SXRV.DE vs. ERNX.DE
SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and ERNX.DE (iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating) are both exchange-traded funds - SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while ERNX.DE is a Ultrashort Bond fund tracking the Markit iBoxx EUR Liquid Investment Grade Ultrashort Index. Both are passively managed. Over the past 3 years, SXRV.DE returned 24.53%/yr vs 3.33%/yr for ERNX.DE. At a correlation of -0.03, they often move in opposite directions. SXRV.DE charges 0.36%/yr vs 0.09%/yr for ERNX.DE.
Performance
SXRV.DE vs. ERNX.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRV.DE achieves a 20.57% return, which is significantly higher than ERNX.DE's 0.87% return.
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
ERNX.DE
- 1D
- 0.04%
- 1M
- 0.28%
- YTD
- 0.87%
- 6M
- 0.97%
- 1Y
- 2.18%
- 3Y*
- 3.33%
- 5Y*
- —
- 10Y*
- —
SXRV.DE vs. ERNX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -18.69% |
ERNX.DE iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating | 0.87% | 2.69% | 4.04% | 3.34% | 0.10% |
Correlation
The correlation between SXRV.DE and ERNX.DE is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since May 2, 2022 | -0.03 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXRV.DE vs. ERNX.DE — Risk / Return Rank
SXRV.DE
ERNX.DE
SXRV.DE vs. ERNX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.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.
| SXRV.DE | ERNX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.67 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 10.99 | -7.24 |
| Martin ratioReturn relative to average drawdown | 11.16 | 54.93 | -43.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXRV.DE | ERNX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.94 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 3.90 | -2.99 |
Drawdowns
SXRV.DE vs. ERNX.DE - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -32.80%, which is greater than ERNX.DE's maximum drawdown of -0.83%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and ERNX.DE.
Loading charts...
Drawdown Indicators
| SXRV.DE | ERNX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.80% | -0.83% | -31.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -0.20% | -9.83% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -0.20% | -26.49% |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.33% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -0.00% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -0.09% | -6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 0.04% | +3.34% |
Volatility
SXRV.DE vs. ERNX.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a higher volatility of 4.26% compared to iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.DE) at 0.17%. This indicates that SXRV.DE's price experiences larger fluctuations and is considered to be riskier than ERNX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRV.DE | ERNX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 0.17% | +4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 0.56% | +10.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 0.74% | +14.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 0.68% | +19.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 0.68% | +18.97% |
SXRV.DE vs. ERNX.DE - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is higher than ERNX.DE's 0.09% expense ratio.
Dividends
SXRV.DE vs. ERNX.DE - Dividend Comparison
Neither SXRV.DE nor ERNX.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRV.DE and ERNX.DE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ERNX.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ERNX.DE is cheaper with a 0.09% expense ratio, compared with 0.36% for SXRV.DE.
SXRV.DE is categorized as Nasdaq-100, while ERNX.DE is Ultrashort Bond. SXRV.DE tracks NASDAQ-100 Index, while ERNX.DE tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index. Their fees differ too: 0.36% for SXRV.DE and 0.09% for ERNX.DE.
Find the right allocation for SXRV.DE and ERNX.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer