SXRP.DE vs. GC=F
SXRP.DE (iShares Euro Government Bond 3-7yr UCITS ETF (Acc)) is European Government Bonds fund tracking the Bloomberg Euro Government Bond 3-7, while GC=F (Gold Futures) is an asset. Over the past 10 years, SXRP.DE returned 0.07%/yr vs 13.47%/yr for GC=F. At a 0.17 correlation, their price movements are largely independent.
Performance
SXRP.DE vs. GC=F - Performance Comparison
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Different Trading Currencies
SXRP.DE is traded in EUR, while GC=F is traded in USD. To make them comparable, the GC=F values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRP.DE achieves a -0.09% return, which is significantly lower than GC=F's 5.29% return. Over the past 10 years, SXRP.DE has underperformed GC=F with an annualized return of 0.07%, while GC=F has yielded a comparatively higher 13.47% annualized 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%
GC=F
- 1D
- 1.35%
- 1M
- -2.72%
- YTD
- 5.29%
- 6M
- 7.13%
- 1Y
- 32.42%
- 3Y*
- 28.49%
- 5Y*
- 20.07%
- 10Y*
- 13.47%
SXRP.DE vs. GC=F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 2.83% | 0.15% | 0.10% |
GC=F Gold Futures | 5.29% | 45.00% | 35.90% | 9.94% | 5.74% | 3.76% | 14.32% | 21.55% | 2.45% | -0.37% |
Correlation
The correlation between SXRP.DE and GC=F is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 26, 2009 | 0.17 |
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Return for Risk
SXRP.DE vs. GC=F — Risk / Return Rank
SXRP.DE
GC=F
SXRP.DE vs. GC=F - 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 Gold Futures (GC=F). 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.DE | GC=F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.25 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.85 | -1.71 |
| Martin ratioReturn relative to average drawdown | 0.41 | 4.52 | -4.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRP.DE | GC=F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 1.18 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 1.15 | -1.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | 0.85 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.64 | -0.16 |
Drawdowns
SXRP.DE vs. GC=F - Drawdown Comparison
The maximum SXRP.DE drawdown since its inception was -14.50%, smaller than the maximum GC=F drawdown of -36.91%. Use the drawdown chart below to compare losses from any high point for SXRP.DE and GC=F.
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Drawdown Indicators
| SXRP.DE | GC=F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.50% | -36.91% | +22.41% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -16.35% | +13.51% |
Max Drawdown (3Y)Largest decline over 3 years | -2.84% | -16.35% | +13.51% |
Max Drawdown (5Y)Largest decline over 5 years | -14.37% | -16.35% | +1.98% |
Max Drawdown (10Y)Largest decline over 10 years | -14.50% | -18.00% | +3.50% |
Current DrawdownCurrent decline from peak | -4.47% | -14.39% | +9.92% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -11.41% | +8.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 6.74% | -5.74% |
Volatility
SXRP.DE vs. GC=F - Volatility Comparison
The current volatility for iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.DE) is 1.31%, while Gold Futures (GC=F) has a volatility of 4.15%. This indicates that SXRP.DE experiences smaller price fluctuations and is considered to be less risky than GC=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRP.DE | GC=F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 4.15% | -2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 22.34% | -19.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.09% | 25.64% | -22.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.35% | 17.41% | -13.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.55% | 15.87% | -12.32% |
Frequently Asked Questions
SXRP.DE and GC=F have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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