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SXRM.DE vs. AUCP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRM.DE vs. AUCP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) and L&G Gold Mining UCITS ETF (AUCP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXRM.DE is traded in USD, while AUCP.L is traded in GBp. To make them comparable, the AUCP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXRM.DE achieves a -0.59% return, which is significantly higher than AUCP.L's -8.09% return. Over the past 10 years, SXRM.DE has underperformed AUCP.L with an annualized return of 0.67%, while AUCP.L has yielded a comparatively higher 14.65% annualized return.


SXRM.DE

1D
0.38%
1M
0.09%
YTD
-0.59%
6M
0.05%
1Y
4.19%
3Y*
2.95%
5Y*
-1.07%
10Y*
0.67%

AUCP.L

1D
5.80%
1M
-15.28%
YTD
-8.09%
6M
-6.21%
1Y
49.02%
3Y*
47.06%
5Y*
20.80%
10Y*
14.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRM.DE vs. AUCP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
-0.59%8.56%-0.51%3.57%-14.86%-3.03%9.73%9.02%0.39%2.66%
AUCP.L
L&G Gold Mining UCITS ETF
-8.09%181.76%18.19%14.43%-14.30%-9.74%21.20%45.13%-10.97%10.14%

Correlation

The correlation between SXRM.DE and AUCP.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.26

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

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2009

0.21

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Return for Risk

SXRM.DE vs. AUCP.L — Risk / Return Rank

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

SXRM.DE
SXRM.DE Risk / Return Rank: 2424
Overall Rank
SXRM.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SXRM.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
SXRM.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SXRM.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
SXRM.DE Martin Ratio Rank: 2424
Martin Ratio Rank

AUCP.L
AUCP.L Risk / Return Rank: 3535
Overall Rank
AUCP.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
AUCP.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
AUCP.L Omega Ratio Rank: 3636
Omega Ratio Rank
AUCP.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
AUCP.L Martin Ratio Rank: 3333
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.

SXRM.DE vs. AUCP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) and L&G Gold Mining UCITS ETF (AUCP.L). 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.


SXRM.DEAUCP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.14

1.20

-0.06

Calmar ratioReturn relative to maximum drawdown

0.93

1.43

-0.50

Martin ratioReturn relative to average drawdown

2.74

3.98

-1.25

SXRM.DE vs. AUCP.L - Sharpe Ratio Comparison

The current SXRM.DE Sharpe Ratio is 0.82, which is comparable to the AUCP.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of SXRM.DE and AUCP.L, 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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Drawdowns

SXRM.DE vs. AUCP.L - Drawdown Comparison

The maximum SXRM.DE drawdown since its inception was -23.31%, smaller than the maximum AUCP.L drawdown of -82.34%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and AUCP.L.


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Drawdown Indicators


SXRM.DEAUCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-82.34%

+59.03%

Max Drawdown (1Y)

Largest decline over 1 year

-4.02%

-36.15%

+32.13%

Max Drawdown (3Y)

Largest decline over 3 years

-7.24%

-36.15%

+28.91%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

-49.52%

+28.62%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

-54.94%

+31.63%

Current Drawdown

Current decline from peak

-10.34%

-31.41%

+21.07%

Average Drawdown

Average peak-to-trough decline

-6.45%

-52.20%

+45.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

12.93%

-11.56%

Volatility

SXRM.DE vs. AUCP.L - Volatility Comparison

The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) is 1.86%, while L&G Gold Mining UCITS ETF (AUCP.L) has a volatility of 15.50%. This indicates that SXRM.DE experiences smaller price fluctuations and is considered to be less risky than AUCP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRM.DEAUCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.86%

15.50%

-13.64%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

36.95%

-33.54%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

46.89%

-42.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

41.52%

-34.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

37.83%

-31.53%

SXRM.DE vs. AUCP.L - Expense Ratio Comparison

SXRM.DE has a 0.07% expense ratio, which is lower than AUCP.L's 0.55% expense ratio.


Dividends

SXRM.DE vs. AUCP.L - Dividend Comparison

Neither SXRM.DE nor AUCP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXRM.DE and AUCP.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRM.DE is cheaper with a 0.07% expense ratio, compared with 0.55% for AUCP.L.

SXRM.DE is categorized as Government Bonds, while AUCP.L is Precious Metals. SXRM.DE tracks ICE US Treasury 7-10 Year, while AUCP.L tracks STOXX Global Gold Miners. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.07% for SXRM.DE and 0.55% for AUCP.L.

Portfolio Optimizer

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