SXRP.DE vs. SXRM.DE
SXRP.DE (iShares Euro Government Bond 3-7yr UCITS ETF (Acc)) and SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) are both exchange-traded funds - SXRP.DE is a European Government Bonds fund tracking the Bloomberg Euro Government Bond 3-7, while SXRM.DE is a Government Bonds fund tracking the ICE US Treasury 7-10 Year. Both are passively managed. Over the past 10 years, SXRP.DE returned 0.07%/yr vs 0.55%/yr for SXRM.DE. At a 0.34 correlation, their price movements are largely independent. SXRP.DE charges 0.15%/yr vs 0.07%/yr for SXRM.DE.
Performance
SXRP.DE vs. SXRM.DE - Performance Comparison
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Different Trading Currencies
SXRP.DE is traded in EUR, while SXRM.DE is traded in USD. To make them comparable, the SXRM.DE 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 SXRM.DE's 0.48% return. Over the past 10 years, SXRP.DE has underperformed SXRM.DE with an annualized return of 0.07%, while SXRM.DE has yielded a comparatively higher 0.55% 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%
SXRM.DE
- 1D
- 0.10%
- 1M
- 0.62%
- YTD
- 0.48%
- 6M
- -0.34%
- 1Y
- 2.06%
- 3Y*
- -0.02%
- 5Y*
- -0.02%
- 10Y*
- 0.55%
SXRP.DE vs. SXRM.DE - 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% |
SXRM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) | 0.50% | -3.82% | 5.50% | 0.46% | -9.92% | 5.31% | -0.09% | 11.39% | 5.30% | -9.96% |
Correlation
The correlation between SXRP.DE and SXRM.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2011 | 0.34 |
The correlation between SXRP.DE and SXRM.DE shifts across timeframes, from 0.24 (1 year) to 0.50 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXRP.DE vs. SXRM.DE — Risk / Return Rank
SXRP.DE
SXRM.DE
SXRP.DE vs. SXRM.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 USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.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 | SXRM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.06 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 0.42 | -0.28 |
| Martin ratioReturn relative to average drawdown | 0.41 | 1.16 | -0.75 |
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 | SXRM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 0.33 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | -0.00 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | 0.06 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.28 | +0.20 |
Drawdowns
SXRP.DE vs. SXRM.DE - Drawdown Comparison
The maximum SXRP.DE drawdown since its inception was -14.50%, smaller than the maximum SXRM.DE drawdown of -21.13%. Use the drawdown chart below to compare losses from any high point for SXRP.DE and SXRM.DE.
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Drawdown Indicators
| SXRP.DE | SXRM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.50% | -21.13% | +6.63% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -4.85% | +2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -2.84% | -10.82% | +7.98% |
Max Drawdown (5Y)Largest decline over 5 years | -14.37% | -15.93% | +1.56% |
Max Drawdown (10Y)Largest decline over 10 years | -14.50% | -21.13% | +6.63% |
Current DrawdownCurrent decline from peak | -4.47% | -15.82% | +11.35% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -9.87% | +7.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 1.78% | -0.78% |
Volatility
SXRP.DE vs. SXRM.DE - Volatility Comparison
The current volatility for iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.DE) is 1.31%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a volatility of 1.50%. This indicates that SXRP.DE experiences smaller price fluctuations and is considered to be less risky than SXRM.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 | SXRM.DE | Difference | |
|---|---|---|---|
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% | 4.75% | -2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.09% | 6.29% | -3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.35% | 9.25% | -4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.55% | 8.82% | -5.27% |
SXRP.DE vs. SXRM.DE - Expense Ratio Comparison
SXRP.DE has a 0.15% expense ratio, which is higher than SXRM.DE's 0.07% 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. SXRM.DE - Dividend Comparison
Neither SXRP.DE nor SXRM.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRP.DE and SXRM.DE have a correlation of 0.24, 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 0.15% for SXRP.DE.
SXRP.DE is categorized as European Government Bonds, while SXRM.DE is Government Bonds. SXRP.DE tracks Bloomberg Euro Government Bond 3-7, while SXRM.DE tracks ICE US Treasury 7-10 Year. Their fees differ too: 0.15% for SXRP.DE and 0.07% for SXRM.DE.
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