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USVN vs. SXRM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USVN vs. SXRM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 7 Year Note ETF (USVN) and iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USVN achieves a -0.58% return, which is significantly higher than SXRM.DE's -0.65% return.


USVN

1D
0.12%
1M
-0.16%
YTD
-0.58%
6M
-0.69%
1Y
3.03%
3Y*
2.73%
5Y*
10Y*

SXRM.DE

1D
0.24%
1M
-0.05%
YTD
-0.65%
6M
-0.61%
1Y
3.80%
3Y*
2.71%
5Y*
-0.94%
10Y*
0.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USVN vs. SXRM.DE - Yearly Performance Comparison


2026 (YTD)202520242023
USVN
US Treasury 7 Year Note ETF
-0.58%7.66%0.03%0.67%
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
-0.65%8.56%-0.51%0.41%

Correlation

The correlation between USVN and SXRM.DE is 0.74, 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

0.74

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

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2023

0.79

The correlation between USVN and SXRM.DE has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.

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Return for Risk

USVN vs. SXRM.DE — Risk / Return Rank

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

USVN
USVN Risk / Return Rank: 2121
Overall Rank
USVN Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
USVN Sortino Ratio Rank: 2121
Sortino Ratio Rank
USVN Omega Ratio Rank: 2020
Omega Ratio Rank
USVN Calmar Ratio Rank: 2020
Calmar Ratio Rank
USVN Martin Ratio Rank: 2121
Martin Ratio Rank

SXRM.DE
SXRM.DE Risk / Return Rank: 2323
Overall Rank
SXRM.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SXRM.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SXRM.DE Omega Ratio Rank: 2222
Omega Ratio Rank
SXRM.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
SXRM.DE Martin Ratio Rank: 2323
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.

USVN vs. SXRM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 7 Year Note ETF (USVN) 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.


USVNSXRM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.12

1.14

-0.02

Calmar ratioReturn relative to maximum drawdown

0.83

0.94

-0.12

Martin ratioReturn relative to average drawdown

2.44

2.93

-0.49

USVN vs. SXRM.DE - Sharpe Ratio Comparison

The current USVN Sharpe Ratio is 0.72, which is comparable to the SXRM.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of USVN and SXRM.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


USVNSXRM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.82

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.24

+0.17

Drawdowns

USVN vs. SXRM.DE - Drawdown Comparison

The maximum USVN drawdown since its inception was -8.27%, smaller than the maximum SXRM.DE drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for USVN and SXRM.DE.


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Drawdown Indicators


USVNSXRM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.27%

-23.31%

+15.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-4.02%

+0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-5.87%

-7.24%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.90%

Max Drawdown (10Y)

Largest decline over 10 years

-23.31%

Current Drawdown

Current decline from peak

-2.55%

-10.40%

+7.85%

Average Drawdown

Average peak-to-trough decline

-2.34%

-6.91%

+4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

1.29%

-0.04%

Volatility

USVN vs. SXRM.DE - Volatility Comparison

The current volatility for US Treasury 7 Year Note ETF (USVN) is 1.37%, while iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) (SXRM.DE) has a volatility of 1.83%. This indicates that USVN 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


USVNSXRM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.83%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

3.40%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

4.64%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.78%

7.37%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.78%

6.30%

-0.52%

USVN vs. SXRM.DE - Expense Ratio Comparison

USVN 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

USVN vs. SXRM.DE - Dividend Comparison

USVN's dividend yield for the trailing twelve months is around 3.74%, while SXRM.DE has not paid dividends to shareholders.


PositionTTM202520242023
SXRM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
0.00%0.00%0.00%0.00%
USVN
US Treasury 7 Year Note ETF
3.74%3.81%4.07%2.91%

Frequently Asked Questions


USVN and SXRM.DE have a correlation of 0.74, 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 USVN.

USVN tracks ICE BofA Current 7-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 USVN and 0.07% for SXRM.DE.

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