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SXRV.DE vs. XNAS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRV.DE vs. XNAS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SXRV.DE having a 20.57% return and XNAS.DE slightly lower at 20.53%.


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%

XNAS.DE

1D
-0.83%
1M
7.97%
YTD
20.53%
6M
18.71%
1Y
37.14%
3Y*
24.64%
5Y*
18.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRV.DE vs. XNAS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.57%6.98%33.55%51.19%-30.05%33.38%
XNAS.DE
Xtrackers Nasdaq 100 UCITS ETF 1C
20.53%7.11%33.75%51.36%-29.99%33.56%

Correlation

The correlation between SXRV.DE and XNAS.DE is 1.00 - 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

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2021

1.00

The correlation between SXRV.DE and XNAS.DE has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

SXRV.DE vs. XNAS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXRV.DE
SXRV.DE Risk / Return Rank: 7171
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7171
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6363
Martin Ratio Rank

XNAS.DE
XNAS.DE Risk / Return Rank: 7171
Overall Rank
XNAS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XNAS.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
XNAS.DE Omega Ratio Rank: 7171
Omega Ratio Rank
XNAS.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
XNAS.DE Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXRV.DE vs. XNAS.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 Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.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.DEXNAS.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.42

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

3.75

3.77

-0.02

Martin ratioReturn relative to average drawdown

11.16

11.16

0.00

SXRV.DE vs. XNAS.DE - Sharpe Ratio Comparison

The current SXRV.DE Sharpe Ratio is 2.40, which is comparable to the XNAS.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of SXRV.DE and XNAS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXRV.DEXNAS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.40

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.93

0.00

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

0.91

0.00

Drawdowns

SXRV.DE vs. XNAS.DE - Drawdown Comparison

The maximum SXRV.DE drawdown since its inception was -32.80%, roughly equal to the maximum XNAS.DE drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and XNAS.DE.


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Drawdown Indicators


SXRV.DEXNAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.80%

-31.25%

-1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-10.03%

-10.00%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-26.69%

-26.72%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-31.33%

-31.25%

-0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-31.33%

Current Drawdown

Current decline from peak

-0.83%

-0.83%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.56%

-7.83%

+1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.38%

0.00%

Volatility

SXRV.DE vs. XNAS.DE - Volatility Comparison

iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) and Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) have volatilities of 4.26% and 4.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRV.DEXNAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

4.31%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.98%

10.91%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

15.71%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

19.88%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

19.84%

-0.19%

SXRV.DE vs. XNAS.DE - Expense Ratio Comparison

SXRV.DE has a 0.36% expense ratio, which is higher than XNAS.DE's 0.20% expense ratio.


Dividends

SXRV.DE vs. XNAS.DE - Dividend Comparison

Neither SXRV.DE nor XNAS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, SXRV.DE and XNAS.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, XNAS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNAS.DE is cheaper with a 0.20% expense ratio, compared with 0.36% for SXRV.DE.

SXRV.DE tracks NASDAQ-100 Index, while XNAS.DE tracks Nasdaq 100®. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.36% for SXRV.DE and 0.20% for XNAS.DE.

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