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SXRP.DE vs. EIB3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRP.DE vs. EIB3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.DE) and Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXRP.DE achieves a -0.09% return, which is significantly lower than EIB3.DE's 0.19% return.


SXRP.DE

1D
0.06%
1M
-0.06%
YTD
-0.09%
6M
-0.01%
1Y
0.74%
3Y*
2.82%
5Y*
-0.69%
10Y*
0.07%

EIB3.DE

1D
0.93%
1M
0.06%
YTD
0.19%
6M
0.56%
1Y
0.95%
3Y*
2.63%
5Y*
0.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRP.DE vs. EIB3.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SXRP.DE
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)
-0.09%2.47%2.09%5.92%-12.11%-1.59%1.82%-1.66%
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
0.19%2.14%3.03%3.39%-4.93%-0.76%-0.13%-0.51%

Correlation

The correlation between SXRP.DE and EIB3.DE is 0.58, 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

0.58

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

0.82

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

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2019

0.86

Over the past year, the correlation between SXRP.DE and EIB3.DE has dropped to 0.58 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.

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Return for Risk

SXRP.DE vs. EIB3.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXRP.DE
SXRP.DE Risk / Return Rank: 1010
Overall Rank
SXRP.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SXRP.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
SXRP.DE Omega Ratio Rank: 1010
Omega Ratio Rank
SXRP.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
SXRP.DE Martin Ratio Rank: 1111
Martin Ratio Rank

EIB3.DE
EIB3.DE Risk / Return Rank: 1414
Overall Rank
EIB3.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EIB3.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
EIB3.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EIB3.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EIB3.DE Martin Ratio Rank: 1616
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.

SXRP.DE vs. EIB3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.DE) and Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.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.


SXRP.DEEIB3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.03

1.06

-0.03

Calmar ratioReturn relative to maximum drawdown

0.14

0.50

-0.36

Martin ratioReturn relative to average drawdown

0.41

1.50

-1.09

SXRP.DE vs. EIB3.DE - Sharpe Ratio Comparison

The current SXRP.DE Sharpe Ratio is 0.13, which is lower than the EIB3.DE Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of SXRP.DE and EIB3.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXRP.DEEIB3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.26

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.30

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.17

+0.31

Drawdowns

SXRP.DE vs. EIB3.DE - Drawdown Comparison

The maximum SXRP.DE drawdown since its inception was -14.50%, which is greater than EIB3.DE's maximum drawdown of -6.78%. Use the drawdown chart below to compare losses from any high point for SXRP.DE and EIB3.DE.


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Drawdown Indicators


SXRP.DEEIB3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.50%

-6.78%

-7.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-1.60%

-1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-2.84%

-1.60%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-14.37%

-5.91%

-8.46%

Max Drawdown (10Y)

Largest decline over 10 years

-14.50%

Current Drawdown

Current decline from peak

-4.47%

-0.68%

-3.79%

Average Drawdown

Average peak-to-trough decline

-2.87%

-2.06%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

0.54%

+0.46%

Volatility

SXRP.DE vs. EIB3.DE - Volatility Comparison

The current volatility for iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.DE) is 1.31%, while Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE) has a volatility of 1.50%. This indicates that SXRP.DE experiences smaller price fluctuations and is considered to be less risky than EIB3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRP.DEEIB3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.50%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

2.75%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

3.09%

3.11%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.35%

2.11%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.55%

1.89%

+1.66%

SXRP.DE vs. EIB3.DE - Expense Ratio Comparison

SXRP.DE has a 0.15% expense ratio, which is higher than EIB3.DE's 0.10% 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

SXRP.DE vs. EIB3.DE - Dividend Comparison

SXRP.DE has not paid dividends to shareholders, while EIB3.DE's dividend yield for the trailing twelve months is around 2.41%.


PositionTTM2025202420232022
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
2.41%2.51%2.80%2.24%0.23%
SXRP.DE
iShares Euro Government Bond 3-7yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SXRP.DE and EIB3.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EIB3.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EIB3.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for SXRP.DE.

SXRP.DE tracks Bloomberg Euro Government Bond 3-7, while EIB3.DE tracks Bloomberg Euro Government Select 1-3. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for SXRP.DE and 0.10% for EIB3.DE.

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