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SXRV.DE vs. EUED.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRV.DE vs. EUED.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXRV.DE achieves a 18.64% return, which is significantly higher than EUED.DE's 1.35% return.


SXRV.DE

1D
-0.77%
1M
-2.17%
6M
17.92%
YTD
18.64%
1Y
30.21%
3Y*
23.00%
5Y*
15.96%
10Y*
20.55%

EUED.DE

1D
0.20%
1M
0.37%
6M
1.15%
YTD
1.35%
1Y
2.39%
3Y*
3.35%
5Y*
2.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRV.DE vs. EUED.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
18.64%6.98%33.55%51.19%-30.05%39.34%56.33%
EUED.DE
iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist)
1.35%2.56%4.11%3.40%-0.40%-0.20%0.51%

Correlation

The correlation between SXRV.DE and EUED.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

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2020

0.04

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Return for Risk

SXRV.DE vs. EUED.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXRV.DE
SXRV.DE Risk / Return Rank: 6767
Overall Rank
SXRV.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 6565
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6161
Martin Ratio Rank

EUED.DE
EUED.DE Risk / Return Rank: 8080
Overall Rank
EUED.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EUED.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
EUED.DE Omega Ratio Rank: 9191
Omega Ratio Rank
EUED.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
EUED.DE Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXRV.DE vs. EUED.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 € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.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.


SXRV.DEEUED.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.31

1.47

-0.16

Calmar ratioReturn relative to maximum drawdown

3.00

11.93

-8.94

Martin ratioReturn relative to average drawdown

8.66

26.53

-17.87

SXRV.DE vs. EUED.DE - Sharpe Ratio Comparison

The current SXRV.DE Sharpe Ratio is 1.77, which is comparable to the EUED.DE Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of SXRV.DE and EUED.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SXRV.DE vs. EUED.DE - Drawdown Comparison

The maximum SXRV.DE drawdown since its inception was -32.80%, which is greater than EUED.DE's maximum drawdown of -3.54%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and EUED.DE.


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Drawdown Indicators


SXRV.DEEUED.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.80%

-3.54%

-29.26%

Max Drawdown (1Y)

Largest decline over 1 year

-10.03%

-0.20%

-9.83%

Max Drawdown (3Y)

Largest decline over 3 years

-26.69%

-0.39%

-26.30%

Max Drawdown (5Y)

Largest decline over 5 years

-31.33%

-1.20%

-30.13%

Max Drawdown (10Y)

Largest decline over 10 years

-31.33%

Current Drawdown

Current decline from peak

-2.88%

0.00%

-2.88%

Average Drawdown

Average peak-to-trough decline

-6.47%

-0.73%

-5.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

0.09%

+3.39%

Volatility

SXRV.DE vs. EUED.DE - Volatility Comparison

iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a higher volatility of 5.78% compared to iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist) (EUED.DE) at 0.28%. This indicates that SXRV.DE's price experiences larger fluctuations and is considered to be riskier than EUED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRV.DEEUED.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.78%

0.28%

+5.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.46%

1.03%

+11.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

1.55%

+15.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

1.65%

+18.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

2.51%

+17.21%

SXRV.DE vs. EUED.DE - Expense Ratio Comparison

SXRV.DE has a 0.36% expense ratio, which is higher than EUED.DE's 0.09% expense ratio.


Dividends

SXRV.DE vs. EUED.DE - Dividend Comparison

SXRV.DE has not paid dividends to shareholders, while EUED.DE's dividend yield for the trailing twelve months is around 2.36%.


PositionTTM202520242023202220212020
EUED.DE
iShares € Ultrashort Bond ESG SRI UCITS ETF EUR (Dist)
2.36%2.74%3.86%2.75%0.00%0.00%0.11%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SXRV.DE and EUED.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, EUED.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUED.DE is cheaper with a 0.09% expense ratio, compared with 0.36% for SXRV.DE.

SXRV.DE is categorized as Nasdaq-100, while EUED.DE is Ultrashort Bond. SXRV.DE tracks NASDAQ-100 Index, while EUED.DE tracks iBoxx MSCI ESG SRI EUR Liquid Investment Grade Ultrashort Index. Their fees differ too: 0.36% for SXRV.DE and 0.09% for EUED.DE.

Portfolio Optimizer

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