SXRY.DE vs. SXRV.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - SXRY.DE is a Europe Equities fund tracking the FTSE MIB, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, SXRY.DE returned 15.00%/yr vs 21.24%/yr for SXRV.DE. At a 0.46 correlation, their price movements are largely independent. SXRY.DE charges 0.33%/yr vs 0.36%/yr for SXRV.DE.
Performance
SXRY.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRY.DE achieves a 14.40% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, SXRY.DE has underperformed SXRV.DE with an annualized return of 15.00%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
SXRY.DE
- 1D
- 0.28%
- 1M
- 4.91%
- YTD
- 14.40%
- 6M
- 18.22%
- 1Y
- 30.76%
- 3Y*
- 28.94%
- 5Y*
- 19.74%
- 10Y*
- 15.00%
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
SXRY.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 14.40% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between SXRY.DE and SXRV.DE 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 | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 10, 2010 | 0.46 |
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Return for Risk
SXRY.DE vs. SXRV.DE — Risk / Return Rank
SXRY.DE
SXRV.DE
SXRY.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.
| SXRY.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.42 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 3.75 | -0.59 |
| Martin ratioReturn relative to average drawdown | 11.35 | 11.16 | +0.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRY.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.40 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.93 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 1.07 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.91 | -0.53 |
Drawdowns
SXRY.DE vs. SXRV.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and SXRV.DE.
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Drawdown Indicators
| SXRY.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -32.80% | -10.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -10.03% | +0.34% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -26.69% | +9.08% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -31.33% | +6.33% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | -31.33% | -9.48% |
Current DrawdownCurrent decline from peak | -0.76% | -0.83% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -6.56% | -5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 3.38% | -0.68% |
Volatility
SXRY.DE vs. SXRV.DE - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 4.82% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRY.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.26% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 10.98% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 15.67% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 19.84% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 19.65% | +0.53% |
SXRY.DE vs. SXRV.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
SXRY.DE vs. SXRV.DE - Dividend Comparison
Neither SXRY.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and SXRV.DE 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, SXRY.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRY.DE is cheaper with a 0.33% expense ratio, compared with 0.36% for SXRV.DE.
SXRY.DE is categorized as Europe Equities, while SXRV.DE is Nasdaq-100. SXRY.DE tracks FTSE MIB, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.33% for SXRY.DE and 0.36% for SXRV.DE.
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