SXRP.DE vs. VUAA.DE
SXRP.DE (iShares Euro Government Bond 3-7yr UCITS ETF (Acc)) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - SXRP.DE is a European Government Bonds fund tracking the Bloomberg Euro Government Bond 3-7, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, SXRP.DE returned -0.69%/yr vs 14.77%/yr for VUAA.DE. At a 0.07 correlation, their price movements are largely independent. SXRP.DE charges 0.15%/yr vs 0.07%/yr for VUAA.DE.
Performance
SXRP.DE vs. VUAA.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 VUAA.DE's 11.41% 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%
VUAA.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.44%
- 1Y
- 25.64%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- —
SXRP.DE vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRP.DE iShares Euro Government Bond 3-7yr UCITS ETF (Acc) | -0.09% | 2.47% | 2.09% | 5.92% | -12.11% | -1.59% | 0.94% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 22.52% | -14.29% | 40.76% | 3.17% |
Correlation
The correlation between SXRP.DE and VUAA.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.07 |
The correlation between SXRP.DE and VUAA.DE shifts across timeframes, from 0.06 (5 years) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXRP.DE vs. VUAA.DE — Risk / Return Rank
SXRP.DE
VUAA.DE
SXRP.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.41 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 3.56 | -3.42 |
| Martin ratioReturn relative to average drawdown | 0.41 | 12.74 | -12.33 |
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 | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 2.20 | -2.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.97 | -1.12 |
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 | 0.81 | -0.34 |
Drawdowns
SXRP.DE vs. VUAA.DE - Drawdown Comparison
The maximum SXRP.DE drawdown since its inception was -14.50%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for SXRP.DE and VUAA.DE.
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Drawdown Indicators
| SXRP.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.50% | -33.67% | +19.17% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -7.16% | +4.32% |
Max Drawdown (3Y)Largest decline over 3 years | -2.84% | -23.33% | +20.49% |
Max Drawdown (5Y)Largest decline over 5 years | -14.37% | -23.33% | +8.96% |
Max Drawdown (10Y)Largest decline over 10 years | -14.50% | — | — |
Current DrawdownCurrent decline from peak | -4.47% | -0.45% | -4.02% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -5.07% | +2.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 2.01% | -1.01% |
Volatility
SXRP.DE vs. VUAA.DE - Volatility Comparison
The current volatility for iShares Euro Government Bond 3-7yr UCITS ETF (Acc) (SXRP.DE) is 1.31%, while Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has a volatility of 2.65%. This indicates that SXRP.DE experiences smaller price fluctuations and is considered to be less risky than VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.31% | 2.65% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 7.61% | -4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.09% | 11.58% | -8.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.35% | 15.12% | -10.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.55% | 17.59% | -14.04% |
SXRP.DE vs. VUAA.DE - Expense Ratio Comparison
SXRP.DE has a 0.15% expense ratio, which is higher than VUAA.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. VUAA.DE - Dividend Comparison
Neither SXRP.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRP.DE and VUAA.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.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 VUAA.DE is S&P 500. SXRP.DE tracks Bloomberg Euro Government Bond 3-7, while VUAA.DE tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for SXRP.DE and 0.07% for VUAA.DE.
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