SXRM.DE vs. GIGB
SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) and GIGB (Goldman Sachs Access Investment Grade Corporate Bond ETF) are both exchange-traded funds - SXRM.DE is a Government Bonds fund tracking the ICE US Treasury 7-10 Year, while GIGB is a Corporate Bonds fund tracking the FTSE Goldman Sachs Investment Grade Corporate Bond Index. Both are passively managed. Over the past 5 years, SXRM.DE returned -1.07%/yr vs 0.31%/yr for GIGB. A 0.63 correlation means they provide meaningful diversification when combined. SXRM.DE charges 0.07%/yr vs 0.14%/yr for GIGB.
Performance
SXRM.DE vs. GIGB - Performance Comparison
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Returns By Period
In the year-to-date period, SXRM.DE achieves a -0.59% return, which is significantly lower than GIGB's 0.99% 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%
GIGB
- 1D
- -0.02%
- 1M
- 0.70%
- YTD
- 0.99%
- 6M
- 1.39%
- 1Y
- 5.80%
- 3Y*
- 5.40%
- 5Y*
- 0.31%
- 10Y*
- —
SXRM.DE vs. GIGB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -0.97% |
GIGB Goldman Sachs Access Investment Grade Corporate Bond ETF | 0.99% | 7.58% | 1.68% | 8.80% | -15.80% | -1.64% | 9.86% | 15.05% | -2.76% | 2.45% |
Correlation
The correlation between SXRM.DE and GIGB is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2017 | 0.63 |
The correlation between SXRM.DE and GIGB has been stable across timeframes, ranging from 0.63 to 0.73 - a consistent structural relationship.
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Return for Risk
SXRM.DE vs. GIGB — Risk / Return Rank
SXRM.DE
GIGB
SXRM.DE vs. GIGB - 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 Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB). 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.DE | GIGB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.84 | -0.91 |
| Martin ratioReturn relative to average drawdown | 2.74 | 5.74 | -3.00 |
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Drawdowns
SXRM.DE vs. GIGB - Drawdown Comparison
The maximum SXRM.DE drawdown since its inception was -23.31%, roughly equal to the maximum GIGB drawdown of -22.25%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and GIGB.
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Drawdown Indicators
| SXRM.DE | GIGB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -22.25% | -1.06% |
Max Drawdown (1Y)Largest decline over 1 year | -4.02% | -2.87% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | -7.24% | -6.69% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -20.90% | -22.25% | +1.35% |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | — | — |
Current DrawdownCurrent decline from peak | -10.34% | -0.64% | -9.70% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -5.60% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 0.92% | +0.45% |
Volatility
SXRM.DE vs. GIGB - Volatility Comparison
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a higher volatility of 1.86% compared to Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) at 1.43%. This indicates that SXRM.DE's price experiences larger fluctuations and is considered to be riskier than GIGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRM.DE | GIGB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.86% | 1.43% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 3.41% | 3.23% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.60% | 4.31% | +0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.38% | 7.25% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 7.66% | -1.36% |
SXRM.DE vs. GIGB - Expense Ratio Comparison
SXRM.DE has a 0.07% expense ratio, which is lower than GIGB's 0.14% 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
SXRM.DE vs. GIGB - Dividend Comparison
SXRM.DE has not paid dividends to shareholders, while GIGB's dividend yield for the trailing twelve months is around 4.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
GIGB Goldman Sachs Access Investment Grade Corporate Bond ETF | 4.60% | 4.69% | 4.45% | 3.67% | 3.12% | 2.25% | 2.62% | 3.22% | 3.31% | 1.55% |
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 GIGB have a correlation of 0.68, 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 0.14% for GIGB.
SXRM.DE is categorized as Government Bonds, while GIGB is Corporate Bonds. SXRM.DE tracks ICE US Treasury 7-10 Year, while GIGB tracks FTSE Goldman Sachs Investment Grade Corporate Bond Index. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.07% for SXRM.DE and 0.14% for GIGB.
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