SXRR.DE vs. IS0Y.DE
SXRR.DE (iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)) and IS0Y.DE (iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)) are both Corporate Bonds funds from iShares - SXRR.DE tracks the Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged) while IS0Y.DE tracks the Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index. Both are passively managed. Over the past 5 years, SXRR.DE returned 2.44%/yr vs 2.72%/yr for IS0Y.DE. At a 0.11 correlation, their price movements are largely independent. SXRR.DE charges 0.12%/yr vs 0.25%/yr for IS0Y.DE.
Performance
SXRR.DE vs. IS0Y.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SXRR.DE having a 1.42% return and IS0Y.DE slightly lower at 1.38%.
SXRR.DE
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 1.42%
- YTD
- 1.42%
- 1Y
- 2.84%
- 3Y*
- 3.76%
- 5Y*
- 2.44%
- 10Y*
- —
IS0Y.DE
- 1D
- -0.08%
- 1M
- 0.27%
- 6M
- 1.51%
- YTD
- 1.38%
- 1Y
- 3.06%
- 3Y*
- 5.28%
- 5Y*
- 2.72%
- 10Y*
- 1.68%
SXRR.DE vs. IS0Y.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 1.42% | 2.69% | 4.90% | 4.43% | -0.72% | -0.50% | -0.32% | 1.07% | -1.64% | 0.16% |
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 1.38% | 4.15% | 6.61% | 5.08% | -2.70% | -0.25% | 0.80% | 4.09% | -3.73% | 0.03% |
Correlation
The correlation between SXRR.DE and IS0Y.DE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2017 | 0.11 |
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Return for Risk
SXRR.DE vs. IS0Y.DE — Risk / Return Rank
SXRR.DE
IS0Y.DE
SXRR.DE vs. IS0Y.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) and iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXRR.DE | IS0Y.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.93 | 1.25 | +0.68 |
| Calmar ratioReturn relative to maximum drawdown | 12.00 | 3.00 | +9.00 |
| Martin ratioReturn relative to average drawdown | 38.03 | 11.41 | +26.62 |
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Drawdowns
SXRR.DE vs. IS0Y.DE - Drawdown Comparison
The maximum SXRR.DE drawdown since its inception was -14.20%, roughly equal to the maximum IS0Y.DE drawdown of -13.95%. Use the drawdown chart below to compare losses from any high point for SXRR.DE and IS0Y.DE.
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Drawdown Indicators
| SXRR.DE | IS0Y.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.20% | -13.95% | -0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -0.24% | -1.02% | +0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -1.36% | -2.07% | +0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -2.72% | -7.09% | +4.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.95% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.08% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -1.22% | -1.32% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 0.27% | -0.20% |
Volatility
SXRR.DE vs. IS0Y.DE - Volatility Comparison
The current volatility for iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) is 0.24%, while iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) has a volatility of 0.59%. This indicates that SXRR.DE experiences smaller price fluctuations and is considered to be less risky than IS0Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRR.DE | IS0Y.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.24% | 0.59% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 1.10% | 1.75% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.42% | 2.19% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.94% | 2.85% | -0.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.81% | 3.69% | +0.12% |
SXRR.DE vs. IS0Y.DE - Expense Ratio Comparison
SXRR.DE has a 0.12% expense ratio, which is lower than IS0Y.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXRR.DE vs. IS0Y.DE - Dividend Comparison
SXRR.DE's dividend yield for the trailing twelve months is around 4.72%, more than IS0Y.DE's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0Y.DE iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) | 2.58% | 2.91% | 3.70% | 2.52% | 0.43% | 0.70% | 0.82% | 0.92% | 0.58% | 0.71% | 1.35% | 1.47% |
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 4.72% | 5.04% | 6.01% | 5.52% | 1.49% | 0.58% | 1.60% | 3.00% | 2.06% | 0.36% | 0.00% | 0.00% |
Frequently Asked Questions
SXRR.DE and IS0Y.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRR.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRR.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for IS0Y.DE.
SXRR.DE tracks Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged), while IS0Y.DE tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index. Their fees differ too: 0.12% for SXRR.DE and 0.25% for IS0Y.DE.
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