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

Performance

SXRM.DE vs. SXRL.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 3-7yr UCITS ETF (Acc) (SXRL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXRM.DE achieves a -0.65% return, which is significantly lower than SXRL.DE's -0.31% return. Over the past 10 years, SXRM.DE has underperformed SXRL.DE with an annualized return of 0.77%, while SXRL.DE has yielded a comparatively higher 1.39% 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%

SXRL.DE

1D
0.20%
1M
-0.38%
YTD
-0.31%
6M
0.04%
1Y
3.30%
3Y*
3.72%
5Y*
0.39%
10Y*
1.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
SXRL.DE
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)
-0.31%7.42%1.93%4.32%-9.34%-2.31%6.97%6.13%1.04%1.28%

Correlation

The correlation between SXRM.DE and SXRL.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

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

0.97

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

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2011

0.95

The correlation between SXRM.DE and SXRL.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

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Return for Risk

SXRM.DE vs. SXRL.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

SXRL.DE
SXRL.DE Risk / Return Rank: 3030
Overall Rank
SXRL.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SXRL.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
SXRL.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SXRL.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
SXRL.DE Martin Ratio Rank: 2929
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. SXRL.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 3-7yr UCITS ETF (Acc) (SXRL.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.DESXRL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.14

1.20

-0.06

Calmar ratioReturn relative to maximum drawdown

0.94

1.32

-0.38

Martin ratioReturn relative to average drawdown

2.93

4.12

-1.19

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

The current SXRM.DE Sharpe Ratio is 0.82, which is comparable to the SXRL.DE Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of SXRM.DE and SXRL.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.DESXRL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.10

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.08

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.36

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.54

-0.30

Drawdowns

SXRM.DE vs. SXRL.DE - Drawdown Comparison

The maximum SXRM.DE drawdown since its inception was -23.31%, which is greater than SXRL.DE's maximum drawdown of -14.09%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and SXRL.DE.


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Drawdown Indicators


SXRM.DESXRL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-14.09%

-9.22%

Max Drawdown (1Y)

Largest decline over 1 year

-4.02%

-2.43%

-1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-7.24%

-3.63%

-3.61%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

-13.50%

-7.40%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

-14.09%

-9.22%

Current Drawdown

Current decline from peak

-10.40%

-1.58%

-8.82%

Average Drawdown

Average peak-to-trough decline

-6.91%

-2.87%

-4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

0.78%

+0.51%

Volatility

SXRM.DE vs. SXRL.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 3-7yr UCITS ETF (Acc) (SXRL.DE) at 1.11%. This indicates that SXRM.DE's price experiences larger fluctuations and is considered to be riskier than SXRL.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.DESXRL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

1.11%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

2.17%

+1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.64%

2.94%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.37%

4.68%

+2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

3.84%

+2.46%

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

Both SXRM.DE and SXRL.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. SXRL.DE - Dividend Comparison

Neither SXRM.DE nor SXRL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, SXRM.DE and SXRL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 SXRL.DE have the same expense ratio: 0.07% per year.

SXRM.DE tracks ICE US Treasury 7-10 Year, while SXRL.DE tracks ICE US Treasury 3-7 Year.

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