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iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssueriShares
Inception DateMay 19, 2010
CategoryLarge Cap Blend Equities
Index TrackedS&P 500 Index
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SXR8.DE features an expense ratio of 0.12%, falling within the medium range.


Expense ratio chart for SXR8.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Core S&P 500 UCITS ETF USD (Acc)

Popular comparisons: SXR8.DE vs. VUAA.L, SXR8.DE vs. VWCE.DE, SXR8.DE vs. VOO, SXR8.DE vs. SXRV.DE, SXR8.DE vs. R6C0.DE, SXR8.DE vs. XAIX.DE, SXR8.DE vs. BHP.L, SXR8.DE vs. SHEL, SXR8.DE vs. BHP, SXR8.DE vs. ADM

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in iShares Core S&P 500 UCITS ETF USD (Acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


360.00%380.00%400.00%420.00%440.00%460.00%December2024FebruaryMarchAprilMay
453.81%
446.84%
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc))
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Core S&P 500 UCITS ETF USD (Acc) had a return of 13.03% year-to-date (YTD) and 27.17% in the last 12 months. Over the past 10 years, iShares Core S&P 500 UCITS ETF USD (Acc) had an annualized return of 15.15%, outperforming the S&P 500 benchmark which had an annualized return of 10.99%.


PeriodReturnBenchmark
Year-To-Date13.03%11.18%
1 month3.21%5.60%
6 months18.38%17.48%
1 year27.17%26.33%
5 years (annualized)14.95%13.16%
10 years (annualized)15.15%10.99%

Monthly Returns

The table below presents the monthly returns of SXR8.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.07%4.42%3.66%-2.13%13.03%
20233.98%0.94%0.29%0.17%4.10%4.17%2.27%0.44%-2.10%-3.07%5.72%3.94%22.47%
2022-5.92%-1.91%6.08%-2.97%-3.99%-5.91%11.29%-1.30%-5.46%4.93%-2.00%-6.47%-14.31%
20211.03%3.40%6.97%2.56%-1.18%5.70%2.33%3.70%-1.94%5.77%2.46%4.24%40.74%
20201.09%-9.09%-9.41%10.99%1.99%1.04%0.43%6.93%-1.71%-2.51%7.78%1.14%6.80%
20197.77%4.24%2.91%3.99%-4.98%3.97%5.15%-1.61%2.89%-0.50%5.31%1.54%34.49%
20181.28%-1.03%-4.67%3.66%5.29%0.92%2.66%3.90%0.73%-4.33%0.92%-9.38%-1.05%
2017-1.84%6.34%-0.53%-1.14%-1.92%-0.64%-1.21%-0.79%2.63%3.92%0.54%1.46%6.67%
2016-6.55%1.82%0.79%-0.94%5.20%-0.19%3.82%0.06%-0.54%0.82%7.69%2.62%14.83%
20153.54%6.12%2.99%-2.95%2.55%-3.43%3.38%-7.58%-2.75%10.67%4.26%-3.50%12.52%
2014-1.13%2.40%0.42%-0.04%4.24%1.86%1.43%5.10%3.36%2.32%3.93%3.11%30.38%
20133.39%5.51%5.33%-0.90%5.82%-2.84%3.08%-3.02%0.71%4.51%2.79%0.66%27.45%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SXR8.DE is 94, placing it in the top 6% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SXR8.DE is 9494
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc))
The Sharpe Ratio Rank of SXR8.DE is 9494Sharpe Ratio Rank
The Sortino Ratio Rank of SXR8.DE is 9595Sortino Ratio Rank
The Omega Ratio Rank of SXR8.DE is 9595Omega Ratio Rank
The Calmar Ratio Rank of SXR8.DE is 9393Calmar Ratio Rank
The Martin Ratio Rank of SXR8.DE is 9393Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SXR8.DE
Sharpe ratio
The chart of Sharpe ratio for SXR8.DE, currently valued at 2.64, compared to the broader market0.002.004.002.64
Sortino ratio
The chart of Sortino ratio for SXR8.DE, currently valued at 3.87, compared to the broader market0.005.0010.003.87
Omega ratio
The chart of Omega ratio for SXR8.DE, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for SXR8.DE, currently valued at 3.17, compared to the broader market0.005.0010.0015.003.17
Martin ratio
The chart of Martin ratio for SXR8.DE, currently valued at 14.28, compared to the broader market0.0020.0040.0060.0080.00100.0014.28
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current iShares Core S&P 500 UCITS ETF USD (Acc) Sharpe ratio is 2.64. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Core S&P 500 UCITS ETF USD (Acc) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
2.64
2.47
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc))
Benchmark (^GSPC)

Dividends

Dividend History


iShares Core S&P 500 UCITS ETF USD (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-0.44%
-0.08%
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Core S&P 500 UCITS ETF USD (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Core S&P 500 UCITS ETF USD (Acc) was 33.78%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.

The current iShares Core S&P 500 UCITS ETF USD (Acc) drawdown is 0.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.78%Feb 20, 202023Mar 23, 2020201Jan 8, 2021224
-31.13%Oct 1, 2010186Aug 22, 2011225Jul 19, 2012411
-19.21%Dec 3, 201547Feb 11, 2016110Jul 19, 2016157
-17.1%Jan 5, 2022115Jun 16, 202243Aug 16, 2022158
-16.59%Apr 14, 201593Aug 24, 201565Nov 23, 2015158

Volatility

Volatility Chart

The current iShares Core S&P 500 UCITS ETF USD (Acc) volatility is 3.63%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%December2024FebruaryMarchAprilMay
3.63%
3.03%
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc))
Benchmark (^GSPC)