3SUD.DE vs. SXR8.DE
3SUD.DE (iShares J.P. Morgan USD EM Bond UCITS ETF Acc) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - 3SUD.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core (EUR Hedged), while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, 3SUD.DE returned -0.28%/yr vs 14.77%/yr for SXR8.DE. At a 0.36 correlation, their price movements are largely independent. 3SUD.DE charges 0.50%/yr vs 0.07%/yr for SXR8.DE.
Performance
3SUD.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 3SUD.DE achieves a 0.90% return, which is significantly lower than SXR8.DE's 11.37% return.
3SUD.DE
- 1D
- 0.21%
- 1M
- -0.03%
- YTD
- 0.90%
- 6M
- 1.33%
- 1Y
- 9.11%
- 3Y*
- 7.55%
- 5Y*
- -0.28%
- 10Y*
- —
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%
3SUD.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
3SUD.DE iShares J.P. Morgan USD EM Bond UCITS ETF Acc | 0.90% | 11.55% | 3.78% | 7.69% | -20.75% | -3.48% | 3.15% | 6.67% |
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% | 11.49% |
Correlation
The correlation between 3SUD.DE and SXR8.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2019 | 0.36 |
The correlation between 3SUD.DE and SXR8.DE shifts across timeframes, from 0.26 (3 years) to 0.39 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
3SUD.DE vs. SXR8.DE — Risk / Return Rank
3SUD.DE
SXR8.DE
3SUD.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.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.
| 3SUD.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 3.58 | -1.64 |
| Martin ratioReturn relative to average drawdown | 7.66 | 12.71 | -5.05 |
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
| 3SUD.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 2.21 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.96 | -1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.79 | -0.71 |
Drawdowns
3SUD.DE vs. SXR8.DE - Drawdown Comparison
The maximum 3SUD.DE drawdown since its inception was -30.78%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for 3SUD.DE and SXR8.DE.
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Drawdown Indicators
| 3SUD.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.78% | -33.78% | +3.00% |
Max Drawdown (1Y)Largest decline over 1 year | -4.61% | -7.13% | +2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -7.82% | -23.32% | +15.50% |
Max Drawdown (5Y)Largest decline over 5 years | -30.57% | -23.32% | -7.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -3.78% | -0.45% | -3.33% |
Average DrawdownAverage peak-to-trough decline | -11.11% | -5.17% | -5.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.17% | 2.01% | -0.84% |
Volatility
3SUD.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) is 1.89%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.65%. This indicates that 3SUD.DE experiences smaller price fluctuations and is considered to be less risky 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
| 3SUD.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.89% | 2.65% | -0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 4.36% | 7.57% | -3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.41% | 11.56% | -6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.70% | 15.16% | -6.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.44% | 16.09% | -5.65% |
3SUD.DE vs. SXR8.DE - Expense Ratio Comparison
3SUD.DE has a 0.50% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
3SUD.DE vs. SXR8.DE - Dividend Comparison
Neither 3SUD.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
3SUD.DE and SXR8.DE have a correlation of 0.39, 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 0.50% for 3SUD.DE.
3SUD.DE is categorized as Emerging Markets Bonds, while SXR8.DE is S&P 500. 3SUD.DE tracks JP Morgan EMBI Global Core (EUR Hedged), while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.50% for 3SUD.DE and 0.07% for SXR8.DE.
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