SXRM.DE vs. SXR8.DE
SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - SXRM.DE is a Government Bonds fund tracking the ICE US Treasury 7-10 Year, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SXRM.DE returned 0.77%/yr vs 15.21%/yr for SXR8.DE. At a correlation of -0.21, they often move in opposite directions. Both charge a 0.07% expense ratio.
Performance
SXRM.DE vs. SXR8.DE - Performance Comparison
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Different Trading Currencies
SXRM.DE is traded in USD, while SXR8.DE is traded in EUR. To make them comparable, the SXR8.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 SXR8.DE's 10.07% return. Over the past 10 years, SXRM.DE has underperformed SXR8.DE with an annualized return of 0.77%, while SXR8.DE has yielded a comparatively higher 15.21% annualized 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%
SXR8.DE
- 1D
- -0.04%
- 1M
- 3.14%
- YTD
- 10.07%
- 6M
- 10.52%
- 1Y
- 27.37%
- 3Y*
- 22.10%
- 5Y*
- 13.70%
- 10Y*
- 15.21%
SXRM.DE vs. SXR8.DE - 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) | -0.65% | 8.56% | -0.51% | 3.57% | -14.85% | -3.03% | 9.74% | 9.02% | 0.38% | 2.66% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 10.07% | 18.24% | 24.75% | 26.34% | -19.03% | 29.64% | 17.24% | 31.65% | -5.70% | 21.76% |
Correlation
The correlation between SXRM.DE and SXR8.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2011 | -0.21 |
The correlation between SXRM.DE and SXR8.DE shifts across timeframes, from -0.21 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXRM.DE vs. SXR8.DE — Risk / Return Rank
SXRM.DE
SXR8.DE
SXRM.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.42 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.94 | 3.23 | -2.28 |
| Martin ratioReturn relative to average drawdown | 2.93 | 13.68 | -10.75 |
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 | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 2.39 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.85 | -0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.93 | -0.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.77 | -0.52 |
Drawdowns
SXRM.DE vs. SXR8.DE - Drawdown Comparison
The maximum SXRM.DE drawdown since its inception was -23.31%, smaller than the maximum SXR8.DE drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and SXR8.DE.
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Drawdown Indicators
| SXRM.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -34.26% | +10.95% |
Max Drawdown (1Y)Largest decline over 1 year | -4.02% | -8.57% | +4.55% |
Max Drawdown (3Y)Largest decline over 3 years | -7.24% | -19.47% | +12.23% |
Max Drawdown (5Y)Largest decline over 5 years | -20.90% | -24.36% | +3.46% |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | -34.26% | +10.95% |
Current DrawdownCurrent decline from peak | -10.40% | -0.63% | -9.77% |
Average DrawdownAverage peak-to-trough decline | -6.91% | -5.22% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 2.02% | -0.73% |
Volatility
SXRM.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) is 1.83%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.83%. This indicates that SXRM.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.83% | 2.83% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 3.40% | 8.13% | -4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.64% | 11.57% | -6.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.37% | 15.88% | -8.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 16.35% | -10.05% |
SXRM.DE vs. SXR8.DE - Expense Ratio Comparison
Both SXRM.DE and SXR8.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. SXR8.DE - Dividend Comparison
Neither SXRM.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRM.DE and SXR8.DE have a correlation of 0.20, 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 SXR8.DE have the same expense ratio: 0.07% per year.
SXRM.DE is categorized as Government Bonds, while SXR8.DE is S&P 500. SXRM.DE tracks ICE US Treasury 7-10 Year, while SXR8.DE tracks S&P 500 Index.
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