5ESG.DE vs. SXR8.DE
Compare and contrast key facts about UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
5ESG.DE and SXR8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 5ESG.DE is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 10, 2020. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both 5ESG.DE and SXR8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 5ESG.DE or SXR8.DE.
Key characteristics
| 5ESG.DE | SXR8.DE | |
|---|---|---|
| YTD Return | 12.00% | 12.20% |
| 1Y Return | 29.06% | 29.28% |
| 3Y Return (Ann) | 14.85% | 13.37% |
| Sharpe Ratio | 2.66 | 2.74 |
| Daily Std Dev | 10.59% | 10.33% |
| Max Drawdown | -16.73% | -33.78% |
| Current Drawdown | -0.26% | -0.41% |
Correlation
The correlation between 5ESG.DE and SXR8.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
5ESG.DE vs. SXR8.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with 5ESG.DE having a 12.00% return and SXR8.DE slightly higher at 12.20%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
5ESG.DE vs. SXR8.DE - Expense Ratio Comparison
5ESG.DE has a 0.17% expense ratio, which is higher than SXR8.DE's 0.12% 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%.
Risk-Adjusted Performance
5ESG.DE vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.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.
Dividends
5ESG.DE vs. SXR8.DE - Dividend Comparison
Neither 5ESG.DE nor SXR8.DE has paid dividends to shareholders.
Drawdowns
5ESG.DE vs. SXR8.DE - Drawdown Comparison
The maximum 5ESG.DE drawdown since its inception was -16.73%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for 5ESG.DE and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
5ESG.DE vs. SXR8.DE - Volatility Comparison
UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 3.96% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.