SXRM.DE vs. VWCG.DE
SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) and VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) are both exchange-traded funds - SXRM.DE is a Government Bonds fund tracking the ICE US Treasury 7-10 Year, while VWCG.DE is a Europe Equities fund tracking the FTSE Developed Europe. Both are passively managed. Over the past 5 years, SXRM.DE returned -1.07%/yr vs 9.01%/yr for VWCG.DE. At a 0.03 correlation, their price movements are largely independent. SXRM.DE charges 0.07%/yr vs 0.10%/yr for VWCG.DE.
Performance
SXRM.DE vs. VWCG.DE - Performance Comparison
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Different Trading Currencies
SXRM.DE is traded in USD, while VWCG.DE is traded in EUR. To make them comparable, the VWCG.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRM.DE achieves a -0.59% return, which is significantly lower than VWCG.DE's 7.28% return.
SXRM.DE
- 1D
- 0.38%
- 1M
- 1.02%
- YTD
- -0.59%
- 6M
- 0.05%
- 1Y
- 4.19%
- 3Y*
- 2.95%
- 5Y*
- -1.07%
- 10Y*
- 0.67%
VWCG.DE
- 1D
- 1.78%
- 1M
- 2.23%
- YTD
- 7.28%
- 6M
- 10.11%
- 1Y
- 19.57%
- 3Y*
- 17.00%
- 5Y*
- 9.01%
- 10Y*
- —
SXRM.DE vs. VWCG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 1.47% |
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 7.28% | 35.97% | 2.73% | 19.74% | -14.80% | 15.06% | 6.95% | 7.99% |
Correlation
The correlation between SXRM.DE and VWCG.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019 | 0.03 |
Over the past year, SXRM.DE and VWCG.DE have become more correlated (0.41) than their long-term average of 0.03, meaning their price movements have been converging.
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Return for Risk
SXRM.DE vs. VWCG.DE — Risk / Return Rank
SXRM.DE
VWCG.DE
SXRM.DE vs. VWCG.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 Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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.
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 | VWCG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.22 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 1.59 | -0.66 |
| Martin ratioReturn relative to average drawdown | 2.74 | 5.65 | -2.91 |
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Drawdowns
SXRM.DE vs. VWCG.DE - Drawdown Comparison
The maximum SXRM.DE drawdown since its inception was -23.31%, smaller than the maximum VWCG.DE drawdown of -35.81%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and VWCG.DE.
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Drawdown Indicators
| SXRM.DE | VWCG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -35.81% | +12.50% |
Max Drawdown (1Y)Largest decline over 1 year | -4.02% | -11.45% | +7.43% |
Max Drawdown (3Y)Largest decline over 3 years | -7.24% | -14.94% | +7.70% |
Max Drawdown (5Y)Largest decline over 5 years | -20.90% | -31.54% | +10.64% |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | — | — |
Current DrawdownCurrent decline from peak | -10.34% | -0.69% | -9.65% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -6.23% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 3.23% | -1.86% |
Volatility
SXRM.DE vs. VWCG.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) is 1.86%, while Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) has a volatility of 4.98%. This indicates that SXRM.DE experiences smaller price fluctuations and is considered to be less risky than VWCG.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.DE | VWCG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.86% | 4.98% | -3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 3.41% | 12.50% | -9.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.60% | 15.00% | -10.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.38% | 17.55% | -10.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 19.27% | -12.97% |
SXRM.DE vs. VWCG.DE - Expense Ratio Comparison
SXRM.DE has a 0.07% expense ratio, which is lower than VWCG.DE'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%.
Dividends
SXRM.DE vs. VWCG.DE - Dividend Comparison
Neither SXRM.DE nor VWCG.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRM.DE and VWCG.DE have a correlation of 0.41, 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 0.10% for VWCG.DE.
SXRM.DE is categorized as Government Bonds, while VWCG.DE is Europe Equities. SXRM.DE tracks ICE US Treasury 7-10 Year, while VWCG.DE tracks FTSE Developed Europe. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for SXRM.DE and 0.10% for VWCG.DE.
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