SXRV.DE vs. SPY5.DE
SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and SPY5.DE (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while SPY5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SXRV.DE returned 21.19%/yr vs 14.78%/yr for SPY5.DE. Their correlation of 0.91 suggests significant overlap in exposure. SXRV.DE charges 0.36%/yr vs 0.03%/yr for SPY5.DE.
Performance
SXRV.DE vs. SPY5.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 SPY5.DE's 9.95% return. Over the past 10 years, SXRV.DE has outperformed SPY5.DE with an annualized return of 21.19%, while SPY5.DE has yielded a comparatively lower 14.78% 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%
SPY5.DE
- 1D
- 1.56%
- 1M
- 0.08%
- YTD
- 9.95%
- 6M
- 10.78%
- 1Y
- 24.88%
- 3Y*
- 17.96%
- 5Y*
- 14.23%
- 10Y*
- 14.78%
SXRV.DE vs. SPY5.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% |
SPY5.DE SPDR S&P 500 UCITS ETF | 9.95% | 4.75% | 32.36% | 22.42% | -14.24% | 40.60% | 6.73% | 34.44% | -1.62% | 6.69% |
Correlation
The correlation between SXRV.DE and SPY5.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2012 | 0.91 |
The correlation between SXRV.DE and SPY5.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
SXRV.DE vs. SPY5.DE — Risk / Return Rank
SXRV.DE
SPY5.DE
SXRV.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 3.41 | +0.14 |
| Martin ratioReturn relative to average drawdown | 10.45 | 12.10 | -1.65 |
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Drawdowns
SXRV.DE vs. SPY5.DE - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -32.80%, roughly equal to the maximum SPY5.DE drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and SPY5.DE.
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Drawdown Indicators
| SXRV.DE | SPY5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.80% | -33.86% | +1.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -7.15% | -2.88% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -23.34% | -3.35% |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | -23.34% | -7.99% |
Max Drawdown (10Y)Largest decline over 10 years | -31.33% | -33.86% | +2.53% |
Current DrawdownCurrent decline from peak | -2.68% | -1.74% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -6.50% | -3.92% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.02% | +1.40% |
Volatility
SXRV.DE vs. SPY5.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a higher volatility of 5.34% compared to SPDR S&P 500 UCITS ETF (SPY5.DE) at 3.08%. This indicates that SXRV.DE's price experiences larger fluctuations and is considered to be riskier than SPY5.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 | SPY5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 3.08% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 7.88% | +3.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.11% | 11.75% | +4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 15.21% | +4.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.66% | 16.08% | +3.58% |
SXRV.DE vs. SPY5.DE - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is higher than SPY5.DE's 0.03% expense ratio.
Dividends
SXRV.DE vs. SPY5.DE - Dividend Comparison
SXRV.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 0.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.DE SPDR S&P 500 UCITS ETF | 0.90% | 0.99% | 1.03% | 1.22% | 1.42% | 0.95% | 1.37% | 1.43% | 1.28% | 1.59% | 1.57% | 1.69% |
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
With a correlation of 0.93, SXRV.DE and SPY5.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, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.36% for SXRV.DE.
SXRV.DE is categorized as Nasdaq-100, while SPY5.DE is S&P 500. SXRV.DE tracks NASDAQ-100 Index, while SPY5.DE tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.36% for SXRV.DE and 0.03% for SPY5.DE.
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