Data Source: from January 1975 to April 2024 (~49 years)
Consolidated Returns as of 30 April 2024
Consolidated Returns as of 30 April 2024
Category: Stocks
iShares Nasdaq 100 (SXRV.DE) ETF
In the last 30 Years, the iShares Nasdaq 100 (SXRV.DE) ETF obtained a 13.62% compound annual return, with a 25.28% standard deviation.
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The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Growth
- Region: North America
- Country: U.S.
- Sector: Technology
- Industry: Broad Technology
Investment Returns as of Apr 30, 2024
The iShares Nasdaq 100 (SXRV.DE) ETF guaranteed the following returns.
Returns are calculated in EUR, assuming:
- no fees or capital gain taxes.
- the adjustment for actual currency exchange rates (simulation derived from original US returns)
ISHARES NASDAQ 100 (SXRV.DE) ETF
Consolidated returns as of 30 April 2024
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Apr 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | May 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~49Y) |
|||
| iShares Nasdaq 100 (SXRV.DE) ETF | n.a. | n.a. | -2.33 | 22.14 | 39.11 | 19.53 | 21.08 | 13.62 | 14.63 | |||
| Returns over 1 year are annualized | Available data source: since Jan 1975 | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
Live update: World Markets and Indexes
Capital Growth as of Apr 30, 2024
An investment of 1€, since May 1994,
now would be worth 46.10€, with a total return of 4510.34% (13.62% annualized).
The Inflation Adjusted Capital now would be 25.09€, with a net total return of 2409.17% (11.34% annualized).
The Inflation Adjusted Capital now would be 25.09€, with a net total return of 2409.17% (11.34% annualized).
An investment of 1€, since January 1975,
now would be worth 840.49€, with a total return of 83948.93% (14.63% annualized).
The Inflation Adjusted Capital now would be 243.07€, with a net total return of 24206.71% (11.78% annualized).
The Inflation Adjusted Capital now would be 243.07€, with a net total return of 24206.71% (11.78% annualized).
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Investment Metrics as of Apr 30, 2024
Metrics of iShares Nasdaq 100 (SXRV.DE) ETF, updated as of 30 April 2024.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the adjustment for actual currency exchange rates (simulation derived from original US returns)
ISHARES NASDAQ 100 (SXRV.DE) ETF
Advanced Metrics
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
Swipe left to see all data
| Metrics as of Apr 30, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~49Y) |
|
| Investment Return (%) | -2.33 | 4.07 | 22.14 | 39.11 | 13.08 | 19.53 | 21.08 | 13.46 | 13.62 | 14.63 |
| Euro Inflation (%) | 0.00 | 1.39 | 0.63 | 1.79 | 5.36 | 3.58 | 2.24 | 2.08 | 2.05 | 2.55 |
| Pending updates, the monthly inflation after Mar 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -5.35 | -30.05 | -30.05 | -30.05 | -43.76 | -81.66 | -81.66 | |||
| Start to Recovery (# months) details | 3 | 23 | 23 | 23 | 35 | 213 | 213 | |||
| Start (yyyy mm) | 2023 09 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 2000 04 | |||
| Start to Bottom (# months) | 2 | 12 | 12 | 12 | 14 | 30 | 30 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 12 | 2022 12 | 2022 12 | 2008 12 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 1 | 11 | 11 | 11 | 21 | 183 | 183 | |||
| End (yyyy mm) | 2023 11 | 2023 11 | 2023 11 | 2023 11 | 2010 09 | 2017 12 | 2017 12 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | ||||||||||
| Start (yyyy mm) | 2023 09 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 2000 04 | |||
| Start to Bottom (# months) | 2 | 12 | 12 | 12 | 14 | 30 | 30 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 12 | 2022 12 | 2022 12 | 2008 12 | 2002 09 | 2002 09 | |||
| Bottom to End (# months) | 1 | 11 | 11 | 11 | 21 | 183 | 183 | |||
| End (yyyy mm) | 2023 11 | 2023 11 | 2023 11 | 2023 11 | 2010 09 | 2017 12 | 2017 12 | |||
