PortfoliosLab logoPortfoliosLab logo
SXRL.DE vs. SXR7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRL.DE vs. SXR7.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 iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRL.DE vs. SXR7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

Compare stocks, funds, or ETFs

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


Return for Risk

SXRL.DE vs. SXR7.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: 2929
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: 2727
Calmar Ratio Rank
SXRL.DE Martin Ratio Rank: 2727
Martin Ratio Rank

SXR7.DE
SXR7.DE Risk / Return Rank: 5656
Overall Rank
SXR7.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SXR7.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
SXR7.DE Omega Ratio Rank: 5656
Omega Ratio Rank
SXR7.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
SXR7.DE Martin Ratio Rank: 5656
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. 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.DESXR7.DEDifference
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

SXRL.DE vs. SXR7.DE - Sharpe Ratio Comparison

The current SXRL.DE Sharpe Ratio is 1.06, which is comparable to the SXR7.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of SXRL.DE and SXR7.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.


Loading charts...

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.


Loading charts...

Drawdown Indicators


SXRL.DESXR7.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.21%

-1.86%

+0.65%

Average Drawdown

Average peak-to-trough decline

-2.79%

-10.42%

+7.63%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


SXRL.DESXR7.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for SXRL.DE and SXR7.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer