3SUE.DE vs. SXR8.DE
3SUE.DE (iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - 3SUE.DE is a Consumer Staples Equities fund tracking the MSCI World Consumer Staples, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, 3SUE.DE returned 3.31%/yr vs 14.77%/yr for SXR8.DE. A 0.54 correlation means they provide meaningful diversification when combined. 3SUE.DE charges 0.18%/yr vs 0.07%/yr for SXR8.DE.
Performance
3SUE.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 3SUE.DE achieves a 0.62% return, which is significantly lower than SXR8.DE's 11.37% return.
3SUE.DE
- 1D
- -0.18%
- 1M
- -3.06%
- YTD
- 0.62%
- 6M
- -0.36%
- 1Y
- -3.57%
- 3Y*
- 0.49%
- 5Y*
- 3.31%
- 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%
3SUE.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
3SUE.DE iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist | 0.62% | -6.04% | 9.20% | -0.30% | 0.12% | 22.84% | -0.67% | 3.33% |
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% | 7.49% |
Correlation
The correlation between 3SUE.DE and SXR8.DE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.54 |
Over the past year, the correlation between 3SUE.DE and SXR8.DE has dropped to 0.10 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
3SUE.DE vs. SXR8.DE — Risk / Return Rank
3SUE.DE
SXR8.DE
3SUE.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.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.
| 3SUE.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.58 | ||
| Sortino ratioReturn per unit of downside risk | -3.45 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.41 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 3.58 | -3.99 |
| Martin ratioReturn relative to average drawdown | -0.91 | 12.71 | -13.62 |
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
| 3SUE.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 2.21 | -2.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.96 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.79 | -0.49 |
Drawdowns
3SUE.DE vs. SXR8.DE - Drawdown Comparison
The maximum 3SUE.DE drawdown since its inception was -22.98%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for 3SUE.DE and SXR8.DE.
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Drawdown Indicators
| 3SUE.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.98% | -33.78% | +10.80% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -7.13% | -3.80% |
Max Drawdown (3Y)Largest decline over 3 years | -13.04% | -23.32% | +10.28% |
Max Drawdown (5Y)Largest decline over 5 years | -13.04% | -23.32% | +10.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -10.63% | -0.45% | -10.18% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -5.17% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.97% | 2.01% | +2.96% |
Volatility
3SUE.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) has a higher volatility of 4.88% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that 3SUE.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
| 3SUE.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 2.65% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.87% | 7.57% | +2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.05% | 11.56% | +0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.43% | 15.16% | -3.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.09% | 16.09% | -3.00% |
3SUE.DE vs. SXR8.DE - Expense Ratio Comparison
3SUE.DE has a 0.18% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
3SUE.DE vs. SXR8.DE - Dividend Comparison
3SUE.DE's dividend yield for the trailing twelve months is around 2.62%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
3SUE.DE iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist | 2.62% | 2.64% | 2.63% | 2.44% | 2.21% | 2.43% | 3.30% | 0.40% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
3SUE.DE and SXR8.DE have a correlation of 0.10, 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 0.18% for 3SUE.DE.
3SUE.DE is categorized as Consumer Staples Equities, while SXR8.DE is S&P 500. 3SUE.DE tracks MSCI World Consumer Staples, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.18% for 3SUE.DE and 0.07% for SXR8.DE.
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