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SXRM.DE vs. OM3M.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRM.DE vs. OM3M.DE - 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 iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE). 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 OM3M.DE is traded in EUR. To make them comparable, the OM3M.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with SXRM.DE having a -0.65% return and OM3M.DE slightly higher at -0.63%.


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%

OM3M.DE

1D
0.17%
1M
-0.48%
YTD
-0.63%
6M
-0.46%
1Y
2.65%
3Y*
3.29%
5Y*
0.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRM.DE vs. OM3M.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%2.23%
OM3M.DE
iShares USD Treasury Bond 3-7 UCITS ETF USD Dist
-0.63%7.37%1.35%3.73%-9.14%-2.68%6.77%5.99%1.95%

Correlation

The correlation between SXRM.DE and OM3M.DE is 0.52, 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

0.52

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

0.65

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2018

0.63

The correlation between SXRM.DE and OM3M.DE shifts across timeframes, from 0.52 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SXRM.DE vs. OM3M.DE — 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: 2323
Overall Rank
SXRM.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SXRM.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SXRM.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SXRM.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SXRM.DE Martin Ratio Rank: 2323
Martin Ratio Rank

OM3M.DE
OM3M.DE Risk / Return Rank: 1111
Overall Rank
OM3M.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
OM3M.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
OM3M.DE Omega Ratio Rank: 1010
Omega Ratio Rank
OM3M.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
OM3M.DE Martin Ratio Rank: 1111
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. OM3M.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 USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.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.DEOM3M.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.14

1.10

+0.05

Calmar ratioReturn relative to maximum drawdown

0.94

1.06

-0.12

Martin ratioReturn relative to average drawdown

2.93

3.03

-0.10

SXRM.DE vs. OM3M.DE - Sharpe Ratio Comparison

The current SXRM.DE Sharpe Ratio is 0.82, which is higher than the OM3M.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of SXRM.DE and OM3M.DE, 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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Sharpe Ratios by Period


SXRM.DEOM3M.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.55

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.02

-0.14

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

0.31

-0.06

Drawdowns

SXRM.DE vs. OM3M.DE - Drawdown Comparison

The maximum SXRM.DE drawdown since its inception was -23.31%, which is greater than OM3M.DE's maximum drawdown of -15.14%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and OM3M.DE.


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Drawdown Indicators


SXRM.DEOM3M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-15.14%

-8.17%

Max Drawdown (1Y)

Largest decline over 1 year

-4.02%

-2.39%

-1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-7.24%

-3.78%

-3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

-14.03%

-6.87%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

Current Drawdown

Current decline from peak

-10.40%

-1.78%

-8.62%

Average Drawdown

Average peak-to-trough decline

-6.91%

-4.87%

-2.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

0.84%

+0.45%

Volatility

SXRM.DE vs. OM3M.DE - Volatility Comparison

iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a higher volatility of 1.83% compared to iShares USD Treasury Bond 3-7 UCITS ETF USD Dist (OM3M.DE) at 1.24%. This indicates that SXRM.DE's price experiences larger fluctuations and is considered to be riskier than OM3M.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.DEOM3M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

1.24%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

3.06%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.64%

4.62%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.37%

6.03%

+1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

5.58%

+0.72%

SXRM.DE vs. OM3M.DE - Expense Ratio Comparison

Both SXRM.DE and OM3M.DE 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%.


Dividends

SXRM.DE vs. OM3M.DE - Dividend Comparison

SXRM.DE has not paid dividends to shareholders, while OM3M.DE's dividend yield for the trailing twelve months is around 3.38%.


PositionTTM2025202420232022202120202019
OM3M.DE
iShares USD Treasury Bond 3-7 UCITS ETF USD Dist
3.38%3.78%3.19%2.59%1.31%0.83%1.81%2.08%
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%

Frequently Asked Questions


SXRM.DE and OM3M.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SXRM.DE and OM3M.DE have the same expense ratio: 0.07% per year.

SXRM.DE tracks ICE US Treasury 7-10 Year, while OM3M.DE tracks ICE US Treasury 3-7 Year Bond Index.

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