SXRR.DE vs. OM3F.DE
SXRR.DE (iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)) and OM3F.DE (iShares € Corp Bond 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 OM3F.DE tracks the Bloomberg MSCI Euro Corporate Sustainable SRI Index. Both are passively managed. Over the past 5 years, SXRR.DE returned 2.44%/yr vs -0.16%/yr for OM3F.DE. At a 0.01 correlation, their price movements are largely independent. SXRR.DE charges 0.12%/yr vs 0.15%/yr for OM3F.DE.
Performance
SXRR.DE vs. OM3F.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRR.DE achieves a 1.42% return, which is significantly higher than OM3F.DE's 0.34% return.
SXRR.DE
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 1.19%
- YTD
- 1.42%
- 1Y
- 2.61%
- 3Y*
- 3.68%
- 5Y*
- 2.44%
- 10Y*
- —
OM3F.DE
- 1D
- 0.00%
- 1M
- -0.64%
- 6M
- -0.08%
- YTD
- 0.34%
- 1Y
- 1.13%
- 3Y*
- 4.18%
- 5Y*
- -0.16%
- 10Y*
- —
SXRR.DE vs. OM3F.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -1.12% |
OM3F.DE iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) | 0.34% | 3.04% | 4.13% | 7.20% | -13.24% | -1.05% | 2.51% | 6.06% | -0.50% |
Correlation
The correlation between SXRR.DE and OM3F.DE is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2018 | 0.01 |
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Return for Risk
SXRR.DE vs. OM3F.DE — Risk / Return Rank
SXRR.DE
OM3F.DE
SXRR.DE vs. OM3F.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 ESG SRI UCITS ETF EUR (Dist) (OM3F.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 | OM3F.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.85 | 1.06 | +0.79 |
| Calmar ratioReturn relative to maximum drawdown | 11.00 | 0.41 | +10.59 |
| Martin ratioReturn relative to average drawdown | 34.86 | 1.35 | +33.51 |
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Drawdowns
SXRR.DE vs. OM3F.DE - Drawdown Comparison
The maximum SXRR.DE drawdown since its inception was -14.20%, smaller than the maximum OM3F.DE drawdown of -16.89%. Use the drawdown chart below to compare losses from any high point for SXRR.DE and OM3F.DE.
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Drawdown Indicators
| SXRR.DE | OM3F.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.20% | -16.89% | +2.69% |
Max Drawdown (1Y)Largest decline over 1 year | -0.24% | -2.71% | +2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -1.36% | -2.71% | +1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -2.72% | -16.89% | +14.17% |
Current DrawdownCurrent decline from peak | 0.00% | -1.35% | +1.35% |
Average DrawdownAverage peak-to-trough decline | -1.22% | -4.72% | +3.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 0.84% | -0.77% |
Volatility
SXRR.DE vs. OM3F.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 ESG SRI UCITS ETF EUR (Dist) (OM3F.DE) has a volatility of 0.83%. This indicates that SXRR.DE experiences smaller price fluctuations and is considered to be less risky than OM3F.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 | OM3F.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.24% | 0.83% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 0.96% | 3.14% | -2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.40% | 3.64% | -2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.94% | 4.82% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.80% | 5.39% | -1.59% |
SXRR.DE vs. OM3F.DE - Expense Ratio Comparison
SXRR.DE has a 0.12% expense ratio, which is lower than OM3F.DE's 0.15% 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. OM3F.DE - Dividend Comparison
SXRR.DE's dividend yield for the trailing twelve months is around 4.72%, more than OM3F.DE's 3.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
OM3F.DE iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) | 3.28% | 3.23% | 3.19% | 2.52% | 0.82% | 0.47% | 0.57% | 0.77% | 0.30% | 0.00% |
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% |
Frequently Asked Questions
SXRR.DE and OM3F.DE have a correlation of -0.04, 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 0.15% for OM3F.DE.
SXRR.DE tracks Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged), while OM3F.DE tracks Bloomberg MSCI Euro Corporate Sustainable SRI Index. Their fees differ too: 0.12% for SXRR.DE and 0.15% for OM3F.DE.
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