| Longest negative period (# months) details | 4 | 23 | 24 | 24 | 87 | 216 | 216 | |||
| Period Start (yyyy mm) | 2023 07 | 2021 12 | 2021 01 | 2021 01 | 2004 06 | 2000 04 | 2000 04 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2022 12 | 2022 12 | 2011 08 | 2018 03 | 2018 03 | |||
| Annualized Return (%) | -7.01 | -2.45 | -1.28 | -1.28 | -0.15 | -0.05 | -0.05 | |||
| Deepest Drawdown Depth (%) | -5.93 | -35.94 | -35.94 | -35.94 | -45.16 | -84.29 | -84.29 | |||
| Start to Recovery (# months) details | 4 | 26 | 26 | 26 | 36 | 236 | 236 | |||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 2000 04 | |||
| Start to Bottom (# months) | 3 | 12 | 12 | 12 | 14 | 105 | 105 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 12 | 2022 12 | 2022 12 | 2008 12 | 2008 12 | 2008 12 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 22 | 131 | 131 | |||
| End (yyyy mm) | 2023 11 | 2024 02 | 2024 02 | 2024 02 | 2010 10 | 2019 11 | 2019 11 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | ||||||||||
| Start (yyyy mm) | 2023 08 | 2022 01 | 2022 01 | 2022 01 | 2007 11 | 2000 04 | 2000 04 | |||
| Start to Bottom (# months) | 3 | 12 | 12 | 12 | 14 | 105 | 105 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 12 | 2022 12 | 2022 12 | 2008 12 | 2008 12 | 2008 12 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 22 | 131 | 131 | |||
| End (yyyy mm) | 2023 11 | 2024 02 | 2024 02 | 2024 02 | 2010 10 | 2019 11 | 2019 11 | |||
| Longest negative period (# months) details | 4 | 28 | 30 | 30 | 90 | 240 | 240 | |||
| Period Start (yyyy mm) | 2023 07 | 2021 07 | 2020 09 | 2020 09 | 2004 06 | 2000 04 | 2000 04 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2023 02 | 2023 02 | 2011 11 | 2020 03 | 2020 03 | |||
| Annualized Return (%) | -9.38 | -1.66 | -0.66 | -0.66 | -0.02 | -0.05 | -0.05 | |||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 14.56 | 20.19 | 18.91 | 17.36 | 18.58 | 25.28 | 24.40 | |||
| Sharpe Ratio | 2.32 | 0.52 | 0.93 | 1.14 | 0.65 | 0.45 | 0.44 | |||
| Sortino Ratio | 3.43 | 0.73 | 1.29 | 1.56 | 0.87 | 0.61 | 0.60 | |||
| Ulcer Index | 1.74 | 12.73 | 10.13 | 8.00 | 12.60 | 47.72 | 37.98 | |||
| Ratio: Return / Standard Deviation | 2.69 | 0.65 | 1.03 | 1.21 | 0.72 | 0.54 | 0.60 | |||
| Ratio: Return / Deepest Drawdown | 7.31 | 0.44 | 0.65 | 0.70 | 0.31 | 0.17 | 0.18 | |||
| % Positive Months details | 75% | 58% | 65% | 70% | 64% | 61% | 59% | |||
| Positive Months | 9 | 21 | 39 | 84 | 154 | 221 | 355 | |||
| Negative Months | 3 | 15 | 21 | 36 | 86 | 139 | 237 | |||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 21.08 | 25.48 | 25.48 | 41.21 | ||||||
| Worst 10 Years Return (%) - Annualized | 6.33 | -11.18 | -11.18 | |||||||
| Best 10 Years Return (%) - Annualized | 18.42 | 23.97 | 23.97 | 37.79 | ||||||
| Worst 10 Years Return (%) - Annualized | 4.33 | -12.92 | -12.92 | |||||||
|
ROLLING PERIODS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 157.13 | 89.44 | 69.14 | 25.48 | 13.58 | 13.62 | ||||
| Worst Rolling Return (%) - Annualized | -68.34 | -41.34 | -24.29 | -11.18 | 1.60 | |||||
| % Positive Periods | 73% | 80% | 76% | 82% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 53.30 | 9.85 | 5.37 | 2.49 | 1.57 | 12.32 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 11.83 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 152.26 | 86.94 | 66.47 | 23.97 | 11.24 | 11.34 | ||||
| Worst Rolling Return (%) - Annualized | -69.02 | -42.69 | -25.91 | -12.92 | -0.05 | |||||
| % Positive Periods | 72% | 77% | 70% | 79% | 99% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 53.30 | 9.85 | 5.37 | 2.49 | 1.57 | 12.32 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 11.83 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Over all the available data source (Jan 1975 - Apr 2024) | ||||||||||
| Best Rolling Return (%) - Annualized | 157.13 | 89.44 | 69.14 | 41.21 | 27.15 | 15.15 | ||||
| Worst Rolling Return (%) - Annualized | -68.34 | -41.34 | -24.29 | -11.18 | 1.60 | 9.02 | ||||
