SXRV.DE vs. EXS1.DE

Last updated Jun 5, 2026

SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and EXS1.DE (iShares Core DAX UCITS ETF (DE)) are both exchange-traded funds - SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while EXS1.DE is a Europe Equities fund tracking the DAX®. Both are passively managed. Over the past 10 years, SXRV.DE returned 21.24%/yr vs 8.88%/yr for EXS1.DE. A 0.59 correlation means they provide meaningful diversification when combined. SXRV.DE charges 0.36%/yr vs 0.16%/yr for EXS1.DE.

Performance

SXRV.DE vs. EXS1.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 Core DAX UCITS ETF (DE) (EXS1.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SXRV.DE achieves a 20.57% return, which is significantly higher than EXS1.DE's 1.33% return. Over the past 10 years, SXRV.DE has outperformed EXS1.DE with an annualized return of 21.24%, while EXS1.DE has yielded a comparatively lower 8.88% 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%

EXS1.DE

• 1D: 0.59%
• 1M: 0.00%
• YTD: 1.33%
• 6M: 3.41%
• 1Y: 2.03%
• 3Y*: 15.45%
• 5Y*: 9.09%
• 10Y*: 8.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRV.DE vs. EXS1.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%
EXS1.DE iShares Core DAX UCITS ETF (DE)	1.33%	22.63%	18.07%	19.45%	-12.79%	15.16%	2.98%	24.67%	-18.48%	12.30%

Correlation

The correlation between SXRV.DE and EXS1.DE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (10Y) Calculated over the trailing 10-year period	0.60
Correlation (All Time) Calculated using the full available price history since May 10, 2010	0.59

The correlation between SXRV.DE and EXS1.DE has been stable across timeframes, ranging from 0.51 to 0.60 - a consistent structural relationship.

Return for Risk

SXRV.DE vs. EXS1.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: 71
SXRV.DE Sharpe Ratio Rank: 75
SXRV.DE Sortino Ratio Rank: 72
SXRV.DE Omega Ratio Rank: 71
SXRV.DE Calmar Ratio Rank: 75
SXRV.DE Martin Ratio Rank: 63

EXS1.DE

EXS1.DE Risk / Return Rank: 11
EXS1.DE Sharpe Ratio Rank: 11
EXS1.DE Sortino Ratio Rank: 11
EXS1.DE Omega Ratio Rank: 11
EXS1.DE Calmar Ratio Rank: 11
EXS1.DE Martin Ratio Rank: 12

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. EXS1.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 DAX UCITS ETF (DE) (EXS1.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	EXS1.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.40	0.14	+2.26
Sortino ratio: Return per unit of downside risk	3.20	0.32	+2.88
Omega ratio: Gain probability vs. loss probability	1.42	1.04	+0.38
Calmar ratio: Return relative to maximum drawdown	3.75	0.18	+3.57
Martin ratio: Return relative to average drawdown	11.16	0.57	+10.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SXRV.DE vs. EXS1.DE - Sharpe Ratio Comparison

The current SXRV.DE Sharpe Ratio is 2.40, which is higher than the EXS1.DE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of SXRV.DE and EXS1.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.

Sharpe Ratios by Period

	SXRV.DE	EXS1.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	0.14	+2.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	0.52	+0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.07	0.48	+0.59
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.22	+0.69

Drawdowns

SXRV.DE vs. EXS1.DE - Drawdown Comparison

The maximum SXRV.DE drawdown since its inception was -32.80%, smaller than the maximum EXS1.DE drawdown of -68.00%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and EXS1.DE.

Drawdown Indicators

	SXRV.DE	EXS1.DE	Difference
Max Drawdown Largest peak-to-trough decline	-32.80%	-68.00%	+35.20%
Max Drawdown (1Y) Largest decline over 1 year	-10.03%	-12.35%	+2.32%
Max Drawdown (3Y) Largest decline over 3 years	-26.69%	-15.93%	-10.76%
Max Drawdown (5Y) Largest decline over 5 years	-31.33%	-26.69%	-4.64%
Max Drawdown (10Y) Largest decline over 10 years	-31.33%	-38.68%	+7.35%
Current Drawdown Current decline from peak	-0.83%	-2.23%	+1.40%
Average Drawdown Average peak-to-trough decline	-6.56%	-17.04%	+10.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	3.99%	-0.61%

Volatility

SXRV.DE vs. EXS1.DE - Volatility Comparison

The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) is 4.26%, while iShares Core DAX UCITS ETF (DE) (EXS1.DE) has a volatility of 5.16%. This indicates that SXRV.DE experiences smaller price fluctuations and is considered to be less risky than EXS1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SXRV.DE	EXS1.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.26%	5.16%	-0.90%
Volatility (6M) Calculated over the trailing 6-month period	10.98%	12.95%	-1.97%
Volatility (1Y) Calculated over the trailing 1-year period	15.67%	16.04%	-0.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.84%	17.18%	+2.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.65%	18.36%	+1.29%

SXRV.DE vs. EXS1.DE - Expense Ratio Comparison

SXRV.DE has a 0.36% expense ratio, which is higher than EXS1.DE's 0.16% expense ratio.

Dividends

SXRV.DE vs. EXS1.DE - Dividend Comparison

Neither SXRV.DE nor EXS1.DE has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXS1.DE iShares Core DAX UCITS ETF (DE)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.51%	0.48%	0.73%	0.66%
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%

Frequently Asked Questions

Can I hold both SXRV.DE and EXS1.DE in my portfolio?

SXRV.DE and EXS1.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SXRV.DE or EXS1.DE?

On fees, EXS1.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SXRV.DE or EXS1.DE?

EXS1.DE is cheaper with a 0.16% expense ratio, compared with 0.36% for SXRV.DE.

What is the main difference between SXRV.DE and EXS1.DE?

SXRV.DE is categorized as Nasdaq-100, while EXS1.DE is Europe Equities. SXRV.DE tracks NASDAQ-100 Index, while EXS1.DE tracks DAX®. Their fees differ too: 0.36% for SXRV.DE and 0.16% for EXS1.DE.