SXRL.DE vs. IS04.DE
SXRL.DE (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) and IS04.DE (iShares USD Treasury Bond 20+yr UCITS ETF (Dist)) are both Government Bonds funds from iShares - SXRL.DE tracks the ICE US Treasury 3-7 Year while IS04.DE tracks the ICE U.S. Treasury 20+ Year Bond Index. Both are passively managed. Over the past 10 years, SXRL.DE returned 1.39%/yr vs -1.51%/yr for IS04.DE. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.07% expense ratio.
Performance
SXRL.DE vs. IS04.DE - Performance Comparison
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Different Trading Currencies
SXRL.DE is traded in USD, while IS04.DE is traded in EUR. To make them comparable, the IS04.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 IS04.DE's -0.35% return. Over the past 10 years, SXRL.DE has outperformed IS04.DE with an annualized return of 1.39%, while IS04.DE has yielded a comparatively lower -1.51% annualized return.
SXRL.DE
- 1D
- 0.20%
- 1M
- -0.38%
- YTD
- -0.31%
- 6M
- 0.04%
- 1Y
- 3.30%
- 3Y*
- 3.72%
- 5Y*
- 0.39%
- 10Y*
- 1.39%
IS04.DE
- 1D
- 0.53%
- 1M
- 0.76%
- YTD
- -0.35%
- 6M
- -1.08%
- 1Y
- 3.89%
- 3Y*
- -1.59%
- 5Y*
- -6.09%
- 10Y*
- -1.51%
SXRL.DE vs. IS04.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | -0.31% | 7.42% | 1.93% | 4.32% | -9.34% | -2.31% | 6.97% | 6.13% | 1.04% | 1.28% |
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | -0.36% | 5.05% | -8.09% | 1.91% | -30.08% | -4.68% | 16.90% | 15.68% | -2.13% | 9.20% |
Correlation
The correlation between SXRL.DE and IS04.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2015 | 0.74 |
The correlation between SXRL.DE and IS04.DE has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.
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Return for Risk
SXRL.DE vs. IS04.DE — Risk / Return Rank
SXRL.DE
IS04.DE
SXRL.DE vs. IS04.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 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.
| SXRL.DE | IS04.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.07 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 0.52 | +0.80 |
| Martin ratioReturn relative to average drawdown | 4.12 | 1.30 | +2.82 |
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 | IS04.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.37 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | -0.40 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | -0.10 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | -0.08 | +0.62 |
Drawdowns
SXRL.DE vs. IS04.DE - Drawdown Comparison
The maximum SXRL.DE drawdown since its inception was -14.09%, smaller than the maximum IS04.DE drawdown of -48.46%. Use the drawdown chart below to compare losses from any high point for SXRL.DE and IS04.DE.
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Drawdown Indicators
| SXRL.DE | IS04.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.09% | -48.46% | +34.37% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -7.43% | +5.00% |
Max Drawdown (3Y)Largest decline over 3 years | -3.63% | -18.48% | +14.85% |
Max Drawdown (5Y)Largest decline over 5 years | -13.50% | -42.93% | +29.43% |
Max Drawdown (10Y)Largest decline over 10 years | -14.09% | -48.46% | +34.37% |
Current DrawdownCurrent decline from peak | -1.58% | -40.58% | +39.00% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -20.62% | +17.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 2.98% | -2.20% |
Volatility
SXRL.DE vs. IS04.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) is 1.11%, while iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) has a volatility of 3.09%. This indicates that SXRL.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.
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Volatility by Period
| SXRL.DE | IS04.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 3.09% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 2.17% | 6.90% | -4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.94% | 10.45% | -7.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.68% | 15.25% | -10.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.84% | 14.45% | -10.61% |
SXRL.DE vs. IS04.DE - Expense Ratio Comparison
Both SXRL.DE and IS04.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SXRL.DE vs. IS04.DE - Dividend Comparison
SXRL.DE has not paid dividends to shareholders, while IS04.DE's dividend yield for the trailing twelve months is around 4.35%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 4.35% | 4.38% | 4.62% | 3.82% | 3.04% | 1.71% | 1.86% | 2.49% | 2.79% | 2.72% | 2.56% | 2.14% |
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXRL.DE and IS04.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SXRL.DE and IS04.DE have the same expense ratio: 0.07% per year.
SXRL.DE tracks ICE US Treasury 3-7 Year, while IS04.DE tracks ICE U.S. Treasury 20+ Year Bond Index.
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