SXRV.DE vs. IS3R.DE
SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) are both exchange-traded funds - SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, SXRV.DE returned 21.19%/yr vs 15.43%/yr for IS3R.DE. Their correlation of 0.84 suggests significant overlap in exposure. SXRV.DE charges 0.36%/yr vs 0.25%/yr for IS3R.DE.
Performance
SXRV.DE vs. IS3R.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 lower than IS3R.DE's 23.73% return. Over the past 10 years, SXRV.DE has outperformed IS3R.DE with an annualized return of 21.19%, while IS3R.DE has yielded a comparatively lower 15.43% annualized 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%
IS3R.DE
- 1D
- 3.45%
- 1M
- 4.33%
- YTD
- 23.73%
- 6M
- 26.24%
- 1Y
- 35.47%
- 3Y*
- 25.94%
- 5Y*
- 14.78%
- 10Y*
- 15.43%
SXRV.DE vs. IS3R.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 18.32% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 23.73% | 8.37% | 37.95% | 8.09% | -13.60% | 24.52% | 16.42% | 31.46% | 0.29% | 16.07% |
Correlation
The correlation between SXRV.DE and IS3R.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.84 |
The correlation between SXRV.DE and IS3R.DE has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.
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Return for Risk
SXRV.DE vs. IS3R.DE — Risk / Return Rank
SXRV.DE
IS3R.DE
SXRV.DE vs. IS3R.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 Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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 | IS3R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.36 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 3.89 | -0.33 |
| Martin ratioReturn relative to average drawdown | 10.45 | 14.75 | -4.30 |
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Drawdowns
SXRV.DE vs. IS3R.DE - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -32.80%, which is greater than IS3R.DE's maximum drawdown of -30.76%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and IS3R.DE.
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Drawdown Indicators
| SXRV.DE | IS3R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.80% | -30.76% | -2.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -9.01% | -1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -23.57% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | -23.57% | -7.76% |
Max Drawdown (10Y)Largest decline over 10 years | -31.33% | -30.76% | -0.57% |
Current DrawdownCurrent decline from peak | -2.68% | -0.02% | -2.66% |
Average DrawdownAverage peak-to-trough decline | -6.50% | -7.19% | +0.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.38% | +1.04% |
Volatility
SXRV.DE vs. IS3R.DE - Volatility Comparison
The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) is 5.34%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a volatility of 6.79%. This indicates that SXRV.DE experiences smaller price fluctuations and is considered to be less risky than IS3R.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 | IS3R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 6.79% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 15.14% | -3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.11% | 17.72% | -1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 17.47% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.66% | 18.09% | +1.57% |
SXRV.DE vs. IS3R.DE - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is higher than IS3R.DE's 0.25% expense ratio.
Dividends
SXRV.DE vs. IS3R.DE - Dividend Comparison
Neither SXRV.DE nor IS3R.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRV.DE and IS3R.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3R.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3R.DE is cheaper with a 0.25% expense ratio, compared with 0.36% for SXRV.DE.
SXRV.DE is categorized as Nasdaq-100, while IS3R.DE is Momentum. SXRV.DE tracks NASDAQ-100 Index, while IS3R.DE tracks MSCI World Momentum Index. Their fees differ too: 0.36% for SXRV.DE and 0.25% for IS3R.DE.
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