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SXRQ.DE vs. XD9U.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRQ.DE vs. XD9U.DE - 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 Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE). The values are adjusted to include any dividend payments, if applicable.

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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 XD9U.DE's 11.32% return. Over the past 10 years, SXRQ.DE has underperformed XD9U.DE with an annualized return of -0.18%, while XD9U.DE has yielded a comparatively higher 14.92% 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%

XD9U.DE

1D
-0.07%
1M
4.48%
YTD
11.32%
6M
10.63%
1Y
25.16%
3Y*
19.02%
5Y*
14.38%
10Y*
14.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRQ.DE vs. XD9U.DE - 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%
XD9U.DE
Xtrackers MSCI USA UCITS ETF 1C
11.32%4.60%32.32%23.38%-15.69%38.71%9.43%34.69%-1.30%6.77%

Correlation

The correlation between SXRQ.DE and XD9U.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.12

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

0.09

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

0.03

Correlation (All Time)
Calculated using the full available price history since May 29, 2014

0.03

Over the past year, SXRQ.DE and XD9U.DE have become more correlated (0.26) than their long-term average of 0.03, meaning their price movements have been converging.

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Return for Risk

SXRQ.DE vs. XD9U.DE — 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

XD9U.DE
XD9U.DE Risk / Return Rank: 6767
Overall Rank
XD9U.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XD9U.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XD9U.DE Omega Ratio Rank: 6767
Omega Ratio Rank
XD9U.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
XD9U.DE Martin Ratio Rank: 6666
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. XD9U.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 Xtrackers MSCI USA UCITS ETF 1C (XD9U.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.DEXD9U.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.12

Sortino ratioReturn per unit of downside risk

-2.84

Omega ratioGain probability vs. loss probability

1.01

1.40

-0.39

Calmar ratioReturn relative to maximum drawdown

0.04

3.43

-3.40

Martin ratioReturn relative to average drawdown

0.10

11.92

-11.82

SXRQ.DE vs. XD9U.DE - Sharpe Ratio Comparison

The current SXRQ.DE Sharpe Ratio is 0.03, which is lower than the XD9U.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of SXRQ.DE and XD9U.DE, 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.DEXD9U.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

2.15

-2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.92

-1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.91

-0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.90

-0.50

Drawdowns

SXRQ.DE vs. XD9U.DE - Drawdown Comparison

The maximum SXRQ.DE drawdown since its inception was -23.28%, smaller than the maximum XD9U.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for SXRQ.DE and XD9U.DE.


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Drawdown Indicators


SXRQ.DEXD9U.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.28%

-34.11%

+10.83%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-7.30%

+3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-23.68%

+19.15%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

-23.68%

+0.75%

Max Drawdown (10Y)

Largest decline over 10 years

-23.28%

-34.11%

+10.83%

Current Drawdown

Current decline from peak

-13.74%

-0.38%

-13.36%

Average Drawdown

Average peak-to-trough decline

-5.76%

-4.37%

-1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

2.11%

-0.56%

Volatility

SXRQ.DE vs. XD9U.DE - Volatility Comparison

The current volatility for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) is 1.84%, while Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) has a volatility of 2.71%. This indicates that SXRQ.DE experiences smaller price fluctuations and is considered to be less risky than XD9U.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.DEXD9U.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

2.71%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

4.18%

7.64%

-3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

5.00%

11.68%

-6.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

15.42%

-8.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.97%

16.23%

-10.26%

SXRQ.DE vs. XD9U.DE - Expense Ratio Comparison

SXRQ.DE has a 0.15% expense ratio, which is higher than XD9U.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. XD9U.DE - Dividend Comparison

Neither SXRQ.DE nor XD9U.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXRQ.DE and XD9U.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XD9U.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XD9U.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 XD9U.DE is Large Cap Blend Equities. SXRQ.DE tracks Bloomberg Euro Government Bond 10, while XD9U.DE tracks MSCI USA. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for SXRQ.DE and 0.07% for XD9U.DE.

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