UFIV vs. SXRM.DE
UFIV (F/m US Treasury 5 Year Note ETF) and SXRM.DE (iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)) are both Government Bonds funds - UFIV tracks the ICE BofA Current 5-Year US Treasury Index - Benchmark TR Gross while SXRM.DE tracks the ICE US Treasury 7-10 Year. Both are passively managed. Over the past 3 years, UFIV returned 3.39%/yr vs 2.95%/yr for SXRM.DE. A 0.76 correlation means they provide meaningful diversification when combined. UFIV charges 0.15%/yr vs 0.07%/yr for SXRM.DE.
Performance
UFIV vs. SXRM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UFIV achieves a -0.46% return, which is significantly higher than SXRM.DE's -0.59% return.
UFIV
- 1D
- -0.11%
- 1M
- 0.06%
- YTD
- -0.46%
- 6M
- -0.17%
- 1Y
- 2.84%
- 3Y*
- 3.39%
- 5Y*
- —
- 10Y*
- —
SXRM.DE
- 1D
- 0.38%
- 1M
- 0.09%
- YTD
- -0.59%
- 6M
- 0.05%
- 1Y
- 4.19%
- 3Y*
- 2.95%
- 5Y*
- -1.07%
- 10Y*
- 0.67%
UFIV vs. SXRM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
UFIV F/m US Treasury 5 Year Note ETF | -0.46% | 6.89% | 1.09% | 1.80% |
SXRM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) | -0.59% | 8.56% | -0.51% | -0.02% |
Correlation
The correlation between UFIV and SXRM.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2023 | 0.76 |
The correlation between UFIV and SXRM.DE has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.
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Return for Risk
UFIV vs. SXRM.DE — Risk / Return Rank
UFIV
SXRM.DE
UFIV vs. SXRM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F/m US Treasury 5 Year Note ETF (UFIV) and iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.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.
| UFIV | SXRM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.14 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 0.93 | +0.06 |
| Martin ratioReturn relative to average drawdown | 2.76 | 2.74 | +0.02 |
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Drawdowns
UFIV vs. SXRM.DE - Drawdown Comparison
The maximum UFIV drawdown since its inception was -5.63%, smaller than the maximum SXRM.DE drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for UFIV and SXRM.DE.
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Drawdown Indicators
| UFIV | SXRM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -23.31% | +17.68% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -4.02% | +1.31% |
Max Drawdown (3Y)Largest decline over 3 years | -4.03% | -7.24% | +3.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.31% | — |
Current DrawdownCurrent decline from peak | -1.94% | -10.34% | +8.40% |
Average DrawdownAverage peak-to-trough decline | -1.56% | -6.45% | +4.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 1.37% | -0.40% |
Volatility
UFIV vs. SXRM.DE - Volatility Comparison
The current volatility for F/m US Treasury 5 Year Note ETF (UFIV) is 1.06%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a volatility of 1.86%. This indicates that UFIV experiences smaller price fluctuations and is considered to be less risky than SXRM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UFIV | SXRM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | 1.86% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 2.28% | 3.41% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.16% | 4.60% | -1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.37% | 7.38% | -3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.37% | 6.30% | -1.93% |
UFIV vs. SXRM.DE - Expense Ratio Comparison
UFIV has a 0.15% expense ratio, which is higher than SXRM.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
UFIV vs. SXRM.DE - Dividend Comparison
UFIV's dividend yield for the trailing twelve months is around 3.57%, while SXRM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
SXRM.DE iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
UFIV F/m US Treasury 5 Year Note ETF | 3.57% | 3.66% | 4.00% | 2.96% |
Frequently Asked Questions
UFIV and SXRM.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRM.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRM.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for UFIV.
UFIV tracks ICE BofA Current 5-Year US Treasury Index - Benchmark TR Gross, while SXRM.DE tracks ICE US Treasury 7-10 Year. They also come from different issuers: US Benchmark Series and iShares. Their fees differ too: 0.15% for UFIV and 0.07% for SXRM.DE.
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