SXRV.DE vs. EUNL.DE
SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and EUNL.DE (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while EUNL.DE is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, SXRV.DE returned 21.24%/yr vs 12.82%/yr for EUNL.DE. Their correlation of 0.84 suggests significant overlap in exposure. SXRV.DE charges 0.36%/yr vs 0.20%/yr for EUNL.DE.
Performance
SXRV.DE vs. EUNL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRV.DE achieves a 20.57% return, which is significantly higher than EUNL.DE's 10.86% return. Over the past 10 years, SXRV.DE has outperformed EUNL.DE with an annualized return of 21.24%, while EUNL.DE has yielded a comparatively lower 12.82% annualized 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%
EUNL.DE
- 1D
- 0.02%
- 1M
- 4.80%
- YTD
- 10.86%
- 6M
- 11.29%
- 1Y
- 23.80%
- 3Y*
- 17.55%
- 5Y*
- 12.89%
- 10Y*
- 12.82%
SXRV.DE vs. EUNL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
EUNL.DE iShares Core MSCI World UCITS ETF USD (Acc) | 10.86% | 7.90% | 25.93% | 20.13% | -13.59% | 32.71% | 5.48% | 31.34% | -5.13% | 7.71% |
Correlation
The correlation between SXRV.DE and EUNL.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 10, 2010 | 0.84 |
The correlation between SXRV.DE and EUNL.DE has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.
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Return for Risk
SXRV.DE vs. EUNL.DE — Risk / Return Rank
SXRV.DE
EUNL.DE
SXRV.DE vs. EUNL.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 Core MSCI World UCITS ETF USD (Acc) (EUNL.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 | EUNL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 3.64 | +0.11 |
| Martin ratioReturn relative to average drawdown | 11.16 | 14.52 | -3.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRV.DE | EUNL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.12 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.90 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | 0.84 | +0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.82 | +0.09 |
Drawdowns
SXRV.DE vs. EUNL.DE - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -32.80%, roughly equal to the maximum EUNL.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and EUNL.DE.
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Drawdown Indicators
| SXRV.DE | EUNL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.80% | -33.63% | +0.83% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -6.50% | -3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -21.73% | -4.96% |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | -21.73% | -9.60% |
Max Drawdown (10Y)Largest decline over 10 years | -31.33% | -33.63% | +2.30% |
Current DrawdownCurrent decline from peak | -0.83% | -0.31% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -4.25% | -2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 1.64% | +1.74% |
Volatility
SXRV.DE vs. EUNL.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a higher volatility of 4.26% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.62%. This indicates that SXRV.DE's price experiences larger fluctuations and is considered to be riskier than EUNL.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.DE | EUNL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 2.62% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 7.72% | +3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 11.16% | +4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 14.17% | +5.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 15.17% | +4.48% |
SXRV.DE vs. EUNL.DE - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is higher than EUNL.DE's 0.20% expense ratio.
Dividends
SXRV.DE vs. EUNL.DE - Dividend Comparison
Neither SXRV.DE nor EUNL.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRV.DE and EUNL.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNL.DE is cheaper with a 0.20% expense ratio, compared with 0.36% for SXRV.DE.
SXRV.DE is categorized as Nasdaq-100, while EUNL.DE is Global Equities. SXRV.DE tracks NASDAQ-100 Index, while EUNL.DE tracks MSCI World Index. Their fees differ too: 0.36% for SXRV.DE and 0.20% for EUNL.DE.
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