VGEK.DE vs. SXRV.DE
VGEK.DE (Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - VGEK.DE is a Asia Pacific Equities fund tracking the FTSE Developed Asia Pacific ex Japan, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, VGEK.DE returned 12.83%/yr vs 18.67%/yr for SXRV.DE. A 0.60 correlation means they provide meaningful diversification when combined. VGEK.DE charges 0.15%/yr vs 0.36%/yr for SXRV.DE.
Performance
VGEK.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGEK.DE achieves a 49.52% return, which is significantly higher than SXRV.DE's 20.57% return.
VGEK.DE
- 1D
- -3.21%
- 1M
- 6.68%
- YTD
- 49.52%
- 6M
- 54.00%
- 1Y
- 77.62%
- 3Y*
- 24.83%
- 5Y*
- 12.83%
- 10Y*
- —
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%
VGEK.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VGEK.DE Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating | 49.52% | 25.03% | 1.02% | 6.43% | -7.37% | 9.39% | 8.22% | 6.27% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 10.88% |
Correlation
The correlation between VGEK.DE and SXRV.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.60 |
The correlation between VGEK.DE and SXRV.DE has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.
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Return for Risk
VGEK.DE vs. SXRV.DE — Risk / Return Rank
VGEK.DE
SXRV.DE
VGEK.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.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.
| VGEK.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.66 | 1.42 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 6.17 | 3.75 | +2.42 |
| Martin ratioReturn relative to average drawdown | 24.03 | 11.16 | +12.87 |
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
| VGEK.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.77 | 2.40 | +1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.93 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.91 | -0.22 |
Drawdowns
VGEK.DE vs. SXRV.DE - Drawdown Comparison
The maximum VGEK.DE drawdown since its inception was -36.64%, 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 VGEK.DE and SXRV.DE.
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Drawdown Indicators
| VGEK.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.64% | -32.80% | -3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -10.03% | -2.85% |
Max Drawdown (3Y)Largest decline over 3 years | -19.68% | -26.69% | +7.01% |
Max Drawdown (5Y)Largest decline over 5 years | -19.68% | -31.33% | +11.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | -3.76% | -0.83% | -2.93% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -6.56% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 3.38% | -0.06% |
Volatility
VGEK.DE vs. SXRV.DE - Volatility Comparison
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) has a higher volatility of 10.20% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that VGEK.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
| VGEK.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | 4.26% | +5.94% |
Volatility (6M)Calculated over the trailing 6-month period | 18.52% | 10.98% | +7.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.09% | 15.67% | +5.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 19.84% | -3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 19.65% | -0.05% |
VGEK.DE vs. SXRV.DE - Expense Ratio Comparison
VGEK.DE has a 0.15% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
VGEK.DE vs. SXRV.DE - Dividend Comparison
Neither VGEK.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
VGEK.DE and SXRV.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGEK.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGEK.DE is cheaper with a 0.15% expense ratio, compared with 0.36% for SXRV.DE.
VGEK.DE is categorized as Asia Pacific Equities, while SXRV.DE is Nasdaq-100. VGEK.DE tracks FTSE Developed Asia Pacific ex Japan, while SXRV.DE tracks NASDAQ-100 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for VGEK.DE and 0.36% for SXRV.DE.
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