SXRM.DE vs. NQSE.DE
SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - SXRM.DE is a Government Bonds fund tracking the ICE US Treasury 7-10 Year, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, SXRM.DE returned -0.94%/yr vs 13.84%/yr for NQSE.DE. At a 0.01 correlation, their price movements are largely independent. SXRM.DE charges 0.07%/yr vs 0.33%/yr for NQSE.DE.
Performance
SXRM.DE vs. NQSE.DE - Performance Comparison
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Different Trading Currencies
SXRM.DE is traded in USD, while NQSE.DE is traded in EUR. To make them comparable, the NQSE.DE 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 -0.65% return, which is significantly lower than NQSE.DE's 16.45% return.
SXRM.DE
- 1D
- 0.24%
- 1M
- -0.48%
- YTD
- -0.65%
- 6M
- -0.41%
- 1Y
- 3.87%
- 3Y*
- 2.71%
- 5Y*
- -0.94%
- 10Y*
- 0.77%
NQSE.DE
- 1D
- -0.67%
- 1M
- 5.41%
- YTD
- 16.45%
- 6M
- 16.76%
- 1Y
- 37.64%
- 3Y*
- 28.68%
- 5Y*
- 13.84%
- 10Y*
- —
SXRM.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXRM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) | -0.65% | 8.56% | -0.51% | 3.57% | -14.85% | -3.03% | 9.74% | 9.02% | 2.31% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 16.45% | 33.39% | 16.98% | 56.90% | -39.80% | 17.32% | 59.42% | 32.80% | -17.07% |
Correlation
The correlation between SXRM.DE and NQSE.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.01 |
Over the past year, SXRM.DE and NQSE.DE have become more correlated (0.25) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
SXRM.DE vs. NQSE.DE — Risk / Return Rank
SXRM.DE
NQSE.DE
SXRM.DE vs. NQSE.DE - 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 iShares NASDAQ 100 UCITS ETF (NQSE.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.
| SXRM.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.35 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 2.56 | -1.61 |
| Martin ratioReturn relative to average drawdown | 2.93 | 9.34 | -6.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRM.DE | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 2.17 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.58 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.74 | -0.49 |
Drawdowns
SXRM.DE vs. NQSE.DE - Drawdown Comparison
The maximum SXRM.DE drawdown since its inception was -23.31%, smaller than the maximum NQSE.DE drawdown of -46.26%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and NQSE.DE.
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Drawdown Indicators
| SXRM.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -46.26% | +22.95% |
Max Drawdown (1Y)Largest decline over 1 year | -4.02% | -15.22% | +11.20% |
Max Drawdown (3Y)Largest decline over 3 years | -7.24% | -19.28% | +12.04% |
Max Drawdown (5Y)Largest decline over 5 years | -20.90% | -46.26% | +25.36% |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | — | — |
Current DrawdownCurrent decline from peak | -10.40% | -1.01% | -9.39% |
Average DrawdownAverage peak-to-trough decline | -6.91% | -10.26% | +3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 4.17% | -2.88% |
Volatility
SXRM.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) is 1.83%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 5.20%. This indicates that SXRM.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.DE 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 | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 5.20% | -3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 3.40% | 13.52% | -10.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.64% | 17.90% | -13.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.37% | 23.79% | -16.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 23.90% | -17.60% |
SXRM.DE vs. NQSE.DE - Expense Ratio Comparison
SXRM.DE has a 0.07% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
SXRM.DE vs. NQSE.DE - Dividend Comparison
Neither SXRM.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRM.DE and NQSE.DE have a correlation of 0.25, 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 0.33% for NQSE.DE.
SXRM.DE is categorized as Government Bonds, while NQSE.DE is Nasdaq-100. SXRM.DE tracks ICE US Treasury 7-10 Year, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.07% for SXRM.DE and 0.33% for NQSE.DE.
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