CBU2.DE vs. SXR8.DE
CBU2.DE (iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - CBU2.DE is a Total Bond Market fund tracking the Bloomberg MSCI Euro Aggregate Sustainable and Green Bond SRI Index, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, CBU2.DE returned 3.16%/yr vs 18.35%/yr for SXR8.DE. At a 0.08 correlation, their price movements are largely independent.
Performance
CBU2.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBU2.DE achieves a 1.10% return, which is significantly lower than SXR8.DE's 12.22% return.
CBU2.DE
- 1D
- -0.18%
- 1M
- 0.73%
- 6M
- 1.10%
- YTD
- 1.10%
- 1Y
- 1.10%
- 3Y*
- 3.16%
- 5Y*
- —
- 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%
CBU2.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CBU2.DE iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Acc) | 1.10% | 0.93% | 2.28% | 7.33% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 12.22% | 4.73% | 32.32% | 17.47% |
Correlation
The correlation between CBU2.DE and SXR8.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2023 | 0.08 |
The correlation between CBU2.DE and SXR8.DE shifts across timeframes, from 0.08 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CBU2.DE vs. SXR8.DE — Risk / Return Rank
CBU2.DE
SXR8.DE
CBU2.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Acc) (CBU2.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.
| CBU2.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.37 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 3.45 | -3.09 |
| Martin ratioReturn relative to average drawdown | 0.93 | 12.24 | -11.31 |
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Drawdowns
CBU2.DE vs. SXR8.DE - Drawdown Comparison
The maximum CBU2.DE drawdown since its inception was -3.29%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for CBU2.DE and SXR8.DE.
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Drawdown Indicators
| CBU2.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.29% | -33.78% | +30.49% |
Max Drawdown (1Y)Largest decline over 1 year | -3.06% | -6.94% | +3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -3.29% | -23.32% | +20.03% |
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 | -0.90% | -0.61% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -1.15% | -5.20% | +4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 1.96% | -0.78% |
Volatility
CBU2.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares € Aggregate Bond ESG SRI UCITS ETF EUR (Acc) (CBU2.DE) is 0.90%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.63%. This indicates that CBU2.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
| CBU2.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.90% | 3.63% | -2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 3.43% | 7.98% | -4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.07% | 11.90% | -7.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.86% | 15.20% | -10.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.86% | 16.07% | -11.21% |
Dividends
CBU2.DE vs. SXR8.DE - Dividend Comparison
Neither CBU2.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
CBU2.DE and SXR8.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CBU2.DE is categorized as Total Bond Market, while SXR8.DE is S&P 500. CBU2.DE tracks Bloomberg MSCI Euro Aggregate Sustainable and Green Bond SRI Index, while SXR8.DE tracks S&P 500 Index.
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