SXRM.DE vs. VWRA.L
Compare and contrast key facts about iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L).
SXRM.DE and VWRA.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. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both SXRM.DE and VWRA.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 VWRA.L.
Key characteristics
| SXRM.DE | VWRA.L | |
|---|---|---|
| YTD Return | -0.02% | 18.68% |
| 1Y Return | 4.93% | 26.77% |
| 3Y Return (Ann) | -3.91% | 5.90% |
| 5Y Return (Ann) | -1.34% | 11.14% |
| Sharpe Ratio | 0.70 | 2.37 |
| Sortino Ratio | 1.08 | 3.35 |
| Omega Ratio | 1.13 | 1.43 |
| Calmar Ratio | 0.24 | 3.46 |
| Martin Ratio | 1.99 | 15.30 |
| Ulcer Index | 2.50% | 1.71% |
| Daily Std Dev | 7.27% | 11.19% |
| Max Drawdown | -23.31% | -33.62% |
| Current Drawdown | -16.51% | -0.94% |
Correlation
The correlation between SXRM.DE and VWRA.L is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
SXRM.DE vs. VWRA.L - Performance Comparison
In the year-to-date period, SXRM.DE achieves a -0.02% return, which is significantly lower than VWRA.L's 18.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SXRM.DE vs. VWRA.L - Expense Ratio Comparison
SXRM.DE has a 0.07% expense ratio, which is lower than VWRA.L's 0.22% 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. VWRA.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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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. VWRA.L - Dividend Comparison
Neither SXRM.DE nor VWRA.L has paid dividends to shareholders.
Drawdowns
SXRM.DE vs. VWRA.L - Drawdown Comparison
The maximum SXRM.DE drawdown since its inception was -23.31%, smaller than the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and VWRA.L. For additional features, visit the drawdowns tool.
Volatility
SXRM.DE vs. VWRA.L - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) is 1.97%, while Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a volatility of 3.10%. This indicates that SXRM.DE experiences smaller price fluctuations and is considered to be less risky than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.