SXRM.DE vs. IBTM.L
Compare and contrast key facts about iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) and iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L).
SXRM.DE and IBTM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXRM.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury 7-10 Year. It was launched on Jun 3, 2009. IBTM.L is a passively managed fund by iShares that tracks the performance of the Bloomberg US Government TR USD. It was launched on Dec 8, 2006. Both SXRM.DE and IBTM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXRM.DE or IBTM.L.
Key characteristics
| SXRM.DE | IBTM.L | |
|---|---|---|
| YTD Return | -0.02% | 0.58% |
| 1Y Return | 4.93% | 3.82% |
| 3Y Return (Ann) | -3.91% | -1.77% |
| 5Y Return (Ann) | -1.34% | -0.60% |
| 10Y Return (Ann) | 0.86% | 3.63% |
| Sharpe Ratio | 0.70 | 0.40 |
| Sortino Ratio | 1.08 | 0.64 |
| Omega Ratio | 1.13 | 1.07 |
| Calmar Ratio | 0.24 | 0.12 |
| Martin Ratio | 1.99 | 1.20 |
| Ulcer Index | 2.50% | 2.39% |
| Daily Std Dev | 7.27% | 7.32% |
| Max Drawdown | -23.31% | -25.39% |
| Current Drawdown | -16.51% | -20.86% |
Correlation
The correlation between SXRM.DE and IBTM.L is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SXRM.DE vs. IBTM.L - Performance Comparison
In the year-to-date period, SXRM.DE achieves a -0.02% return, which is significantly lower than IBTM.L's 0.58% return. Over the past 10 years, SXRM.DE has underperformed IBTM.L with an annualized return of 0.86%, while IBTM.L has yielded a comparatively higher 3.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SXRM.DE vs. IBTM.L - Expense Ratio Comparison
Both SXRM.DE and IBTM.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
SXRM.DE vs. IBTM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) and iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.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.
Dividends
SXRM.DE vs. IBTM.L - Dividend Comparison
SXRM.DE has not paid dividends to shareholders, while IBTM.L's dividend yield for the trailing twelve months is around 7.09%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
IBTM.L iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) | 7.09% | 3.93% | 2.34% | 1.57% | 2.13% | 3.25% | 3.07% | 2.64% | 2.40% | 3.01% | 3.44% | 3.02% |
Drawdowns
SXRM.DE vs. IBTM.L - Drawdown Comparison
The maximum SXRM.DE drawdown since its inception was -23.31%, smaller than the maximum IBTM.L drawdown of -25.39%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and IBTM.L. For additional features, visit the drawdowns tool.
Volatility
SXRM.DE vs. IBTM.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) is 1.92%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Dist) (IBTM.L) has a volatility of 2.09%. This indicates that SXRM.DE experiences smaller price fluctuations and is considered to be less risky than IBTM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.