SXRP.DE vs. SWDA.L
SXRP.DE (iShares Euro Government Bond 3-7yr UCITS ETF (Acc)) and SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - SXRP.DE is a European Government Bonds fund tracking the Bloomberg Euro Government Bond 3-7, while SWDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, SXRP.DE returned 0.07%/yr vs 12.83%/yr for SWDA.L. At a 0.06 correlation, their price movements are largely independent. SXRP.DE charges 0.15%/yr vs 0.20%/yr for SWDA.L.
Performance
SXRP.DE vs. SWDA.L - Performance Comparison
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Different Trading Currencies
SXRP.DE is traded in EUR, while SWDA.L is traded in GBp. To make them comparable, the SWDA.L 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 SWDA.L's 11.07% return. Over the past 10 years, SXRP.DE has underperformed SWDA.L with an annualized return of 0.07%, while SWDA.L has yielded a comparatively higher 12.83% 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%
SWDA.L
- 1D
- 0.06%
- 1M
- 3.65%
- YTD
- 11.07%
- 6M
- 10.95%
- 1Y
- 23.96%
- 3Y*
- 17.50%
- 5Y*
- 12.91%
- 10Y*
- 12.83%
SXRP.DE vs. SWDA.L - 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% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 11.08% | 6.76% | 26.95% | 20.08% | -13.06% | 31.68% | 6.15% | 30.86% | -4.97% | 7.38% |
Correlation
The correlation between SXRP.DE and SWDA.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Nov 26, 2009 | 0.06 |
The correlation between SXRP.DE and SWDA.L shifts across timeframes, from 0.06 (10 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXRP.DE vs. SWDA.L — Risk / Return Rank
SXRP.DE
SWDA.L
SXRP.DE vs. SWDA.L - 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 Core MSCI World UCITS ETF USD (Acc) (SWDA.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.
| SXRP.DE | SWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.41 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 3.65 | -3.50 |
| Martin ratioReturn relative to average drawdown | 0.41 | 14.89 | -14.48 |
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 | SWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 2.19 | -2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.92 | -1.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | 0.85 | -0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.85 | -0.38 |
Drawdowns
SXRP.DE vs. SWDA.L - Drawdown Comparison
The maximum SXRP.DE drawdown since its inception was -14.50%, smaller than the maximum SWDA.L drawdown of -33.00%. Use the drawdown chart below to compare losses from any high point for SXRP.DE and SWDA.L.
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Drawdown Indicators
| SXRP.DE | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.50% | -33.00% | +18.50% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -6.53% | +3.69% |
Max Drawdown (3Y)Largest decline over 3 years | -2.84% | -20.55% | +17.71% |
Max Drawdown (5Y)Largest decline over 5 years | -14.37% | -20.55% | +6.18% |
Max Drawdown (10Y)Largest decline over 10 years | -14.50% | -33.00% | +18.50% |
Current DrawdownCurrent decline from peak | -4.47% | -0.27% | -4.20% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -4.31% | +1.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 1.60% | -0.60% |
Volatility
SXRP.DE vs. SWDA.L - Volatility Comparison
The current volatility for iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.DE) is 1.31%, while iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a volatility of 2.23%. This indicates that SXRP.DE experiences smaller price fluctuations and is considered to be less risky than SWDA.L 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 | SWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 2.23% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 7.56% | -4.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.09% | 10.88% | -7.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.35% | 14.07% | -9.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.55% | 15.15% | -11.60% |
SXRP.DE vs. SWDA.L - Expense Ratio Comparison
SXRP.DE has a 0.15% expense ratio, which is lower than SWDA.L'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
SXRP.DE vs. SWDA.L - Dividend Comparison
Neither SXRP.DE nor SWDA.L has paid dividends to shareholders.
Frequently Asked Questions
SXRP.DE and SWDA.L have a correlation of 0.25, 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 0.20% for SWDA.L.
SXRP.DE is categorized as European Government Bonds, while SWDA.L is Global Equities. SXRP.DE tracks Bloomberg Euro Government Bond 3-7, while SWDA.L tracks MSCI World Index. Their fees differ too: 0.15% for SXRP.DE and 0.20% for SWDA.L.
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