SXRQ.DE vs. VUSA.DE
SXRQ.DE (iShares Euro Government Bond 7-10yr UCITS ETF (Acc)) and VUSA.DE (Vanguard S&P 500 UCITS ETF) are both exchange-traded funds - SXRQ.DE is a European Government Bonds fund tracking the Bloomberg Euro Government Bond 10, while VUSA.DE is a S&P 500 fund tracking the S&P 500 Net Total Return. Both are passively managed. Over the past 5 years, SXRQ.DE returned -2.34%/yr vs 14.76%/yr for VUSA.DE. At a 0.04 correlation, their price movements are largely independent. SXRQ.DE charges 0.15%/yr vs 0.07%/yr for VUSA.DE.
Performance
SXRQ.DE vs. VUSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRQ.DE achieves a 0.06% return, which is significantly lower than VUSA.DE's 11.38% 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%
VUSA.DE
- 1D
- -0.12%
- 1M
- 4.37%
- YTD
- 11.38%
- 6M
- 10.86%
- 1Y
- 25.53%
- 3Y*
- 18.87%
- 5Y*
- 14.76%
- 10Y*
- —
SXRQ.DE vs. VUSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.02% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 11.38% | 4.74% | 32.32% | 22.44% | -14.26% | 40.76% | 6.77% | 34.46% | -1.12% | 2.82% |
Correlation
The correlation between SXRQ.DE and VUSA.DE 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 | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.04 |
Over the past year, SXRQ.DE and VUSA.DE have become more correlated (0.25) 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. VUSA.DE — Risk / Return Rank
SXRQ.DE
VUSA.DE
SXRQ.DE vs. VUSA.DE - 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 Vanguard S&P 500 UCITS ETF (VUSA.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.
| SXRQ.DE | VUSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.41 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | 3.57 | -3.53 |
| Martin ratioReturn relative to average drawdown | 0.10 | 12.71 | -12.61 |
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
| SXRQ.DE | VUSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.03 | 2.20 | -2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.96 | -1.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.89 | -0.48 |
Drawdowns
SXRQ.DE vs. VUSA.DE - Drawdown Comparison
The maximum SXRQ.DE drawdown since its inception was -23.28%, smaller than the maximum VUSA.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for SXRQ.DE and VUSA.DE.
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Drawdown Indicators
| SXRQ.DE | VUSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.28% | -33.63% | +10.35% |
Max Drawdown (1Y)Largest decline over 1 year | -4.08% | -7.13% | +3.05% |
Max Drawdown (3Y)Largest decline over 3 years | -4.53% | -23.24% | +18.71% |
Max Drawdown (5Y)Largest decline over 5 years | -22.93% | -23.24% | +0.31% |
Max Drawdown (10Y)Largest decline over 10 years | -23.28% | — | — |
Current DrawdownCurrent decline from peak | -13.74% | -0.44% | -13.30% |
Average DrawdownAverage peak-to-trough decline | -5.76% | -4.40% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 2.01% | -0.46% |
Volatility
SXRQ.DE vs. VUSA.DE - Volatility Comparison
The current volatility for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) is 1.84%, while Vanguard S&P 500 UCITS ETF (VUSA.DE) has a volatility of 2.68%. This indicates that SXRQ.DE experiences smaller price fluctuations and is considered to be less risky than VUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRQ.DE | VUSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.84% | 2.68% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 4.18% | 7.59% | -3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.00% | 11.58% | -6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.38% | 15.17% | -7.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.97% | 16.77% | -10.80% |
SXRQ.DE vs. VUSA.DE - Expense Ratio Comparison
SXRQ.DE has a 0.15% expense ratio, which is higher than VUSA.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
SXRQ.DE vs. VUSA.DE - Dividend Comparison
SXRQ.DE has not paid dividends to shareholders, while VUSA.DE's dividend yield for the trailing twelve months is around 0.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.87% | 0.97% | 1.00% | 1.25% | 1.45% | 1.02% | 1.43% | 1.45% | 1.74% | 0.41% |
Frequently Asked Questions
SXRQ.DE and VUSA.DE 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, VUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for SXRQ.DE.
SXRQ.DE is categorized as European Government Bonds, while VUSA.DE is S&P 500. SXRQ.DE tracks Bloomberg Euro Government Bond 10, while VUSA.DE tracks S&P 500 Net Total Return. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for SXRQ.DE and 0.07% for VUSA.DE.
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