| % Positive Periods | 73% | 85% | 85% | 91% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 53.30 | 9.85 | 5.37 | 2.49 | 1.57 | 7.30 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 6.26 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 152.26 | 86.94 | 66.47 | 37.79 | 23.92 | 12.91 | ||||
| Worst Rolling Return (%) - Annualized | -69.02 | -42.69 | -25.91 | -12.92 | -0.05 | 6.73 | ||||
| % Positive Periods | 71% | 83% | 81% | 89% | 99% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 53.30 | 9.85 | 5.37 | 2.49 | 1.57 | 7.30 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | - | 6.26 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
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Correlations as of Apr 30, 2024
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
Monthly correlations of iShares Nasdaq 100 (SXRV.DE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
ISHARES NASDAQ 100 (SXRV.DE) ETF
Monthly correlations as of 30 April 2024
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| Correlation vs SXRV.DE | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
VTI
|
US Total Stock Market |
0.65
|
0.78
|
0.76
|
0.71
|
0.70
|
|
SPY
|
US Large Cap |
0.64
|
0.78
|
0.76
|
0.69
|
0.68
|
|
IJR
|
US Small Cap |
0.52
|
0.62
|
0.59
|
0.59
|
0.59
|
|
VNQ
|
US REITs |
0.50
|
0.62
|
0.54
|
0.26
|
0.26
|
|
QQQ
|
US Technology |
0.90
|
0.90
|
0.87
|
0.91
|
0.90
|
|
PFF
|
Preferred Stocks |
0.51
|
0.60
|
0.54
|
0.19
|
0.19
|
|
EFA
|
EAFE Stocks |
0.40
|
0.53
|
0.53
|
0.45
|
0.41
|
|
VT
|
World All Countries |
0.56
|
0.69
|
0.67
|
0.59
|
0.57
|
|
EEM
|
Emerging Markets |
0.36
|
0.41
|
0.36
|
0.46
|
0.44
|
|
VGK
|
Europe |
0.35
|
0.51
|
0.49
|
0.44
|
0.42
|
|
VPL
|
Pacific |
0.56
|
0.55
|
0.55
|
0.40
|
0.36
|
|
FLLA
|
Latin America |
0.52
|
0.39
|
0.21
|
0.39
|
0.39
|
|
BND
|
US Total Bond Market |
0.49
|
0.39
|
0.26
|
0.00
|
0.00
|
|
TLT
|
Long Term Treasuries |
0.56
|
0.22
|
0.12
|
-0.10
|
-0.09
|
|
BIL
|
US Cash |
-0.16
|
-0.03
|
-0.04
|
0.01
|
0.00
|
|
TIP
|
TIPS |
0.34
|
0.51
|
0.36
|
0.01
|
0.02
|
|
LQD
|
Invest. Grade Bonds |
0.49
|
0.47
|
0.36
|
0.08
|
0.09
|
|
HYG
|
High Yield Bonds |
0.44
|
0.57
|
0.52
|
0.36
|
0.36
|
|
CWB
|
US Convertible Bonds |
0.68
|
0.73
|
0.69
|
0.62
|
0.62
|
|
BNDX
|
International Bonds |
0.50
|
0.49
|
0.37
|
0.01
|
0.02
|
|
EMB
|
Emerg. Market Bonds |
0.50
|
0.49
|
0.38
|
0.32
|
0.32
|
|
GLD
|
Gold |
-0.22
|
0.04
|
-0.11
|
-0.14
|
-0.13
|
|
DBC
|
Commodities |
-0.44
|
0.12
|
0.07
|
0.07
|
0.07
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
ISHARES NASDAQ 100 (SXRV.DE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
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Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
ISHARES NASDAQ 100 (SXRV.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
If you need a deeper detail about rolling returns, please refer to the iShares Nasdaq 100 (SXRV.DE) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in iShares Nasdaq 100 (SXRV.DE) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns
This section provides a visual/tabular representation of the performance variability in the iShares Nasdaq 100 (SXRV.DE) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ISHARES NASDAQ 100 (SXRV.DE) ETF
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1975 - 30 April 2024 (~49 years)
221 Positive Months (61%) - 139 Negative Months (39%)
355 Positive Months (60%) - 237 Negative Months (40%)
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Investment Returns, up to June 2010, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
Returns are calculated based on the performance of the original US asset, adjusted for actual currency exchange rates.
You can find additional information on extended Data Sources here.
Returns are calculated based on the performance of the original US asset, adjusted for actual currency exchange rates.
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