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SXRM.DE vs. BYDDF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SXRM.DE vs. BYDDF

Last updated Jun 13, 2026

SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) is Government Bonds fund tracking the ICE US Treasury 7-10 Year, while BYDDF (BYD Company Limited) is a stock. Over the past 10 years, SXRM.DE returned 0.67%/yr vs 20.79%/yr for BYDDF. At a correlation of -0.11, they often move in opposite directions.

Performance

SXRM.DE vs. BYDDF - 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 BYD Company Limited (BYDDF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXRM.DE achieves a -0.59% return, which is significantly higher than BYDDF's -8.79% return. Over the past 10 years, SXRM.DE has underperformed BYDDF with an annualized return of 0.67%, while BYDDF has yielded a comparatively higher 20.79% 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%

BYDDF

1D
0.54%
1M
-12.16%
YTD
-8.79%
6M
-10.23%
1Y
-34.03%
3Y*
1.99%
5Y*
4.98%
10Y*
20.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRM.DE vs. BYDDF - 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%
BYDDF
BYD Company Limited		-8.79%11.38%24.71%13.22%-27.71%28.77%432.27%-21.10%-27.99%72.50%

Correlation

The correlation between SXRM.DE and BYDDF is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.03

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

-0.03

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

-0.04

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

-0.08

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

-0.11

The correlation between SXRM.DE and BYDDF shifts across timeframes, from -0.11 (all time) to 0.03 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)

BYD Company Limited

Often compared with SXRM.DE:
SXRM.DE vs. IEFSXRM.DE vs. IUSM.DESXRM.DE vs. SXRH.DESXRM.DE vs. TP05.LSXRM.DE vs. VWRA.LSXRM.DE vs. IBTS.LSXRM.DE vs. IBTM.L
Often compared with BYDDF:
BYDDF vs. BYDDYBYDDF vs. NIOBYDDF vs. XIACYBYDDF vs. TSLABYDDF vs. NVDABYDDF vs. TMBYDDF vs. MA

Return for Risk

SXRM.DE vs. BYDDF — 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
BYDDF
BYDDF Risk / Return Rank: 55
Overall Rank
BYDDF Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BYDDF Sortino Ratio Rank: 66
Sortino Ratio Rank
BYDDF Omega Ratio Rank: 99
Omega Ratio Rank
BYDDF Calmar Ratio Rank: 00
Calmar Ratio Rank
BYDDF Martin Ratio Rank: 66
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. BYDDF - 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 BYD Company Limited (BYDDF). 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.DEBYDDFDifference
Sharpe ratioReturn per unit of total volatility
0.82
-1.02

+1.83

Sortino ratioReturn per unit of downside risk
1.23
-1.52

+2.75

Omega ratioGain probability vs. loss probability

1.14

0.84

+0.30

Calmar ratioReturn relative to maximum drawdown

0.93

-1.01

+1.93

Martin ratioReturn relative to average drawdown

2.74

-1.53

+4.27

SXRM.DE vs. BYDDF - Sharpe Ratio Comparison

The current SXRM.DE Sharpe Ratio is 0.82, which is higher than the BYDDF Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of SXRM.DE and BYDDF, 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. BYDDF - Drawdown Comparison

The maximum SXRM.DE drawdown since its inception was -23.31%, smaller than the maximum BYDDF drawdown of -86.78%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and BYDDF.

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Drawdown Indicators

SXRM.DEBYDDFDifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-86.78%

+63.47%

Max Drawdown (1Y)

Largest decline over 1 year

-4.02%

-35.94%

+31.92%

Max Drawdown (3Y)

Largest decline over 3 years

-7.24%

-42.33%

+35.09%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

-48.35%

+27.45%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

-58.45%

+35.14%

Current Drawdown

Current decline from peak

-10.34%

-41.95%

+31.61%

Average Drawdown

Average peak-to-trough decline

-6.45%

-40.96%

+34.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

24.18%

-22.81%

Volatility

SXRM.DE vs. BYDDF - Volatility Comparison

The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) is 1.86%, while BYD Company Limited (BYDDF) has a volatility of 8.62%. This indicates that SXRM.DE experiences smaller price fluctuations and is considered to be less risky than BYDDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SXRM.DEBYDDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.86%

8.62%

-6.76%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

26.73%

-23.32%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

35.63%

-31.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

45.54%

-38.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

47.10%

-40.80%

Dividends

SXRM.DE vs. BYDDF - Dividend Comparison

SXRM.DE has not paid dividends to shareholders, while BYDDF's dividend yield for the trailing twelve months is around 0.47%.

PositionTTM202520242023202220212020201920182017
BYDDF
BYD Company Limited		0.47%6.04%1.28%0.58%0.07%0.07%0.03%0.58%0.00%2.03%
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SXRM.DE and BYDDF have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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