5MVW.DE vs. SXR8.DE
5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - 5MVW.DE is a Energy Equities fund tracking the MSCI World Energy, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, 5MVW.DE returned 20.31%/yr vs 14.77%/yr for SXR8.DE. At a 0.39 correlation, their price movements are largely independent. 5MVW.DE charges 0.18%/yr vs 0.07%/yr for SXR8.DE.
Performance
5MVW.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 5MVW.DE achieves a 32.79% return, which is significantly higher than SXR8.DE's 11.37% return.
5MVW.DE
- 1D
- -0.61%
- 1M
- 3.30%
- YTD
- 32.79%
- 6M
- 28.70%
- 1Y
- 44.89%
- 3Y*
- 15.65%
- 5Y*
- 20.31%
- 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%
5MVW.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 32.79% | 2.17% | 7.57% | 0.01% | 54.20% | 52.29% | -36.78% | 4.54% |
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 5MVW.DE and SXR8.DE is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.39 |
The correlation between 5MVW.DE and SXR8.DE shifts across timeframes, from -0.00 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
5MVW.DE vs. SXR8.DE — Risk / Return Rank
5MVW.DE
SXR8.DE
5MVW.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.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.
| 5MVW.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.41 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 3.58 | -0.61 |
| Martin ratioReturn relative to average drawdown | 9.81 | 12.71 | -2.90 |
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
| 5MVW.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 2.21 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.96 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.79 | -0.34 |
Drawdowns
5MVW.DE vs. SXR8.DE - Drawdown Comparison
The maximum 5MVW.DE drawdown since its inception was -56.87%, 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 5MVW.DE and SXR8.DE.
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Drawdown Indicators
| 5MVW.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.87% | -33.78% | -23.09% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -7.13% | -7.92% |
Max Drawdown (3Y)Largest decline over 3 years | -23.76% | -23.32% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -23.76% | -23.32% | -0.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -7.49% | -0.45% | -7.04% |
Average DrawdownAverage peak-to-trough decline | -13.53% | -5.17% | -8.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 2.01% | +2.55% |
Volatility
5MVW.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) has a higher volatility of 6.76% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that 5MVW.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
| 5MVW.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 2.65% | +4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 18.33% | 7.57% | +10.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.33% | 11.56% | +9.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.99% | 15.16% | +8.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.20% | 16.09% | +13.11% |
5MVW.DE vs. SXR8.DE - Expense Ratio Comparison
5MVW.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
5MVW.DE vs. SXR8.DE - Dividend Comparison
5MVW.DE's dividend yield for the trailing twelve months is around 2.48%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.48% | 3.29% | 3.54% | 3.64% | 3.41% | 3.49% | 5.08% | 0.63% |
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
5MVW.DE and SXR8.DE have a correlation of -0.00, 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 5MVW.DE.
5MVW.DE is categorized as Energy Equities, while SXR8.DE is S&P 500. 5MVW.DE tracks MSCI World Energy, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.18% for 5MVW.DE and 0.07% for SXR8.DE.
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