SXRH.DE vs. IS04.DE
Compare and contrast key facts about iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) and iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE).
SXRH.DE and IS04.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXRH.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury Inflation-Linked Bond 0-5 Years. It was launched on Apr 20, 2017. IS04.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury 20+ Year. It was launched on Jan 20, 2015. Both SXRH.DE and IS04.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: SXRH.DE or IS04.DE.
Key characteristics
| SXRH.DE | IS04.DE | |
|---|---|---|
| YTD Return | 9.77% | -0.83% |
| 1Y Return | 9.99% | 8.41% |
| 3Y Return (Ann) | 4.95% | -9.52% |
| 5Y Return (Ann) | 4.57% | -4.51% |
| Sharpe Ratio | 1.26 | 0.68 |
| Sortino Ratio | 1.94 | 1.08 |
| Omega Ratio | 1.31 | 1.12 |
| Calmar Ratio | 1.14 | 0.20 |
| Martin Ratio | 4.56 | 1.96 |
| Ulcer Index | 2.10% | 4.47% |
| Daily Std Dev | 9.66% | 12.96% |
| Max Drawdown | -13.83% | -45.95% |
| Current Drawdown | 0.00% | -38.25% |
Correlation
The correlation between SXRH.DE and IS04.DE is 0.38, 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
SXRH.DE vs. IS04.DE - Performance Comparison
In the year-to-date period, SXRH.DE achieves a 9.77% return, which is significantly higher than IS04.DE's -0.83% 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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SXRH.DE vs. IS04.DE - Expense Ratio Comparison
SXRH.DE has a 0.10% expense ratio, which is higher than IS04.DE's 0.07% 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
SXRH.DE vs. IS04.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) and iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.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
SXRH.DE vs. IS04.DE - Dividend Comparison
SXRH.DE's dividend yield for the trailing twelve months is around 8.12%, more than IS04.DE's 4.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 8.12% | 5.71% | 0.42% | 0.43% | 3.69% | 3.65% | 0.00% | 0.00% | 0.00% | 0.00% |
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 4.24% | 3.82% | 3.04% | 1.71% | 1.86% | 2.49% | 2.79% | 2.72% | 2.56% | 2.14% |
Drawdowns
SXRH.DE vs. IS04.DE - Drawdown Comparison
The maximum SXRH.DE drawdown since its inception was -13.83%, smaller than the maximum IS04.DE drawdown of -45.95%. Use the drawdown chart below to compare losses from any high point for SXRH.DE and IS04.DE. For additional features, visit the drawdowns tool.
Volatility
SXRH.DE vs. IS04.DE - Volatility Comparison
The current volatility for iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) is 1.16%, while iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) has a volatility of 4.87%. This indicates that SXRH.DE experiences smaller price fluctuations and is considered to be less risky than IS04.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.