SXRV.DE vs. 3V64.DE
Compare and contrast key facts about iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and Visa Inc (3V64.DE).
SXRV.DE is a passively managed fund by iShares that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 26, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXRV.DE or 3V64.DE.
Key characteristics
| SXRV.DE | 3V64.DE | |
|---|---|---|
| YTD Return | 30.59% | 25.65% |
| 1Y Return | 37.32% | 29.95% |
| 3Y Return (Ann) | 12.29% | 17.01% |
| 5Y Return (Ann) | 21.70% | 13.17% |
| 10Y Return (Ann) | 19.90% | 20.10% |
| Sharpe Ratio | 2.27 | 1.62 |
| Sortino Ratio | 3.00 | 2.27 |
| Omega Ratio | 1.43 | 1.29 |
| Calmar Ratio | 2.80 | 2.40 |
| Martin Ratio | 9.25 | 5.80 |
| Ulcer Index | 4.06% | 5.03% |
| Daily Std Dev | 16.42% | 17.87% |
| Max Drawdown | -31.39% | -44.10% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SXRV.DE and 3V64.DE is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SXRV.DE vs. 3V64.DE - Performance Comparison
In the year-to-date period, SXRV.DE achieves a 30.59% return, which is significantly higher than 3V64.DE's 25.65% return. Both investments have delivered pretty close results over the past 10 years, with SXRV.DE having a 19.90% annualized return and 3V64.DE not far ahead at 20.10%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SXRV.DE vs. 3V64.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and Visa Inc (3V64.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.
Dividends
SXRV.DE vs. 3V64.DE - Dividend Comparison
SXRV.DE has not paid dividends to shareholders, while 3V64.DE's dividend yield for the trailing twelve months is around 0.68%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
3V64.DE Visa Inc | 0.68% | 0.73% | 0.78% | 0.59% | 0.62% | 0.55% | 0.65% | 0.64% | 0.87% | 0.62% | 0.58% | 0.66% |
Drawdowns
SXRV.DE vs. 3V64.DE - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -31.39%, smaller than the maximum 3V64.DE drawdown of -44.10%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and 3V64.DE. For additional features, visit the drawdowns tool.
Volatility
SXRV.DE vs. 3V64.DE - Volatility Comparison
The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) is 4.51%, while Visa Inc (3V64.DE) has a volatility of 5.76%. This indicates that SXRV.DE experiences smaller price fluctuations and is considered to be less risky than 3V64.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.