SXRP.DE vs. NQSE.DE
SXRP.DE (iShares Euro Government Bond 3-7yr UCITS ETF (Acc)) and NQSE.DE (iShares NASDAQ 100 UCITS ETF) are both exchange-traded funds - SXRP.DE is a European Government Bonds fund tracking the Bloomberg Euro Government Bond 3-7, while NQSE.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, SXRP.DE returned -0.69%/yr vs 14.91%/yr for NQSE.DE. At a 0.07 correlation, their price movements are largely independent. SXRP.DE charges 0.15%/yr vs 0.33%/yr for NQSE.DE.
Performance
SXRP.DE vs. NQSE.DE - Performance Comparison
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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 NQSE.DE's 17.82% 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%
NQSE.DE
- 1D
- -0.77%
- 1M
- 6.66%
- YTD
- 17.82%
- 6M
- 17.09%
- 1Y
- 35.67%
- 3Y*
- 25.27%
- 5Y*
- 14.91%
- 10Y*
- —
SXRP.DE vs. NQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 0.90% |
NQSE.DE iShares NASDAQ 100 UCITS ETF | 17.82% | 18.16% | 24.07% | 52.10% | -36.29% | 27.37% | 45.23% | 35.67% | -15.98% |
Correlation
The correlation between SXRP.DE and NQSE.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2018 | 0.07 |
Over the past year, SXRP.DE and NQSE.DE have become more correlated (0.27) than their long-term average of 0.07, meaning their price movements have been converging.
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Return for Risk
SXRP.DE vs. NQSE.DE — Risk / Return Rank
SXRP.DE
NQSE.DE
SXRP.DE vs. NQSE.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 iShares NASDAQ 100 UCITS ETF (NQSE.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.DE | NQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.39 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 3.08 | -2.94 |
| Martin ratioReturn relative to average drawdown | 0.41 | 10.77 | -10.36 |
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 | NQSE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 2.28 | -2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.71 | -0.86 |
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 | 0.82 | -0.34 |
Drawdowns
SXRP.DE vs. NQSE.DE - Drawdown Comparison
The maximum SXRP.DE drawdown since its inception was -14.50%, smaller than the maximum NQSE.DE drawdown of -37.67%. Use the drawdown chart below to compare losses from any high point for SXRP.DE and NQSE.DE.
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Drawdown Indicators
| SXRP.DE | NQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.50% | -37.67% | +23.17% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -11.87% | +9.03% |
Max Drawdown (3Y)Largest decline over 3 years | -2.84% | -22.40% | +19.56% |
Max Drawdown (5Y)Largest decline over 5 years | -14.37% | -37.67% | +23.30% |
Max Drawdown (10Y)Largest decline over 10 years | -14.50% | — | — |
Current DrawdownCurrent decline from peak | -4.47% | -0.84% | -3.63% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -8.56% | +5.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 3.40% | -2.40% |
Volatility
SXRP.DE vs. NQSE.DE - Volatility Comparison
The current volatility for iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.DE) is 1.31%, while iShares NASDAQ 100 UCITS ETF (NQSE.DE) has a volatility of 4.75%. This indicates that SXRP.DE experiences smaller price fluctuations and is considered to be less risky than NQSE.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.DE | NQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 4.75% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 11.99% | -9.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.09% | 16.05% | -12.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.35% | 20.91% | -16.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.55% | 21.54% | -17.99% |
SXRP.DE vs. NQSE.DE - Expense Ratio Comparison
SXRP.DE has a 0.15% expense ratio, which is lower than NQSE.DE's 0.33% expense ratio.
Dividends
SXRP.DE vs. NQSE.DE - Dividend Comparison
Neither SXRP.DE nor NQSE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRP.DE and NQSE.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRP.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRP.DE is cheaper with a 0.15% expense ratio, compared with 0.33% for NQSE.DE.
SXRP.DE is categorized as European Government Bonds, while NQSE.DE is Nasdaq-100. SXRP.DE tracks Bloomberg Euro Government Bond 3-7, while NQSE.DE tracks NASDAQ-100 Index. Their fees differ too: 0.15% for SXRP.DE and 0.33% for NQSE.DE.
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