SXRV.DE vs. SPY5.L
SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and SPY5.L (State Street 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.L is a S&P 500 fund tracking the S&P 500. Both are passively managed. Over the past 10 years, SXRV.DE returned 21.19%/yr vs 14.87%/yr for SPY5.L. Their correlation of 0.84 suggests significant overlap in exposure. SXRV.DE charges 0.36%/yr vs 0.09%/yr for SPY5.L.
Performance
SXRV.DE vs. SPY5.L - Performance Comparison
Loading charts...
Different Trading Currencies
SXRV.DE is traded in EUR, while SPY5.L is traded in USD. To make them comparable, the SPY5.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 18.32% return, which is significantly higher than SPY5.L's 10.28% return. Over the past 10 years, SXRV.DE has outperformed SPY5.L with an annualized return of 21.19%, while SPY5.L has yielded a comparatively lower 14.87% 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.L
- 1D
- 2.39%
- 1M
- 0.26%
- YTD
- 10.28%
- 6M
- 11.40%
- 1Y
- 24.98%
- 3Y*
- 18.07%
- 5Y*
- 14.31%
- 10Y*
- 14.87%
SXRV.DE vs. SPY5.L - 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.L State Street SPDR S&P 500 UCITS ETF | 10.28% | 3.49% | 33.64% | 22.84% | -13.64% | 38.95% | 7.83% | 33.37% | -1.02% | 6.64% |
Correlation
The correlation between SXRV.DE and SPY5.L is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2012 | 0.84 |
The correlation between SXRV.DE and SPY5.L has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXRV.DE vs. SPY5.L — Risk / Return Rank
SXRV.DE
SPY5.L
SXRV.DE vs. SPY5.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 State Street SPDR S&P 500 UCITS ETF (SPY5.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.
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.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 3.53 | +0.03 |
| Martin ratioReturn relative to average drawdown | 10.45 | 11.98 | -1.53 |
Loading charts...
Drawdowns
SXRV.DE vs. SPY5.L - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -32.80%, roughly equal to the maximum SPY5.L drawdown of -33.39%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and SPY5.L.
Loading charts...
Drawdown Indicators
| SXRV.DE | SPY5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.80% | -33.39% | +0.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -7.04% | -2.99% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -22.49% | -4.20% |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | -22.49% | -8.84% |
Max Drawdown (10Y)Largest decline over 10 years | -31.33% | -33.39% | +2.06% |
Current DrawdownCurrent decline from peak | -2.68% | -1.56% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -6.50% | -3.99% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.08% | +1.34% |
Volatility
SXRV.DE vs. SPY5.L - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a higher volatility of 5.34% compared to State Street SPDR S&P 500 UCITS ETF (SPY5.L) at 4.20%. This indicates that SXRV.DE's price experiences larger fluctuations and is considered to be riskier than SPY5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRV.DE | SPY5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 4.20% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 9.09% | +2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.11% | 12.68% | +3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 15.95% | +3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.66% | 16.69% | +2.97% |
SXRV.DE vs. SPY5.L - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is higher than SPY5.L's 0.09% expense ratio.
Dividends
SXRV.DE vs. SPY5.L - Dividend Comparison
SXRV.DE has not paid dividends to shareholders, while SPY5.L'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.L State Street SPDR S&P 500 UCITS ETF | 0.90% | 0.97% | 1.06% | 1.19% | 1.40% | 0.99% | 1.28% | 1.44% | 1.77% | 1.51% | 1.64% | 1.73% |
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
SXRV.DE and SPY5.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.L is cheaper with a 0.09% expense ratio, compared with 0.36% for SXRV.DE.
SXRV.DE is categorized as Nasdaq-100, while SPY5.L is S&P 500. SXRV.DE tracks NASDAQ-100 Index, while SPY5.L tracks S&P 500. They also come from different issuers: iShares and State Street. Their fees differ too: 0.36% for SXRV.DE and 0.09% for SPY5.L.
Find the right allocation for SXRV.DE and SPY5.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer