3SUR.DE vs. SXR8.DE
3SUR.DE (iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - 3SUR.DE is a Large Cap Blend Equities fund tracking the MSCI USA SRI Select Reduced Fossil Fuels (EUR Hedged) Index, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, 3SUR.DE returned 8.24%/yr vs 13.70%/yr for SXR8.DE. Their correlation of 0.82 suggests significant overlap in exposure. 3SUR.DE charges 0.23%/yr vs 0.07%/yr for SXR8.DE.
Performance
3SUR.DE vs. SXR8.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, 3SUR.DE achieves a 13.80% return, which is significantly higher than SXR8.DE's 12.22% return.
3SUR.DE
- 1D
- 0.54%
- 1M
- 1.52%
- 6M
- 14.74%
- YTD
- 13.80%
- 1Y
- 18.83%
- 3Y*
- 13.80%
- 5Y*
- 8.24%
- 10Y*
- —
SXR8.DE
- 1D
- 0.22%
- 1M
- 0.62%
- 6M
- 12.76%
- YTD
- 12.22%
- 1Y
- 24.06%
- 3Y*
- 18.35%
- 5Y*
- 13.70%
- 10Y*
- 14.87%
3SUR.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
3SUR.DE iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) | 13.80% | 9.40% | 11.63% | 20.98% | -22.39% | 31.13% | 22.49% | 28.86% | -9.69% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 12.22% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -6.97% |
Correlation
The correlation between 3SUR.DE and SXR8.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2018 | 0.82 |
The correlation between 3SUR.DE and SXR8.DE has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
3SUR.DE vs. SXR8.DE — Risk / Return Rank
3SUR.DE
SXR8.DE
3SUR.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| 3SUR.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 3.45 | -1.33 |
| Martin ratioReturn relative to average drawdown | 7.81 | 12.24 | -4.42 |
Loading charts...
Drawdowns
3SUR.DE vs. SXR8.DE - Drawdown Comparison
The maximum 3SUR.DE drawdown since its inception was -33.43%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for 3SUR.DE and SXR8.DE.
Loading charts...
Drawdown Indicators
| 3SUR.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -33.78% | +0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -6.94% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -20.15% | -23.32% | +3.17% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -23.32% | -4.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -0.84% | -0.61% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -5.20% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 1.96% | +0.44% |
Volatility
3SUR.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) (3SUR.DE) has a higher volatility of 4.81% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.63%. This indicates that 3SUR.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.
Loading charts...
Volatility by Period
| 3SUR.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 3.63% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 7.98% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 11.90% | +1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 15.20% | +1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.78% | 16.07% | +1.71% |
3SUR.DE vs. SXR8.DE - Expense Ratio Comparison
3SUR.DE has a 0.23% 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
3SUR.DE vs. SXR8.DE - Dividend Comparison
3SUR.DE's dividend yield for the trailing twelve months is around 0.88%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
3SUR.DE iShares MSCI USA SRI UCITS ETF EUR Hedged (Dist) | 0.88% | 0.91% | 1.11% | 1.24% | 1.42% | 0.94% | 0.95% | 1.19% | 0.60% |
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% | 0.00% |
Frequently Asked Questions
3SUR.DE and SXR8.DE have a correlation of 0.74, 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 0.23% for 3SUR.DE.
3SUR.DE is categorized as Large Cap Blend Equities, while SXR8.DE is S&P 500. 3SUR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels (EUR Hedged) Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.23% for 3SUR.DE and 0.07% for SXR8.DE.
Find the right allocation for 3SUR.DE and SXR8.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer