SXRM.DE vs. VCEB
SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) and VCEB (Vanguard ESG U.S. Corporate Bond ETF) are both exchange-traded funds - SXRM.DE is a Government Bonds fund tracking the ICE US Treasury 7-10 Year, while VCEB is a Corporate Bonds fund tracking the Bloomberg Barclays MSCI US Corp SRI Select Index. Both are passively managed. Over the past 5 years, SXRM.DE returned -1.07%/yr vs 0.38%/yr for VCEB. A 0.68 correlation means they provide meaningful diversification when combined. SXRM.DE charges 0.07%/yr vs 0.12%/yr for VCEB.
Performance
SXRM.DE vs. VCEB - Performance Comparison
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Returns By Period
In the year-to-date period, SXRM.DE achieves a -0.59% return, which is significantly lower than VCEB's 0.56% return.
SXRM.DE
- 1D
- 0.38%
- 1M
- 0.09%
- YTD
- -0.59%
- 6M
- 0.05%
- 1Y
- 4.19%
- 3Y*
- 2.95%
- 5Y*
- -1.07%
- 10Y*
- 0.67%
VCEB
- 1D
- -0.07%
- 1M
- 0.67%
- YTD
- 0.56%
- 6M
- 1.06%
- 1Y
- 5.13%
- 3Y*
- 5.34%
- 5Y*
- 0.38%
- 10Y*
- —
SXRM.DE vs. VCEB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) | -0.59% | 8.56% | -0.51% | 3.57% | -14.86% | -3.03% | -1.51% |
VCEB Vanguard ESG U.S. Corporate Bond ETF | 0.56% | 7.48% | 2.23% | 8.52% | -15.15% | -1.99% | 2.45% |
Correlation
The correlation between SXRM.DE and VCEB is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020 | 0.68 |
The correlation between SXRM.DE and VCEB has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.
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Return for Risk
SXRM.DE vs. VCEB — Risk / Return Rank
SXRM.DE
VCEB
SXRM.DE vs. VCEB - 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 Vanguard ESG U.S. Corporate Bond ETF (VCEB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXRM.DE | VCEB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.65 | -0.72 |
| Martin ratioReturn relative to average drawdown | 2.74 | 5.02 | -2.28 |
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Drawdowns
SXRM.DE vs. VCEB - Drawdown Comparison
The maximum SXRM.DE drawdown since its inception was -23.31%, which is greater than VCEB's maximum drawdown of -21.60%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and VCEB.
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Drawdown Indicators
| SXRM.DE | VCEB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -21.60% | -1.71% |
Max Drawdown (1Y)Largest decline over 1 year | -4.02% | -2.82% | -1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -7.24% | -6.09% | -1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -20.90% | -21.39% | +0.49% |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | — | — |
Current DrawdownCurrent decline from peak | -10.34% | -0.81% | -9.53% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -7.60% | +1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 0.93% | +0.44% |
Volatility
SXRM.DE vs. VCEB - Volatility Comparison
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a higher volatility of 1.86% compared to Vanguard ESG U.S. Corporate Bond ETF (VCEB) at 1.43%. This indicates that SXRM.DE's price experiences larger fluctuations and is considered to be riskier than VCEB 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 | VCEB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.86% | 1.43% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 3.41% | 3.21% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.60% | 4.22% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.38% | 6.84% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 6.65% | -0.35% |
SXRM.DE vs. VCEB - Expense Ratio Comparison
SXRM.DE has a 0.07% expense ratio, which is lower than VCEB's 0.12% 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%.
Dividends
SXRM.DE vs. VCEB - Dividend Comparison
SXRM.DE has not paid dividends to shareholders, while VCEB's dividend yield for the trailing twelve months is around 4.64%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
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% |
VCEB Vanguard ESG U.S. Corporate Bond ETF | 4.64% | 4.57% | 4.47% | 3.70% | 2.84% | 1.69% | 0.43% |
Frequently Asked Questions
SXRM.DE and VCEB have a correlation of 0.65, 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 0.12% for VCEB.
SXRM.DE is categorized as Government Bonds, while VCEB is Corporate Bonds. SXRM.DE tracks ICE US Treasury 7-10 Year, while VCEB tracks Bloomberg Barclays MSCI US Corp SRI Select Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for SXRM.DE and 0.12% for VCEB.
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