PortfoliosLab logoPortfoliosLab logo
SXRM.DE vs. VCIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRM.DE vs. VCIT - 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 Vanguard Intermediate-Term Corporate Bond ETF (VCIT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SXRM.DE achieves a -0.59% return, which is significantly lower than VCIT's 0.41% return. Over the past 10 years, SXRM.DE has underperformed VCIT with an annualized return of 0.67%, while VCIT has yielded a comparatively higher 2.93% annualized 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%

VCIT

1D
-0.07%
1M
0.40%
YTD
0.41%
6M
0.89%
1Y
6.00%
3Y*
6.37%
5Y*
1.11%
10Y*
2.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRM.DE vs. VCIT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
-0.59%8.56%-0.51%3.57%-14.86%-3.03%9.73%9.02%0.39%2.66%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
0.41%9.34%3.20%8.98%-13.98%-1.77%9.46%14.10%-1.74%5.31%

Correlation

The correlation between SXRM.DE and VCIT is 0.68, 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

0.68

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

0.74

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

0.73

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

0.66

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2009

0.58

The correlation between SXRM.DE and VCIT shifts across timeframes, from 0.58 (all time) to 0.74 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SXRM.DE vs. VCIT — 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: 2424
Overall Rank
SXRM.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SXRM.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
SXRM.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SXRM.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
SXRM.DE Martin Ratio Rank: 2424
Martin Ratio Rank

VCIT
VCIT Risk / Return Rank: 4343
Overall Rank
VCIT Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4545
Sortino Ratio Rank
VCIT Omega Ratio Rank: 4242
Omega Ratio Rank
VCIT Calmar Ratio Rank: 4343
Calmar Ratio Rank
VCIT Martin Ratio Rank: 4343
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. VCIT - 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 Intermediate-Term Corporate Bond ETF (VCIT). 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.DEVCITDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.14

1.24

-0.10

Calmar ratioReturn relative to maximum drawdown

0.93

1.88

-0.95

Martin ratioReturn relative to average drawdown

2.74

6.07

-3.34

SXRM.DE vs. VCIT - Sharpe Ratio Comparison

The current SXRM.DE Sharpe Ratio is 0.82, which is lower than the VCIT Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of SXRM.DE and VCIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SXRM.DE vs. VCIT - Drawdown Comparison

The maximum SXRM.DE drawdown since its inception was -23.31%, which is greater than VCIT's maximum drawdown of -20.56%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and VCIT.


Loading charts...

Drawdown Indicators


SXRM.DEVCITDifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-20.56%

-2.75%

Max Drawdown (1Y)

Largest decline over 1 year

-4.02%

-2.96%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-7.24%

-6.11%

-1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

-20.56%

-0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

-20.56%

-2.75%

Current Drawdown

Current decline from peak

-10.34%

-1.13%

-9.21%

Average Drawdown

Average peak-to-trough decline

-6.45%

-3.16%

-3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

0.92%

+0.45%

Volatility

SXRM.DE vs. VCIT - Volatility Comparison

iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a higher volatility of 1.86% compared to Vanguard Intermediate-Term Corporate Bond ETF (VCIT) at 1.48%. This indicates that SXRM.DE's price experiences larger fluctuations and is considered to be riskier than VCIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SXRM.DEVCITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.86%

1.48%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

3.15%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

4.10%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

6.62%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

6.28%

+0.02%

SXRM.DE vs. VCIT - Expense Ratio Comparison

SXRM.DE has a 0.07% expense ratio, which is higher than VCIT's 0.03% expense ratio. However, 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. VCIT - Dividend Comparison

SXRM.DE has not paid dividends to shareholders, while VCIT's dividend yield for the trailing twelve months is around 4.79%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.79%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Frequently Asked Questions


SXRM.DE and VCIT have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VCIT is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VCIT is cheaper with a 0.03% expense ratio, compared with 0.07% for SXRM.DE.

SXRM.DE is categorized as Government Bonds, while VCIT is Corporate Bonds. SXRM.DE tracks ICE US Treasury 7-10 Year, while VCIT tracks Bloomberg U.S. 5-10 Year Corporate Bond Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for SXRM.DE and 0.03% for VCIT.

Portfolio Optimizer

Find the right allocation for SXRM.DE and VCIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer