
Performance
SXRF.DE vs. IS0Y.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRF.DE achieves a 3.61% return, which is significantly higher than IS0Y.DE's 1.38% return.
SXRF.DE
- 1D
- 0.00%
- 1M
- 1.91%
- 6M
- 3.13%
- YTD
- 3.61%
- 1Y
- 7.18%
- 3Y*
- 3.97%
- 5Y*
- 2.42%
- 10Y*
- —
IS0Y.DE
- 1D
- -0.08%
- 1M
- 0.27%
- 6M
- 1.51%
- YTD
- 1.38%
- 1Y
- 3.06%
- 3Y*
- 5.28%
- 5Y*
- 2.72%
- 10Y*
- 1.68%
SXRF.DE vs. IS0Y.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 3.61% | -4.30% | 10.07% | 2.89% | -3.43% | 7.01% | -2.85% | 12.53% | 4.12% | -8.27% |
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 1.38% | 4.15% | 6.61% | 5.08% | -2.70% | -0.25% | 0.80% | 4.09% | -3.73% | 0.66% |
Correlation
The correlation between SXRF.DE and IS0Y.DE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.16 |
Correlation (All Time) Calculated using the full available price history since May 10, 2017 | -0.13 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXRF.DE vs. IS0Y.DE — Risk / Return Rank
SXRF.DE
IS0Y.DE
SXRF.DE vs. IS0Y.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.DE) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.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.
| SXRF.DE | IS0Y.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 3.00 | -0.75 |
| Martin ratioReturn relative to average drawdown | 5.97 | 11.41 | -5.44 |
Loading charts...
Drawdowns
SXRF.DE vs. IS0Y.DE - Drawdown Comparison
The maximum SXRF.DE drawdown since its inception was -20.60%, which is greater than IS0Y.DE's maximum drawdown of -13.95%. Use the drawdown chart below to compare losses from any high point for SXRF.DE and IS0Y.DE.
Loading charts...
Drawdown Indicators
| SXRF.DE | IS0Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.60% | -13.95% | -6.65% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -1.02% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -9.48% | -2.07% | -7.41% |
Max Drawdown (5Y)Largest decline over 5 years | -10.49% | -7.09% | -3.40% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.95% | — |
Current DrawdownCurrent decline from peak | -2.98% | -0.08% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -1.32% | -5.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 0.27% | +0.93% |
Volatility
SXRF.DE vs. IS0Y.DE - Volatility Comparison
iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.DE) has a higher volatility of 1.55% compared to iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) at 0.59%. This indicates that SXRF.DE's price experiences larger fluctuations and is considered to be riskier than IS0Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRF.DE | IS0Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 0.59% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 3.72% | 1.75% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.60% | 2.19% | +3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.10% | 2.85% | +4.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.05% | 3.69% | +5.36% |
SXRF.DE vs. IS0Y.DE - Expense Ratio Comparison
SXRF.DE has a 0.15% expense ratio, which is lower than IS0Y.DE's 0.25% 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%.
Dividends
SXRF.DE vs. IS0Y.DE - Dividend Comparison
SXRF.DE's dividend yield for the trailing twelve months is around 5.44%, more than IS0Y.DE's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 2.58% | 2.91% | 3.70% | 2.52% | 0.43% | 0.70% | 0.82% | 0.92% | 0.58% | 0.71% | 1.35% | 1.47% |
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 5.44% | 4.55% | 3.62% | 2.79% | 1.94% | 1.82% | 3.03% | 2.91% | 2.57% | 0.47% | 0.00% | 0.00% |
Frequently Asked Questions
SXRF.DE and IS0Y.DE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRF.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for IS0Y.DE.
SXRF.DE tracks Bloomberg US Intermediate Credit Index, while IS0Y.DE tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index. Their fees differ too: 0.15% for SXRF.DE and 0.25% for IS0Y.DE.
Find the right allocation for SXRF.DE and IS0Y.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer