SXRL.DE vs. SXR7.DE
SXRL.DE (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) and SXR7.DE (iShares Core MSCI EMU UCITS ETF EUR (Acc)) are both exchange-traded funds - SXRL.DE is a Government Bonds fund tracking the ICE US Treasury 3-7 Year, while SXR7.DE is a Europe Equities fund tracking the MSCI EMU. Both are passively managed. Over the past 10 years, SXRL.DE returned 1.29%/yr vs 11.85%/yr for SXR7.DE. At a correlation of -0.14, they often move in opposite directions. SXRL.DE charges 0.07%/yr vs 0.12%/yr for SXR7.DE.
Performance
SXRL.DE vs. SXR7.DE - Performance Comparison
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Different Trading Currencies
SXRL.DE is traded in USD, while SXR7.DE is traded in EUR. To make them comparable, the SXR7.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 0.07% return, which is significantly lower than SXR7.DE's 8.08% return. Over the past 10 years, SXRL.DE has underperformed SXR7.DE with an annualized return of 1.29%, while SXR7.DE has yielded a comparatively higher 11.85% annualized return.
SXRL.DE
- 1D
- 0.21%
- 1M
- 0.65%
- YTD
- 0.07%
- 6M
- 0.32%
- 1Y
- 3.04%
- 3Y*
- 3.96%
- 5Y*
- 0.55%
- 10Y*
- 1.29%
SXR7.DE
- 1D
- 0.80%
- 1M
- 0.78%
- YTD
- 8.08%
- 6M
- 8.60%
- 1Y
- 20.96%
- 3Y*
- 19.03%
- 5Y*
- 9.84%
- 10Y*
- 11.85%
SXRL.DE vs. SXR7.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) | 0.07% | 7.42% | 1.92% | 4.32% | -9.33% | -2.32% | 6.98% | 6.13% | 1.04% | 1.28% |
SXR7.DE iShares Core MSCI EMU UCITS ETF EUR (Acc) | 8.08% | 40.94% | 3.12% | 22.64% | -16.66% | 12.61% | 9.07% | 24.91% | -17.12% | 28.96% |
Correlation
The correlation between SXRL.DE and SXR7.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | -0.14 |
The correlation between SXRL.DE and SXR7.DE shifts across timeframes, from -0.14 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXRL.DE vs. SXR7.DE — Risk / Return Rank
SXRL.DE
SXR7.DE
SXRL.DE vs. SXR7.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 Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXRL.DE | SXR7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.69 | -0.45 |
| Martin ratioReturn relative to average drawdown | 3.45 | 6.04 | -2.59 |
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Drawdowns
SXRL.DE vs. SXR7.DE - Drawdown Comparison
The maximum SXRL.DE drawdown since its inception was -14.09%, smaller than the maximum SXR7.DE drawdown of -39.92%. Use the drawdown chart below to compare losses from any high point for SXRL.DE and SXR7.DE.
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Drawdown Indicators
| SXRL.DE | SXR7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.09% | -39.92% | +25.83% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -12.33% | +9.90% |
Max Drawdown (3Y)Largest decline over 3 years | -3.64% | -14.88% | +11.24% |
Max Drawdown (5Y)Largest decline over 5 years | -13.50% | -36.05% | +22.55% |
Max Drawdown (10Y)Largest decline over 10 years | -14.09% | -39.92% | +25.83% |
Current DrawdownCurrent decline from peak | -1.21% | -1.86% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -2.79% | -10.42% | +7.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 3.46% | -2.58% |
Volatility
SXRL.DE vs. SXR7.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) is 0.89%, while iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) has a volatility of 3.97%. This indicates that SXRL.DE experiences smaller price fluctuations and is considered to be less risky than SXR7.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 | SXR7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.89% | 3.97% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.19% | 13.86% | -11.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.87% | 16.37% | -13.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.68% | 19.54% | -14.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.84% | 19.02% | -15.18% |
SXRL.DE vs. SXR7.DE - Expense Ratio Comparison
SXRL.DE has a 0.07% expense ratio, which is lower than SXR7.DE's 0.12% 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. SXR7.DE - Dividend Comparison
Neither SXRL.DE nor SXR7.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRL.DE and SXR7.DE have a correlation of 0.34, 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 0.12% for SXR7.DE.
SXRL.DE is categorized as Government Bonds, while SXR7.DE is Europe Equities. SXRL.DE tracks ICE US Treasury 3-7 Year, while SXR7.DE tracks MSCI EMU. Their fees differ too: 0.07% for SXRL.DE and 0.12% for SXR7.DE.
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