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SXRV.DE vs. IITU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRV.DE vs. IITU.L - 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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXRV.DE is traded in EUR, while IITU.L is traded in GBp. To make them comparable, the IITU.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXRV.DE achieves a 20.57% return, which is significantly lower than IITU.L's 24.35% return. Over the past 10 years, SXRV.DE has underperformed IITU.L with an annualized return of 21.24%, while IITU.L has yielded a comparatively higher 26.06% 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%

IITU.L

1D
-2.17%
1M
14.02%
YTD
24.35%
6M
23.23%
1Y
49.37%
3Y*
30.74%
5Y*
25.34%
10Y*
26.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRV.DE vs. IITU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IITU.L
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
24.37%8.47%47.65%53.89%-24.72%44.50%30.83%53.38%3.00%20.62%

Correlation

The correlation between SXRV.DE and IITU.L is 0.92, 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

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

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

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.90

The correlation between SXRV.DE and IITU.L has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

SXRV.DE vs. IITU.L — 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: 7171
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7171
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6363
Martin Ratio Rank

IITU.L
IITU.L Risk / Return Rank: 7070
Overall Rank
IITU.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IITU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
IITU.L Omega Ratio Rank: 7676
Omega Ratio Rank
IITU.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
IITU.L Martin Ratio Rank: 4949
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. IITU.L - 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 S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L). 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.DEIITU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.42

1.40

+0.02

Calmar ratioReturn relative to maximum drawdown

3.75

3.11

+0.64

Martin ratioReturn relative to average drawdown

11.16

8.24

+2.92

SXRV.DE vs. IITU.L - Sharpe Ratio Comparison

The current SXRV.DE Sharpe Ratio is 2.40, which is comparable to the IITU.L Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of SXRV.DE and IITU.L, 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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Sharpe Ratios by Period


SXRV.DEIITU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.44

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

1.12

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

1.20

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

1.08

-0.18

Drawdowns

SXRV.DE vs. IITU.L - Drawdown Comparison

The maximum SXRV.DE drawdown since its inception was -32.80%, which is greater than IITU.L's maximum drawdown of -30.70%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and IITU.L.


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Drawdown Indicators


SXRV.DEIITU.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.80%

-30.70%

-2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.03%

-15.78%

+5.75%

Max Drawdown (3Y)

Largest decline over 3 years

-26.69%

-29.94%

+3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-31.33%

-29.94%

-1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.33%

-30.70%

-0.63%

Current Drawdown

Current decline from peak

-0.83%

-3.06%

+2.23%

Average Drawdown

Average peak-to-trough decline

-6.56%

-5.78%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

5.97%

-2.59%

Volatility

SXRV.DE vs. IITU.L - Volatility Comparison

The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) is 4.26%, while iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) (IITU.L) has a volatility of 6.77%. This indicates that SXRV.DE experiences smaller price fluctuations and is considered to be less risky than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRV.DEIITU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

6.77%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.98%

14.72%

-3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

20.14%

-4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

22.65%

-2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

21.76%

-2.11%

SXRV.DE vs. IITU.L - Expense Ratio Comparison

SXRV.DE has a 0.36% expense ratio, which is higher than IITU.L's 0.15% expense ratio.


Dividends

SXRV.DE vs. IITU.L - Dividend Comparison

Neither SXRV.DE nor IITU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, SXRV.DE and IITU.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IITU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IITU.L is cheaper with a 0.15% expense ratio, compared with 0.36% for SXRV.DE.

SXRV.DE is categorized as Nasdaq-100, while IITU.L is Technology Equities. SXRV.DE tracks NASDAQ-100 Index, while IITU.L tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.36% for SXRV.DE and 0.15% for IITU.L.

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