SXRM.DE vs. XDEW.DE
SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - SXRM.DE is a Government Bonds fund tracking the ICE US Treasury 7-10 Year, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, SXRM.DE returned 0.67%/yr vs 11.82%/yr for XDEW.DE. At a correlation of -0.16, they often move in opposite directions. SXRM.DE charges 0.07%/yr vs 0.20%/yr for XDEW.DE.
Performance
SXRM.DE vs. XDEW.DE - Performance Comparison
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Different Trading Currencies
SXRM.DE is traded in USD, while XDEW.DE is traded in EUR. To make them comparable, the XDEW.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 XDEW.DE's 9.71% return. Over the past 10 years, SXRM.DE has underperformed XDEW.DE with an annualized return of 0.67%, while XDEW.DE has yielded a comparatively higher 11.82% annualized 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%
XDEW.DE
- 1D
- 1.33%
- 1M
- 4.73%
- YTD
- 9.71%
- 6M
- 9.97%
- 1Y
- 20.24%
- 3Y*
- 14.34%
- 5Y*
- 8.30%
- 10Y*
- 11.82%
SXRM.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 9.71% | 12.37% | 11.87% | 13.56% | -12.06% | 30.42% | 11.07% | 28.49% | -9.02% | 18.70% |
Correlation
The correlation between SXRM.DE and XDEW.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | -0.16 |
The correlation between SXRM.DE and XDEW.DE shifts across timeframes, from -0.16 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXRM.DE vs. XDEW.DE — Risk / Return Rank
SXRM.DE
XDEW.DE
SXRM.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.32 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 2.93 | -2.00 |
| Martin ratioReturn relative to average drawdown | 2.74 | 10.23 | -7.49 |
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Drawdowns
SXRM.DE vs. XDEW.DE - Drawdown Comparison
The maximum SXRM.DE drawdown since its inception was -23.31%, smaller than the maximum XDEW.DE drawdown of -39.23%. Use the drawdown chart below to compare losses from any high point for SXRM.DE and XDEW.DE.
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Drawdown Indicators
| SXRM.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -39.23% | +15.92% |
Max Drawdown (1Y)Largest decline over 1 year | -4.02% | -6.73% | +2.71% |
Max Drawdown (3Y)Largest decline over 3 years | -7.24% | -19.71% | +12.47% |
Max Drawdown (5Y)Largest decline over 5 years | -20.90% | -20.94% | +0.04% |
Max Drawdown (10Y)Largest decline over 10 years | -23.31% | -39.23% | +15.92% |
Current DrawdownCurrent decline from peak | -10.34% | 0.00% | -10.34% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -4.53% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 1.93% | -0.56% |
Volatility
SXRM.DE vs. XDEW.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) is 1.86%, while Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) has a volatility of 2.54%. This indicates that SXRM.DE experiences smaller price fluctuations and is considered to be less risky than XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.86% | 2.54% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 3.41% | 7.20% | -3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.60% | 10.86% | -6.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.38% | 15.82% | -8.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.30% | 17.24% | -10.94% |
SXRM.DE vs. XDEW.DE - Expense Ratio Comparison
SXRM.DE has a 0.07% expense ratio, which is lower than XDEW.DE's 0.20% 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. XDEW.DE - Dividend Comparison
Neither SXRM.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRM.DE and XDEW.DE have a correlation of 0.29, 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 0.20% for XDEW.DE.
SXRM.DE is categorized as Government Bonds, while XDEW.DE is S&P 500. SXRM.DE tracks ICE US Treasury 7-10 Year, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for SXRM.DE and 0.20% for XDEW.DE.
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