36BZ.DE vs. SXR8.DE
36BZ.DE (iShares MSCI China A UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - 36BZ.DE is a China Equities fund tracking the MSCI China A Inclusion, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, 36BZ.DE returned 5.98%/yr vs 14.95%/yr for SXR8.DE. At a 0.37 correlation, their price movements are largely independent. 36BZ.DE charges 0.40%/yr vs 0.07%/yr for SXR8.DE.
Performance
36BZ.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 36BZ.DE achieves a 9.71% return, which is significantly lower than SXR8.DE's 11.37% return. Over the past 10 years, 36BZ.DE has underperformed SXR8.DE with an annualized return of 5.98%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
36BZ.DE
- 1D
- -0.75%
- 1M
- 0.35%
- YTD
- 9.71%
- 6M
- 11.84%
- 1Y
- 33.04%
- 3Y*
- 8.44%
- 5Y*
- -0.23%
- 10Y*
- 5.98%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
36BZ.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
36BZ.DE iShares MSCI China A UCITS ETF | 9.71% | 10.25% | 19.91% | -17.13% | -21.26% | 13.41% | 28.50% | 37.21% | -23.49% | 14.90% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between 36BZ.DE and SXR8.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2015 | 0.37 |
The correlation between 36BZ.DE and SXR8.DE shifts across timeframes, from 0.20 (3 years) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
36BZ.DE vs. SXR8.DE — Risk / Return Rank
36BZ.DE
SXR8.DE
36BZ.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (36BZ.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
| 36BZ.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.41 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.10 | 3.58 | +1.52 |
| Martin ratioReturn relative to average drawdown | 13.77 | 12.71 | +1.06 |
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
| 36BZ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.21 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.96 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.92 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.79 | -0.77 |
Drawdowns
36BZ.DE vs. SXR8.DE - Drawdown Comparison
The maximum 36BZ.DE drawdown since its inception was -53.30%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for 36BZ.DE and SXR8.DE.
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Drawdown Indicators
| 36BZ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.30% | -33.78% | -19.52% |
Max Drawdown (1Y)Largest decline over 1 year | -6.57% | -7.13% | +0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -28.01% | -23.32% | -4.69% |
Max Drawdown (5Y)Largest decline over 5 years | -41.94% | -23.32% | -18.62% |
Max Drawdown (10Y)Largest decline over 10 years | -43.38% | -33.78% | -9.60% |
Current DrawdownCurrent decline from peak | -10.22% | -0.45% | -9.77% |
Average DrawdownAverage peak-to-trough decline | -30.19% | -5.17% | -25.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.01% | +0.43% |
Volatility
36BZ.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI China A UCITS ETF (36BZ.DE) has a higher volatility of 5.55% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that 36BZ.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36BZ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 2.65% | +2.90% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 7.57% | +3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.83% | 11.56% | +4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.44% | 15.16% | +6.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.10% | 16.09% | +6.01% |
36BZ.DE vs. SXR8.DE - Expense Ratio Comparison
36BZ.DE has a 0.40% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
36BZ.DE vs. SXR8.DE - Dividend Comparison
Neither 36BZ.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
36BZ.DE and SXR8.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.40% for 36BZ.DE.
36BZ.DE is categorized as China Equities, while SXR8.DE is S&P 500. 36BZ.DE tracks MSCI China A Inclusion, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.40% for 36BZ.DE and 0.07% for SXR8.DE.
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