ZA30.DE vs. SXRV.DE
ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - ZA30.DE is a S&P 500 fund tracking the S&P 500 ESG, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 3 years, ZA30.DE returned 18.54%/yr vs 24.53%/yr for SXRV.DE. Their correlation of 0.91 suggests significant overlap in exposure. ZA30.DE charges 0.07%/yr vs 0.36%/yr for SXRV.DE.
Performance
ZA30.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZA30.DE achieves a 11.16% return, which is significantly lower than SXRV.DE's 20.57% return.
ZA30.DE
- 1D
- 0.60%
- 1M
- 4.14%
- YTD
- 11.16%
- 6M
- 11.11%
- 1Y
- 28.45%
- 3Y*
- 18.54%
- 5Y*
- —
- 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%
ZA30.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 11.16% | 5.34% | 31.19% | 24.10% | -5.78% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -13.30% |
Correlation
The correlation between ZA30.DE and SXRV.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.91 |
The correlation between ZA30.DE and SXRV.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
ZA30.DE vs. SXRV.DE — Risk / Return Rank
ZA30.DE
SXRV.DE
ZA30.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.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.
| ZA30.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.42 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 3.75 | +0.37 |
| Martin ratioReturn relative to average drawdown | 15.63 | 11.16 | +4.47 |
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
| ZA30.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.40 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.18 | 0.91 | +0.27 |
Drawdowns
ZA30.DE vs. SXRV.DE - Drawdown Comparison
The maximum ZA30.DE drawdown since its inception was -23.45%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for ZA30.DE and SXRV.DE.
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Drawdown Indicators
| ZA30.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.45% | -32.80% | +9.35% |
Max Drawdown (1Y)Largest decline over 1 year | -6.91% | -10.03% | +3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -23.45% | -26.69% | +3.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -6.56% | +3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 3.38% | -1.55% |
Volatility
ZA30.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) is 2.73%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that ZA30.DE experiences smaller price fluctuations and is considered to be less risky 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
| ZA30.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 4.26% | -1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 10.98% | -3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 15.67% | -4.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 19.84% | -5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 19.65% | -5.27% |
ZA30.DE vs. SXRV.DE - Expense Ratio Comparison
ZA30.DE has a 0.07% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
ZA30.DE vs. SXRV.DE - Dividend Comparison
Neither ZA30.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
ZA30.DE and SXRV.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.36% for SXRV.DE.
ZA30.DE is categorized as S&P 500, while SXRV.DE is Nasdaq-100. ZA30.DE tracks S&P 500 ESG, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.07% for ZA30.DE and 0.36% for SXRV.DE.
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