SXRM.DE vs. TP05.L
Compare and contrast key facts about iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) and iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TP05.L).
SXRM.DE and TP05.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. TP05.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Gbl Infl Linked US TIPS TR USD. It was launched on Apr 20, 2017. Both SXRM.DE and TP05.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 TP05.L.
Key characteristics
| SXRM.DE | TP05.L | |
|---|---|---|
| YTD Return | -0.02% | 1.10% |
| 1Y Return | 4.93% | -3.61% |
| 3Y Return (Ann) | -3.91% | 0.70% |
| 5Y Return (Ann) | -1.34% | 1.14% |
| Sharpe Ratio | 0.70 | -0.46 |
| Sortino Ratio | 1.08 | -0.53 |
| Omega Ratio | 1.13 | 0.92 |
| Calmar Ratio | 0.24 | -0.19 |
| Martin Ratio | 1.99 | -0.88 |
| Ulcer Index | 2.50% | 4.11% |
| Daily Std Dev | 7.27% | 7.82% |
| Max Drawdown | -23.31% | -19.10% |
| Current Drawdown | -16.51% | -14.99% |
Correlation
The correlation between SXRM.DE and TP05.L is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SXRM.DE vs. TP05.L - Performance Comparison
In the year-to-date period, SXRM.DE achieves a -0.02% return, which is significantly lower than TP05.L's 1.10% 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. TP05.L - Expense Ratio Comparison
SXRM.DE has a 0.07% expense ratio, which is lower than TP05.L's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SXRM.DE vs. TP05.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 TIPS 0-5 UCITS ETF USD (Dist) (TP05.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. TP05.L - Dividend Comparison
SXRM.DE has not paid dividends to shareholders, while TP05.L's dividend yield for the trailing twelve months is around 7.73%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
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% |
TP05.L iShares USD TIPS 0-5 UCITS ETF USD (Dist) | 7.73% | 5.27% | 0.34% | 0.35% | 3.26% | 3.36% | 2.92% | 1.05% |
Drawdowns
SXRM.DE vs. TP05.L - Drawdown Comparison
The maximum SXRM.DE drawdown since its inception was -23.31%, which is greater than TP05.L's maximum drawdown of -19.10%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and TP05.L. For additional features, visit the drawdowns tool.
Volatility
SXRM.DE vs. TP05.L - Volatility Comparison
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a higher volatility of 1.97% compared to iShares USD TIPS 0-5 UCITS ETF USD (Dist) (TP05.L) at 1.20%. This indicates that SXRM.DE's price experiences larger fluctuations and is considered to be riskier than TP05.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.