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SXRQ.DE vs. IEMG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRQ.DE vs. IEMG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) and iShares Core MSCI Emerging Markets ETF (IEMG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXRQ.DE is traded in EUR, while IEMG is traded in USD. To make them comparable, the IEMG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXRQ.DE achieves a 0.06% return, which is significantly lower than IEMG's 19.27% return. Over the past 10 years, SXRQ.DE has underperformed IEMG with an annualized return of -0.18%, while IEMG has yielded a comparatively higher 9.23% annualized return.


SXRQ.DE

1D
0.03%
1M
0.05%
YTD
0.06%
6M
0.07%
1Y
0.71%
3Y*
2.62%
5Y*
-2.34%
10Y*
-0.18%

IEMG

1D
-5.65%
1M
-2.87%
YTD
19.27%
6M
19.88%
1Y
38.09%
3Y*
17.18%
5Y*
7.11%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRQ.DE vs. IEMG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRQ.DE
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)
0.06%1.69%0.90%8.71%-19.90%-3.09%4.11%6.70%1.22%0.85%
IEMG
iShares Core MSCI Emerging Markets ETF
19.27%16.83%13.53%8.18%-15.02%6.79%8.15%20.48%-10.93%20.50%

Correlation

The correlation between SXRQ.DE and IEMG is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2012

0.04

Over the past year, SXRQ.DE and IEMG have become more correlated (0.28) than their long-term average of 0.04, meaning their price movements have been converging.

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Return for Risk

SXRQ.DE vs. IEMG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXRQ.DE
SXRQ.DE Risk / Return Rank: 99
Overall Rank
SXRQ.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SXRQ.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
SXRQ.DE Omega Ratio Rank: 99
Omega Ratio Rank
SXRQ.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
SXRQ.DE Martin Ratio Rank: 1010
Martin Ratio Rank

IEMG
IEMG Risk / Return Rank: 5959
Overall Rank
IEMG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 5252
Sortino Ratio Rank
IEMG Omega Ratio Rank: 6161
Omega Ratio Rank
IEMG Calmar Ratio Rank: 6161
Calmar Ratio Rank
IEMG Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXRQ.DE vs. IEMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) and iShares Core MSCI Emerging Markets ETF (IEMG). 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.


SXRQ.DEIEMGDifference
Sharpe ratioReturn per unit of total volatility

-1.98

Sortino ratioReturn per unit of downside risk

-2.56

Omega ratioGain probability vs. loss probability

1.01

1.39

-0.38

Calmar ratioReturn relative to maximum drawdown

0.04

3.62

-3.58

Martin ratioReturn relative to average drawdown

0.10

13.03

-12.93

SXRQ.DE vs. IEMG - Sharpe Ratio Comparison

The current SXRQ.DE Sharpe Ratio is 0.03, which is lower than the IEMG Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SXRQ.DE and IEMG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXRQ.DEIEMGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

2.01

-1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.42

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.48

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.37

+0.04

Drawdowns

SXRQ.DE vs. IEMG - Drawdown Comparison

The maximum SXRQ.DE drawdown since its inception was -23.28%, smaller than the maximum IEMG drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for SXRQ.DE and IEMG.


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Drawdown Indicators


SXRQ.DEIEMGDifference

Max Drawdown

Largest peak-to-trough decline

-23.28%

-34.49%

+11.21%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-10.58%

+6.50%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-17.88%

+13.35%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

-22.55%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-23.28%

-32.63%

+9.35%

Current Drawdown

Current decline from peak

-13.74%

-7.69%

-6.05%

Average Drawdown

Average peak-to-trough decline

-5.76%

-9.17%

+3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

2.93%

-1.38%

Volatility

SXRQ.DE vs. IEMG - Volatility Comparison

The current volatility for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) is 1.84%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 9.29%. This indicates that SXRQ.DE experiences smaller price fluctuations and is considered to be less risky than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRQ.DEIEMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

9.29%

-7.45%

Volatility (6M)

Calculated over the trailing 6-month period

4.18%

16.56%

-12.38%

Volatility (1Y)

Calculated over the trailing 1-year period

5.00%

19.03%

-14.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

16.85%

-9.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.97%

19.27%

-13.30%

SXRQ.DE vs. IEMG - Expense Ratio Comparison

SXRQ.DE has a 0.15% expense ratio, which is higher than IEMG's 0.09% 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

SXRQ.DE vs. IEMG - Dividend Comparison

SXRQ.DE has not paid dividends to shareholders, while IEMG's dividend yield for the trailing twelve months is around 2.35%.


PositionTTM20252024202320222021202020192018201720162015
IEMG
iShares Core MSCI Emerging Markets ETF
2.35%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%
SXRQ.DE
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SXRQ.DE and IEMG have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEMG is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEMG is cheaper with a 0.09% expense ratio, compared with 0.15% for SXRQ.DE.

SXRQ.DE is categorized as European Government Bonds, while IEMG is Emerging Markets Diversified. SXRQ.DE tracks Bloomberg Euro Government Bond 10, while IEMG tracks MSCI Emerging Markets Investable Market Index (USD) (Net). Their fees differ too: 0.15% for SXRQ.DE and 0.09% for IEMG.

Portfolio Optimizer

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