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SXRW.DE vs. XBLC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRW.DE vs. XBLC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXRW.DE achieves a 7.72% return, which is significantly higher than XBLC.L's 1.01% return.


SXRW.DE

1D
-0.30%
1M
3.56%
YTD
7.72%
6M
10.52%
1Y
20.05%
3Y*
14.43%
5Y*
11.47%
10Y*
8.60%

XBLC.L

1D
0.27%
1M
1.30%
YTD
1.01%
6M
1.22%
1Y
2.47%
3Y*
4.76%
5Y*
0.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRW.DE vs. XBLC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRW.DE
iShares Core FTSE 100 UCITS ETF GBP (Acc)
7.72%20.63%13.57%10.46%-1.47%24.81%-15.42%25.18%-10.61%6.64%
XBLC.L
Xtrackers II EUR Corporate Bond UCITS ETF 1C
1.01%2.95%4.36%7.50%-13.29%-1.05%2.52%6.28%-1.53%0.63%

Correlation

The correlation between SXRW.DE and XBLC.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

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

0.36

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

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2017

0.25

Over the past year, SXRW.DE and XBLC.L have become more correlated (0.46) than their long-term average of 0.25, meaning their price movements have been converging.

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Return for Risk

SXRW.DE vs. XBLC.L — Risk / Return Rank

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

SXRW.DE
SXRW.DE Risk / Return Rank: 5353
Overall Rank
SXRW.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SXRW.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
SXRW.DE Omega Ratio Rank: 5151
Omega Ratio Rank
SXRW.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
SXRW.DE Martin Ratio Rank: 5757
Martin Ratio Rank

XBLC.L
XBLC.L Risk / Return Rank: 2323
Overall Rank
XBLC.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XBLC.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XBLC.L Omega Ratio Rank: 2424
Omega Ratio Rank
XBLC.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
XBLC.L Martin Ratio Rank: 2525
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.

SXRW.DE vs. XBLC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.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.


SXRW.DEXBLC.LDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.30

1.16

+0.14

Calmar ratioReturn relative to maximum drawdown

2.53

0.92

+1.60

Martin ratioReturn relative to average drawdown

9.23

3.15

+6.08

SXRW.DE vs. XBLC.L - Sharpe Ratio Comparison

The current SXRW.DE Sharpe Ratio is 1.63, which is higher than the XBLC.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of SXRW.DE and XBLC.L, 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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Drawdowns

SXRW.DE vs. XBLC.L - Drawdown Comparison

The maximum SXRW.DE drawdown since its inception was -40.31%, which is greater than XBLC.L's maximum drawdown of -17.18%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and XBLC.L.


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Drawdown Indicators


SXRW.DEXBLC.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.31%

-17.18%

-23.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-2.67%

-5.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.86%

-2.67%

-14.19%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-17.18%

+0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-40.31%

Current Drawdown

Current decline from peak

-1.63%

-0.60%

-1.03%

Average Drawdown

Average peak-to-trough decline

-6.02%

-4.49%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

0.78%

+1.37%

Volatility

SXRW.DE vs. XBLC.L - Volatility Comparison

iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a higher volatility of 3.63% compared to Xtrackers II EUR Corporate Bond UCITS ETF 1C (XBLC.L) at 1.08%. This indicates that SXRW.DE's price experiences larger fluctuations and is considered to be riskier than XBLC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRW.DEXBLC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

1.08%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

2.66%

+7.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.24%

3.01%

+9.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

4.39%

+9.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

4.70%

+12.19%

SXRW.DE vs. XBLC.L - Expense Ratio Comparison

SXRW.DE has a 0.07% expense ratio, which is lower than XBLC.L's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SXRW.DE vs. XBLC.L - Dividend Comparison

Neither SXRW.DE nor XBLC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXRW.DE and XBLC.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for XBLC.L.

SXRW.DE is categorized as Europe Equities, while XBLC.L is European Corporate Bonds. SXRW.DE tracks FTSE 100, while XBLC.L tracks Bloomberg Euro Corp TR EUR. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for SXRW.DE and 0.12% for XBLC.L.

Portfolio Optimizer

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