CBU0.DE vs. SXR8.DE
CBU0.DE (iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - CBU0.DE is a Corporate Bonds fund tracking the iBoxx® GBP Liquid Corporates Large Cap (EUR Hedged), while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, CBU0.DE returned 3.94%/yr vs 18.87%/yr for SXR8.DE. At a 0.14 correlation, their price movements are largely independent. CBU0.DE charges 0.25%/yr vs 0.07%/yr for SXR8.DE.
Performance
CBU0.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBU0.DE achieves a -0.89% return, which is significantly lower than SXR8.DE's 11.37% return.
CBU0.DE
- 1D
- 0.17%
- 1M
- 1.62%
- YTD
- -0.89%
- 6M
- -0.90%
- 1Y
- 2.46%
- 3Y*
- 3.94%
- 5Y*
- —
- 10Y*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 5.22%
- YTD
- 11.37%
- 6M
- 11.42%
- 1Y
- 25.63%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
CBU0.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CBU0.DE iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc | -0.89% | 4.58% | -0.25% | 5.06% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 19.37% |
Correlation
The correlation between CBU0.DE and SXR8.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2023 | 0.14 |
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Return for Risk
CBU0.DE vs. SXR8.DE — Risk / Return Rank
CBU0.DE
SXR8.DE
CBU0.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.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.
| CBU0.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.41 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 3.58 | -2.99 |
| Martin ratioReturn relative to average drawdown | 1.62 | 12.71 | -11.09 |
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
| CBU0.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 2.21 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.96 | — |
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
CBU0.DE vs. SXR8.DE - Drawdown Comparison
The maximum CBU0.DE drawdown since its inception was -6.02%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for CBU0.DE and SXR8.DE.
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Drawdown Indicators
| CBU0.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.02% | -33.78% | +27.76% |
Max Drawdown (1Y)Largest decline over 1 year | -4.20% | -7.13% | +2.93% |
Max Drawdown (3Y)Largest decline over 3 years | -4.20% | -23.32% | +19.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -2.03% | -0.45% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -1.65% | -5.17% | +3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 2.01% | -0.49% |
Volatility
CBU0.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares Core GBP Corporate Bond UCITS ETF (EUR Hedged) Acc (CBU0.DE) is 2.00%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.65%. This indicates that CBU0.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
| CBU0.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.00% | 2.65% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 4.39% | 7.57% | -3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.11% | 11.56% | -6.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.81% | 15.16% | -9.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.81% | 16.09% | -10.28% |
CBU0.DE vs. SXR8.DE - Expense Ratio Comparison
CBU0.DE has a 0.25% 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
CBU0.DE vs. SXR8.DE - Dividend Comparison
Neither CBU0.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
CBU0.DE and SXR8.DE have a correlation of 0.24, 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 0.25% for CBU0.DE.
CBU0.DE is categorized as Corporate Bonds, while SXR8.DE is S&P 500. CBU0.DE tracks iBoxx® GBP Liquid Corporates Large Cap (EUR Hedged), while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.25% for CBU0.DE and 0.07% for SXR8.DE.
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