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SXRL.DE vs. MDBU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRL.DE vs. MDBU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) and UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXRL.DE is traded in USD, while MDBU.DE is traded in EUR. To make them comparable, the MDBU.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 lower than MDBU.DE's -0.16% 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%

MDBU.DE

1D
0.20%
1M
-0.23%
YTD
-0.16%
6M
0.03%
1Y
2.90%
3Y*
3.57%
5Y*
0.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRL.DE vs. MDBU.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%2.03%
MDBU.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis
-0.16%6.66%2.22%3.87%-7.30%-1.83%4.66%5.13%1.61%

Correlation

The correlation between SXRL.DE and MDBU.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2018

0.44

The correlation between SXRL.DE and MDBU.DE shifts across timeframes, from 0.40 (1 year) to 0.52 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SXRL.DE vs. MDBU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXRL.DE
SXRL.DE Risk / Return Rank: 3030
Overall Rank
SXRL.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SXRL.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SXRL.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SXRL.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
SXRL.DE Martin Ratio Rank: 2929
Martin Ratio Rank

MDBU.DE
MDBU.DE Risk / Return Rank: 1212
Overall Rank
MDBU.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MDBU.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
MDBU.DE Omega Ratio Rank: 1111
Omega Ratio Rank
MDBU.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
MDBU.DE Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXRL.DE vs. MDBU.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 UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.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.DEMDBU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.20

1.12

+0.08

Calmar ratioReturn relative to maximum drawdown

1.32

1.60

-0.28

Martin ratioReturn relative to average drawdown

4.12

4.36

-0.24

SXRL.DE vs. MDBU.DE - Sharpe Ratio Comparison

The current SXRL.DE Sharpe Ratio is 1.10, which is higher than the MDBU.DE Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of SXRL.DE and MDBU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXRL.DEMDBU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.65

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.14

-0.06

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

0.38

+0.16

Drawdowns

SXRL.DE vs. MDBU.DE - Drawdown Comparison

The maximum SXRL.DE drawdown since its inception was -14.09%, which is greater than MDBU.DE's maximum drawdown of -11.79%. Use the drawdown chart below to compare losses from any high point for SXRL.DE and MDBU.DE.


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Drawdown Indicators


SXRL.DEMDBU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.09%

-11.79%

-2.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-1.77%

-0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-3.63%

-2.92%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-13.50%

-11.20%

-2.30%

Max Drawdown (10Y)

Largest decline over 10 years

-14.09%

Current Drawdown

Current decline from peak

-1.58%

-1.21%

-0.37%

Average Drawdown

Average peak-to-trough decline

-2.87%

-3.32%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.65%

+0.13%

Volatility

SXRL.DE vs. MDBU.DE - Volatility Comparison

iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) and UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis (MDBU.DE) have volatilities of 1.11% and 1.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRL.DEMDBU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

1.06%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

2.93%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

2.94%

4.36%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.68%

5.16%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.84%

4.90%

-1.06%

SXRL.DE vs. MDBU.DE - Expense Ratio Comparison

SXRL.DE has a 0.07% expense ratio, which is lower than MDBU.DE's 0.18% 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. MDBU.DE - Dividend Comparison

SXRL.DE has not paid dividends to shareholders, while MDBU.DE's dividend yield for the trailing twelve months is around 2.66%.


PositionTTM2025202420232022202120202019
MDBU.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) A-dis
2.66%3.79%1.92%1.75%0.75%0.59%1.58%1.40%
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%

Frequently Asked Questions


SXRL.DE and MDBU.DE have a correlation of 0.40, 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 0.18% for MDBU.DE.

SXRL.DE tracks ICE US Treasury 3-7 Year, while MDBU.DE tracks Solactive Global Multilateral Development Bank Bond USD 25% Issuer Capped Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.07% for SXRL.DE and 0.18% for MDBU.DE.

Portfolio Optimizer

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