SXRL.DE vs. CEMF.DE
SXRL.DE (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) and CEMF.DE (iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc) are both Government Bonds funds from iShares - SXRL.DE tracks the ICE US Treasury 3-7 Year while CEMF.DE tracks the ICE US Treasury 7-10 Year (EUR Hedged) Index. Both are passively managed. A 0.72 correlation means they provide meaningful diversification when combined. SXRL.DE charges 0.07%/yr vs 0.10%/yr for CEMF.DE.
Performance
SXRL.DE vs. CEMF.DE - Performance Comparison
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Different Trading Currencies
SXRL.DE is traded in USD, while CEMF.DE is traded in EUR. To make them comparable, the CEMF.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRL.DE achieves a -0.31% return, which is significantly higher than CEMF.DE's -2.56% return.
SXRL.DE
- 1D
- 0.20%
- 1M
- -0.08%
- YTD
- -0.31%
- 6M
- -0.10%
- 1Y
- 3.22%
- 3Y*
- 3.72%
- 5Y*
- 0.39%
- 10Y*
- 1.39%
CEMF.DE
- 1D
- 0.40%
- 1M
- -0.88%
- YTD
- -2.56%
- 6M
- -1.78%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRL.DE vs. CEMF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | -0.31% | 2.79% |
CEMF.DE iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc | -2.56% | 4.39% |
Correlation
The correlation between SXRL.DE and CEMF.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | 0.72 |
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Return for Risk
SXRL.DE vs. CEMF.DE — Risk / Return Rank
SXRL.DE
CEMF.DE
SXRL.DE vs. CEMF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) and iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Acc (CEMF.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.
| SXRL.DE | CEMF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.20 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | — | — |
| Martin ratioReturn relative to average drawdown | 4.12 | — | — |
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
| SXRL.DE | CEMF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.23 | +0.32 |
Drawdowns
SXRL.DE vs. CEMF.DE - Drawdown Comparison
The maximum SXRL.DE drawdown since its inception was -14.09%, which is greater than CEMF.DE's maximum drawdown of -6.15%. Use the drawdown chart below to compare losses from any high point for SXRL.DE and CEMF.DE.
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Drawdown Indicators
| SXRL.DE | CEMF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.09% | -6.15% | -7.94% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -3.63% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.50% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -14.09% | — | — |
Current DrawdownCurrent decline from peak | -1.58% | -4.65% | +3.07% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -2.20% | -0.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | — | — |
Volatility
SXRL.DE vs. CEMF.DE - Volatility Comparison
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Volatility by Period
| SXRL.DE | CEMF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 2.94% | 8.94% | -6.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.68% | 8.94% | -4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.84% | 8.94% | -5.10% |
SXRL.DE vs. CEMF.DE - Expense Ratio Comparison
SXRL.DE has a 0.07% expense ratio, which is lower than CEMF.DE's 0.10% 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
SXRL.DE vs. CEMF.DE - Dividend Comparison
Neither SXRL.DE nor CEMF.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRL.DE and CEMF.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRL.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for CEMF.DE.
SXRL.DE tracks ICE US Treasury 3-7 Year, while CEMF.DE tracks ICE US Treasury 7-10 Year (EUR Hedged) Index. Their fees differ too: 0.07% for SXRL.DE and 0.10% for CEMF.DE.
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