SXRV.DE vs. EXUS.DE
SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, SXRV.DE returned 36.52% vs 22.41% for EXUS.DE. A 0.56 correlation means they provide meaningful diversification when combined. SXRV.DE charges 0.36%/yr vs 0.15%/yr for EXUS.DE.
Performance
SXRV.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRV.DE achieves a 18.32% return, which is significantly higher than EXUS.DE's 10.45% return.
SXRV.DE
- 1D
- 2.58%
- 1M
- 1.10%
- YTD
- 18.32%
- 6M
- 19.47%
- 1Y
- 36.52%
- 3Y*
- 23.37%
- 5Y*
- 17.72%
- 10Y*
- 21.19%
EXUS.DE
- 1D
- 1.99%
- 1M
- 2.26%
- YTD
- 10.45%
- 6M
- 12.24%
- 1Y
- 22.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRV.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 18.32% | 6.98% | 23.56% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 10.45% | 17.80% | 4.15% |
Correlation
The correlation between SXRV.DE and EXUS.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 (All Time) Calculated using the full available price history since Mar 14, 2024 | 0.56 |
The correlation between SXRV.DE and EXUS.DE has been stable across timeframes, ranging from 0.56 to 0.57 - a consistent structural relationship.
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Return for Risk
SXRV.DE vs. EXUS.DE — Risk / Return Rank
SXRV.DE
EXUS.DE
SXRV.DE vs. EXUS.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 Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.32 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 2.51 | +1.05 |
| Martin ratioReturn relative to average drawdown | 10.45 | 9.96 | +0.48 |
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Drawdowns
SXRV.DE vs. EXUS.DE - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -32.80%, which is greater than EXUS.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and EXUS.DE.
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Drawdown Indicators
| SXRV.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.80% | -16.21% | -16.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -8.67% | -1.36% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | — | — |
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 | -2.68% | -0.03% | -2.65% |
Average DrawdownAverage peak-to-trough decline | -6.50% | -1.78% | -4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.19% | +1.23% |
Volatility
SXRV.DE vs. EXUS.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a higher volatility of 5.34% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.68%. This indicates that SXRV.DE's price experiences larger fluctuations and is considered to be riskier than EXUS.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 | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 3.68% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 10.41% | +1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.11% | 12.66% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 13.46% | +6.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.66% | 13.46% | +6.20% |
SXRV.DE vs. EXUS.DE - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio.
Dividends
SXRV.DE vs. EXUS.DE - Dividend Comparison
Neither SXRV.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRV.DE and EXUS.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.
On fees, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.36% for SXRV.DE.
SXRV.DE is categorized as Nasdaq-100, while EXUS.DE is Global Equities. SXRV.DE tracks NASDAQ-100 Index, while EXUS.DE tracks MSCI World ex USA index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.36% for SXRV.DE and 0.15% for EXUS.DE.
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