PortfoliosLab logoPortfoliosLab logo
SXRL.DE vs. SBU3.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SXRL.DE vs. SBU3.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 WisdomTree Bund 10Y 3x Daily Short (SBU3.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SXRL.DE vs. SBU3.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRL.DE
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
-0.00%7.42%1.93%4.32%-9.34%-2.31%6.97%6.13%1.04%1.28%
SBU3.DE
WisdomTree Bund 10Y 3x Daily Short
0.67%22.24%7.55%-11.79%66.06%-4.70%-6.09%-17.37%-17.56%7.98%
Different Trading Currencies

SXRL.DE is traded in USD, while SBU3.DE is traded in EUR. To make them comparable, the SBU3.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

Over the past 10 years, SXRL.DE has outperformed SBU3.DE with an annualized return of 1.44%, while SBU3.DE has yielded a comparatively lower 0.87% annualized return.


SXRL.DE

1D
0.02%
1M
-0.82%
YTD
-0.00%
6M
0.97%
1Y
4.21%
3Y*
3.51%
5Y*
0.62%
10Y*
1.44%

SBU3.DE

1D
0.13%
1M
6.37%
YTD
0.71%
6M
4.08%
1Y
11.64%
3Y*
8.34%
5Y*
13.06%
10Y*
0.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SXRL.DE vs. SBU3.DE - Expense Ratio Comparison

SXRL.DE has a 0.07% expense ratio, which is lower than SBU3.DE's 0.30% expense ratio.


Return for Risk

SXRL.DE vs. SBU3.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: 5555
Overall Rank
SXRL.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SXRL.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SXRL.DE Omega Ratio Rank: 6161
Omega Ratio Rank
SXRL.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
SXRL.DE Martin Ratio Rank: 3939
Martin Ratio Rank

SBU3.DE
SBU3.DE Risk / Return Rank: 1919
Overall Rank
SBU3.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
SBU3.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SBU3.DE Omega Ratio Rank: 1717
Omega Ratio Rank
SBU3.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
SBU3.DE Martin Ratio Rank: 1818
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. SBU3.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 WisdomTree Bund 10Y 3x Daily Short (SBU3.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.DESBU3.DEDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.87

+0.36

Sortino ratio

Return per unit of downside risk

1.77

1.36

+0.41

Omega ratio

Gain probability vs. loss probability

1.24

1.16

+0.08

Calmar ratio

Return relative to maximum drawdown

1.38

1.43

-0.05

Martin ratio

Return relative to average drawdown

4.50

3.60

+0.90

SXRL.DE vs. SBU3.DE - Sharpe Ratio Comparison

The current SXRL.DE Sharpe Ratio is 1.23, which is higher than the SBU3.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of SXRL.DE and SBU3.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SXRL.DESBU3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.87

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.55

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.04

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

-0.20

+0.75

Correlation

The correlation between SXRL.DE and SBU3.DE is -0.56. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SXRL.DE vs. SBU3.DE - Dividend Comparison

Neither SXRL.DE nor SBU3.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXRL.DE vs. SBU3.DE - Drawdown Comparison

The maximum SXRL.DE drawdown since its inception was -14.09%, smaller than the maximum SBU3.DE drawdown of -69.74%. Use the drawdown chart below to compare losses from any high point for SXRL.DE and SBU3.DE.


Loading graphics...

Drawdown Indicators


SXRL.DESBU3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.09%

-64.58%

+50.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.37%

-7.13%

+4.76%

Max Drawdown (5Y)

Largest decline over 5 years

-13.50%

-27.87%

+14.37%

Max Drawdown (10Y)

Largest decline over 10 years

-14.09%

-48.67%

+34.58%

Current Drawdown

Current decline from peak

-1.28%

-28.49%

+27.21%

Average Drawdown

Average peak-to-trough decline

-2.89%

-41.95%

+39.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

2.87%

-2.14%

Volatility

SXRL.DE vs. SBU3.DE - Volatility Comparison

The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) is 1.11%, while WisdomTree Bund 10Y 3x Daily Short (SBU3.DE) has a volatility of 5.45%. This indicates that SXRL.DE experiences smaller price fluctuations and is considered to be less risky than SBU3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SXRL.DESBU3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

5.45%

-4.34%

Volatility (6M)

Calculated over the trailing 6-month period

1.89%

8.31%

-6.42%

Volatility (1Y)

Calculated over the trailing 1-year period

3.41%

13.35%

-9.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.65%

23.30%

-18.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.83%

19.84%

-16.01%