SXRH.DE vs. NQSE.DE
SXRH.DE (iShares USD TIPS 0-5 UCITS ETF USD (Dist)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - SXRH.DE is a Inflation-Protected Bonds fund tracking the ICE US Treasury Inflation-Linked Bond 0-5 Years, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, SXRH.DE returned 5.69%/yr vs 14.91%/yr for NQSE.DE. At a correlation of -0.20, they often move in opposite directions. SXRH.DE charges 0.10%/yr vs 0.33%/yr for NQSE.DE.
Performance
SXRH.DE vs. NQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRH.DE achieves a 2.67% return, which is significantly lower than NQSE.DE's 17.82% return.
SXRH.DE
- 1D
- -0.22%
- 1M
- 0.62%
- YTD
- 2.67%
- 6M
- 1.53%
- 1Y
- 2.26%
- 3Y*
- 4.59%
- 5Y*
- 5.69%
- 10Y*
- —
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
SXRH.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 2.67% | -5.76% | 14.60% | 4.61% | 3.48% | 14.75% | -3.13% | 10.57% | 0.51% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -15.98% |
Correlation
The correlation between SXRH.DE and NQSE.DE is -0.22, 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 | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | -0.20 |
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Return for Risk
SXRH.DE vs. NQSE.DE — Risk / Return Rank
SXRH.DE
NQSE.DE
SXRH.DE vs. NQSE.DE - Risk-Adjusted Trends 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 NASDAQ 100 UCITS ETF (NQSE.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.
| SXRH.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.39 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 3.08 | -2.53 |
| Martin ratioReturn relative to average drawdown | 1.37 | 10.77 | -9.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRH.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 2.28 | -1.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.71 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.82 | -0.31 |
Drawdowns
SXRH.DE vs. NQSE.DE - Drawdown Comparison
The maximum SXRH.DE drawdown since its inception was -13.17%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for SXRH.DE and NQSE.DE.
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Drawdown Indicators
| SXRH.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.17% | -37.67% | +24.50% |
Max Drawdown (1Y)Largest decline over 1 year | -3.74% | -11.87% | +8.13% |
Max Drawdown (3Y)Largest decline over 3 years | -10.08% | -22.40% | +12.32% |
Max Drawdown (5Y)Largest decline over 5 years | -12.14% | -37.67% | +25.53% |
Current DrawdownCurrent decline from peak | -5.64% | -0.84% | -4.80% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -8.56% | +4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 3.40% | -1.91% |
Volatility
SXRH.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares USD TIPS 0-5 UCITS ETF USD (Dist) (SXRH.DE) is 3.06%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that SXRH.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRH.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 4.75% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 4.92% | 11.99% | -7.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.56% | 16.05% | -9.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.19% | 20.91% | -12.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.46% | 21.54% | -14.08% |
SXRH.DE vs. NQSE.DE - Expense Ratio Comparison
SXRH.DE has a 0.10% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
SXRH.DE vs. NQSE.DE - Dividend Comparison
SXRH.DE's dividend yield for the trailing twelve months is around 5.13%, while NQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
NQSE.DE iShares NASDAQ 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SXRH.DE iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 5.13% | 6.14% | 9.84% | 8.76% | 0.72% | 0.78% | 4.65% | 6.24% | 2.28% | 0.77% |
Frequently Asked Questions
SXRH.DE and NQSE.DE have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRH.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRH.DE is cheaper with a 0.10% expense ratio, compared with 0.33% for NQSE.DE.
SXRH.DE is categorized as Inflation-Protected Bonds, while NQSE.DE is Nasdaq-100. SXRH.DE tracks ICE US Treasury Inflation-Linked Bond 0-5 Years, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.10% for SXRH.DE and 0.33% for NQSE.DE.
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