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

Performance

SXRM.DE vs. VGIVX - 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 Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX). 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 VGIVX's 1.51% return. Over the past 10 years, SXRM.DE has underperformed VGIVX with an annualized return of 0.67%, while VGIVX has yielded a comparatively higher 3.58% 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%

VGIVX

1D
0.45%
1M
0.71%
YTD
1.51%
6M
2.06%
1Y
10.33%
3Y*
9.47%
5Y*
2.07%
10Y*
3.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRM.DE vs. VGIVX - 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%
VGIVX
Vanguard Emerging Markets Government Bond Index Fund Institutional Shares
1.51%13.05%6.31%10.48%-16.72%-2.41%5.83%14.03%-2.72%8.47%

Correlation

The correlation between SXRM.DE and VGIVX is 0.60, 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

0.60

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

0.70

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

0.60

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

0.44

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2014

0.37

Over the past year, SXRM.DE and VGIVX have become more correlated (0.60) than their long-term average of 0.37, meaning their price movements have been converging.

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. VGIVX — 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

VGIVX
VGIVX Risk / Return Rank: 7878
Overall Rank
VGIVX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VGIVX Sortino Ratio Rank: 8989
Sortino Ratio Rank
VGIVX Omega Ratio Rank: 8585
Omega Ratio Rank
VGIVX Calmar Ratio Rank: 6565
Calmar Ratio Rank
VGIVX Martin Ratio Rank: 6666
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. VGIVX - 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 Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX). 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.DEVGIVXDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-2.67

Omega ratioGain probability vs. loss probability

1.14

1.49

-0.35

Calmar ratioReturn relative to maximum drawdown

0.93

2.59

-1.67

Martin ratioReturn relative to average drawdown

2.74

10.36

-7.62

SXRM.DE vs. VGIVX - Sharpe Ratio Comparison

The current SXRM.DE Sharpe Ratio is 0.82, which is lower than the VGIVX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of SXRM.DE and VGIVX, 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. VGIVX - Drawdown Comparison

The maximum SXRM.DE drawdown since its inception was -23.31%, smaller than the maximum VGIVX drawdown of -26.79%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and VGIVX.


Loading charts...

Drawdown Indicators


SXRM.DEVGIVXDifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-26.79%

+3.48%

Max Drawdown (1Y)

Largest decline over 1 year

-4.02%

-3.93%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-7.24%

-7.14%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

-26.79%

+5.89%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

-26.79%

+3.48%

Current Drawdown

Current decline from peak

-10.34%

-0.25%

-10.09%

Average Drawdown

Average peak-to-trough decline

-6.45%

-4.69%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

0.98%

+0.39%

Volatility

SXRM.DE vs. VGIVX - Volatility Comparison

iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a higher volatility of 1.86% compared to Vanguard Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX) at 1.51%. This indicates that SXRM.DE's price experiences larger fluctuations and is considered to be riskier than VGIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SXRM.DEVGIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.86%

1.51%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

3.39%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

4.15%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

6.30%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.30%

6.36%

-0.06%

SXRM.DE vs. VGIVX - Expense Ratio Comparison

SXRM.DE has a 0.07% expense ratio, which is lower than VGIVX's 0.18% 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. VGIVX - Dividend Comparison

SXRM.DE has not paid dividends to shareholders, while VGIVX's dividend yield for the trailing twelve months is around 5.89%.


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%
VGIVX
Vanguard Emerging Markets Government Bond Index Fund Institutional Shares
5.89%5.95%6.58%5.53%5.32%3.53%4.21%4.62%4.62%4.67%4.76%4.55%

Frequently Asked Questions


SXRM.DE and VGIVX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SXRM.DE and VGIVX

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