SXRT.DE vs. IB01.L
SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) and IB01.L (iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)) are both exchange-traded funds - SXRT.DE is a Europe Equities fund tracking the EURO STOXX® 50, while IB01.L is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index. Both are passively managed. Over the past 5 years, SXRT.DE returned 11.63%/yr vs 4.17%/yr for IB01.L. At a correlation of -0.15, they often move in opposite directions. SXRT.DE charges 0.10%/yr vs 0.07%/yr for IB01.L.
Performance
SXRT.DE vs. IB01.L - Performance Comparison
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Different Trading Currencies
SXRT.DE is traded in EUR, while IB01.L is traded in USD. To make them comparable, the IB01.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRT.DE achieves a 8.68% return, which is significantly higher than IB01.L's 3.09% return.
SXRT.DE
- 1D
- 2.06%
- 1M
- 4.61%
- YTD
- 8.68%
- 6M
- 10.17%
- 1Y
- 19.84%
- 3Y*
- 15.63%
- 5Y*
- 11.63%
- 10Y*
- 11.41%
IB01.L
- 1D
- 0.08%
- 1M
- 1.14%
- YTD
- 3.09%
- 6M
- 3.26%
- 1Y
- 3.77%
- 3Y*
- 2.31%
- 5Y*
- 4.17%
- 10Y*
- —
SXRT.DE vs. IB01.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 8.68% | 22.21% | 11.08% | 22.49% | -8.80% | 23.52% | -2.93% | 19.81% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 3.09% | -8.05% | 12.19% | 1.78% | 7.34% | 6.56% | -7.43% | 3.21% |
Correlation
The correlation between SXRT.DE and IB01.L is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.20 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2019 | -0.15 |
The correlation between SXRT.DE and IB01.L shifts across timeframes, from -0.20 (5 years) to -0.10 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXRT.DE vs. IB01.L — Risk / Return Rank
SXRT.DE
IB01.L
SXRT.DE vs. IB01.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). 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.
| SXRT.DE | IB01.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.12 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.08 | +0.59 |
| Martin ratioReturn relative to average drawdown | 5.74 | 2.61 | +3.13 |
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Drawdowns
SXRT.DE vs. IB01.L - Drawdown Comparison
The maximum SXRT.DE drawdown since its inception was -38.41%, which is greater than IB01.L's maximum drawdown of -13.53%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and IB01.L.
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Drawdown Indicators
| SXRT.DE | IB01.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -13.53% | -24.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -3.83% | -7.10% |
Max Drawdown (3Y)Largest decline over 3 years | -16.39% | -11.53% | -4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -11.76% | -11.60% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.34% | +6.34% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -5.99% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 1.58% | +1.59% |
Volatility
SXRT.DE vs. IB01.L - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a higher volatility of 4.80% compared to iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) at 1.30%. This indicates that SXRT.DE's price experiences larger fluctuations and is considered to be riskier than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRT.DE | IB01.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 1.30% | +3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 13.23% | 4.31% | +8.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.19% | 6.21% | +9.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.57% | 7.59% | +9.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 7.37% | +10.81% |
SXRT.DE vs. IB01.L - Expense Ratio Comparison
SXRT.DE has a 0.10% expense ratio, which is higher than IB01.L'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
SXRT.DE vs. IB01.L - Dividend Comparison
Neither SXRT.DE nor IB01.L has paid dividends to shareholders.
Frequently Asked Questions
SXRT.DE and IB01.L have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IB01.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IB01.L is cheaper with a 0.07% expense ratio, compared with 0.10% for SXRT.DE.
SXRT.DE is categorized as Europe Equities, while IB01.L is Government Bonds. SXRT.DE tracks EURO STOXX® 50, while IB01.L tracks ICE U.S. Treasury Short Bond Index. Their fees differ too: 0.10% for SXRT.DE and 0.07% for IB01.L.
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