SXRF.DE vs. SXR7.DE
Compare and contrast key facts about iShares USD Intermediate Credit Bond UCITS ETF (SXRF.DE) and iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE).
SXRF.DE and SXR7.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SXR7.DE is a passively managed fund by iShares that tracks the performance of the MSCI EMU. It was launched on Jan 12, 2010. Both SXRF.DE and SXR7.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: SXRF.DE or SXR7.DE.
Key characteristics
| SXRF.DE | SXR7.DE | |
|---|---|---|
| YTD Return | 4.10% | 9.05% |
| 1Y Return | 5.39% | 18.08% |
| 3Y Return (Ann) | -0.03% | 4.22% |
| 5Y Return (Ann) | -0.61% | 7.13% |
| Sharpe Ratio | 1.16 | 1.28 |
| Sortino Ratio | 1.71 | 1.81 |
| Omega Ratio | 1.23 | 1.22 |
| Calmar Ratio | 0.55 | 1.57 |
| Martin Ratio | 5.14 | 5.54 |
| Ulcer Index | 1.28% | 2.67% |
| Daily Std Dev | 5.66% | 11.64% |
| Max Drawdown | -14.47% | -38.17% |
| Current Drawdown | -5.81% | -3.63% |
Correlation
The correlation between SXRF.DE and SXR7.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
SXRF.DE vs. SXR7.DE - Performance Comparison
In the year-to-date period, SXRF.DE achieves a 4.10% return, which is significantly lower than SXR7.DE's 9.05% 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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SXRF.DE vs. SXR7.DE - Expense Ratio Comparison
SXRF.DE has a 0.15% expense ratio, which is higher than SXR7.DE's 0.12% expense ratio. However, 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
SXRF.DE vs. SXR7.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Intermediate Credit Bond UCITS ETF (SXRF.DE) and iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.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
SXRF.DE vs. SXR7.DE - Dividend Comparison
Neither SXRF.DE nor SXR7.DE has paid dividends to shareholders.
Drawdowns
SXRF.DE vs. SXR7.DE - Drawdown Comparison
The maximum SXRF.DE drawdown since its inception was -14.47%, smaller than the maximum SXR7.DE drawdown of -38.17%. Use the drawdown chart below to compare losses from any high point for SXRF.DE and SXR7.DE. For additional features, visit the drawdowns tool.
Volatility
SXRF.DE vs. SXR7.DE - Volatility Comparison
The current volatility for iShares USD Intermediate Credit Bond UCITS ETF (SXRF.DE) is 1.22%, while iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) has a volatility of 4.94%. This indicates that SXRF.DE experiences smaller price fluctuations and is considered to be less risky than SXR7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.