SXRV.DE vs. N1ES.DE
SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and N1ES.DE (Invesco Nasdaq-100 ESG UCITS ETF Acc) are both Nasdaq-100 funds - SXRV.DE tracks the NASDAQ-100 Index while N1ES.DE tracks the Nasdaq 100® ESG. Both are passively managed. Over the past 3 years, SXRV.DE returned 24.53%/yr vs 25.46%/yr for N1ES.DE. With a 0.99 correlation, they move nearly in lockstep. SXRV.DE charges 0.36%/yr vs 0.25%/yr for N1ES.DE.
Performance
SXRV.DE vs. N1ES.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SXRV.DE having a 20.57% return and N1ES.DE slightly higher at 21.31%.
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%
N1ES.DE
- 1D
- -0.74%
- 1M
- 8.84%
- YTD
- 21.31%
- 6M
- 19.74%
- 1Y
- 39.34%
- 3Y*
- 25.46%
- 5Y*
- —
- 10Y*
- —
SXRV.DE vs. N1ES.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 8.08% |
N1ES.DE Invesco Nasdaq-100 ESG UCITS ETF Acc | 21.31% | 8.26% | 33.55% | 51.62% | -29.13% | 9.35% |
Correlation
The correlation between SXRV.DE and N1ES.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2021 | 0.99 |
The correlation between SXRV.DE and N1ES.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
SXRV.DE vs. N1ES.DE — Risk / Return Rank
SXRV.DE
N1ES.DE
SXRV.DE vs. N1ES.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 Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.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 | N1ES.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.42 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 3.69 | +0.06 |
| Martin ratioReturn relative to average drawdown | 11.16 | 10.62 | +0.54 |
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 | N1ES.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.42 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.81 | +0.09 |
Drawdowns
SXRV.DE vs. N1ES.DE - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -32.80%, which is greater than N1ES.DE's maximum drawdown of -29.96%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and N1ES.DE.
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Drawdown Indicators
| SXRV.DE | N1ES.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.80% | -29.96% | -2.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -10.86% | +0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -26.65% | -0.04% |
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 | -0.83% | -0.74% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -6.56% | -8.51% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.78% | -0.40% |
Volatility
SXRV.DE vs. N1ES.DE - Volatility Comparison
The current volatility for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) is 4.26%, while Invesco Nasdaq-100 ESG UCITS ETF Acc (N1ES.DE) has a volatility of 4.64%. This indicates that SXRV.DE experiences smaller price fluctuations and is considered to be less risky than N1ES.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 | N1ES.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 4.64% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 11.63% | -0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.67% | 16.59% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 20.73% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 20.73% | -1.08% |
SXRV.DE vs. N1ES.DE - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is higher than N1ES.DE's 0.25% expense ratio.
Dividends
SXRV.DE vs. N1ES.DE - Dividend Comparison
Neither SXRV.DE nor N1ES.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.99, SXRV.DE and N1ES.DE 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, N1ES.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
N1ES.DE is cheaper with a 0.25% expense ratio, compared with 0.36% for SXRV.DE.
SXRV.DE tracks NASDAQ-100 Index, while N1ES.DE tracks Nasdaq 100® ESG. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.36% for SXRV.DE and 0.25% for N1ES.DE.
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