SXRV.DE vs. SPYE.DE
SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) and SPYE.DE (SPDR MSCI Europe UCITS ETF) are both exchange-traded funds - SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while SPYE.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 10 years, SXRV.DE returned 21.19%/yr vs 9.95%/yr for SPYE.DE. A 0.62 correlation means they provide meaningful diversification when combined. SXRV.DE charges 0.36%/yr vs 0.25%/yr for SPYE.DE.
Performance
SXRV.DE vs. SPYE.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 SPYE.DE's 9.23% return. Over the past 10 years, SXRV.DE has outperformed SPYE.DE with an annualized return of 21.19%, while SPYE.DE has yielded a comparatively lower 9.95% 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%
SPYE.DE
- 1D
- 1.76%
- 1M
- 3.41%
- YTD
- 9.23%
- 6M
- 11.81%
- 1Y
- 19.38%
- 3Y*
- 13.98%
- 5Y*
- 9.92%
- 10Y*
- 9.95%
SXRV.DE vs. SPYE.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% |
SPYE.DE SPDR MSCI Europe UCITS ETF | 9.23% | 20.32% | 8.24% | 15.50% | -9.42% | 25.11% | -3.25% | 27.31% | -10.83% | 10.49% |
Correlation
The correlation between SXRV.DE and SPYE.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | 0.62 |
The correlation between SXRV.DE and SPYE.DE shifts across timeframes, from 0.50 (3 years) to 0.62 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRV.DE vs. SPYE.DE — Risk / Return Rank
SXRV.DE
SPYE.DE
SXRV.DE vs. SPYE.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 MSCI Europe UCITS ETF (SPYE.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 | SPYE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.26 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 1.92 | +1.64 |
| Martin ratioReturn relative to average drawdown | 10.45 | 7.17 | +3.27 |
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Drawdowns
SXRV.DE vs. SPYE.DE - Drawdown Comparison
The maximum SXRV.DE drawdown since its inception was -32.80%, smaller than the maximum SPYE.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and SPYE.DE.
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Drawdown Indicators
| SXRV.DE | SPYE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.80% | -35.54% | +2.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.03% | -9.45% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -26.69% | -16.65% | -10.04% |
Max Drawdown (5Y)Largest decline over 5 years | -31.33% | -19.53% | -11.80% |
Max Drawdown (10Y)Largest decline over 10 years | -31.33% | -35.54% | +4.21% |
Current DrawdownCurrent decline from peak | -2.68% | -0.05% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -6.50% | -5.49% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.54% | +0.88% |
Volatility
SXRV.DE vs. SPYE.DE - Volatility Comparison
iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a higher volatility of 5.34% compared to SPDR MSCI Europe UCITS ETF (SPYE.DE) at 4.17%. This indicates that SXRV.DE's price experiences larger fluctuations and is considered to be riskier than SPYE.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 | SPYE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 4.17% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 10.79% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.11% | 13.03% | +3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 14.33% | +5.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.66% | 15.67% | +3.99% |
SXRV.DE vs. SPYE.DE - Expense Ratio Comparison
SXRV.DE has a 0.36% expense ratio, which is higher than SPYE.DE's 0.25% expense ratio.
Dividends
SXRV.DE vs. SPYE.DE - Dividend Comparison
Neither SXRV.DE nor SPYE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRV.DE and SPYE.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYE.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYE.DE is cheaper with a 0.25% expense ratio, compared with 0.36% for SXRV.DE.
SXRV.DE is categorized as Nasdaq-100, while SPYE.DE is Europe Equities. SXRV.DE tracks NASDAQ-100 Index, while SPYE.DE tracks MSCI Europe. They also come from different issuers: iShares and State Street. Their fees differ too: 0.36% for SXRV.DE and 0.25% for SPYE.DE.
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