CBUP.DE vs. SXR8.DE
CBUP.DE (iShares € Green Bond UCITS ETF EUR (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - CBUP.DE is a Corporate Bonds fund tracking the Bloomberg MSCI Euro Green Bond SRI (including Nuclear Power) 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, CBUP.DE returned 3.28%/yr vs 18.35%/yr for SXR8.DE. At a 0.14 correlation, their price movements are largely independent. CBUP.DE charges 0.20%/yr vs 0.07%/yr for SXR8.DE.
Performance
CBUP.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, CBUP.DE achieves a 0.99% return, which is significantly lower than SXR8.DE's 12.22% return.
CBUP.DE
- 1D
- -0.02%
- 1M
- 0.81%
- 6M
- 1.26%
- YTD
- 0.99%
- 1Y
- 1.14%
- 3Y*
- 3.28%
- 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%
CBUP.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CBUP.DE iShares € Green Bond UCITS ETF EUR (Acc) | 0.99% | 0.99% | 2.05% | 7.83% | -11.21% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 12.22% | 4.73% | 32.32% | 22.47% | -10.50% |
Correlation
The correlation between CBUP.DE and SXR8.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2022 | 0.14 |
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Return for Risk
CBUP.DE vs. SXR8.DE — Risk / Return Rank
CBUP.DE
SXR8.DE
CBUP.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Green Bond UCITS ETF EUR (Acc) (CBUP.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.
| CBUP.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.37 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 3.45 | -3.10 |
| Martin ratioReturn relative to average drawdown | 0.93 | 12.24 | -11.31 |
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Drawdowns
CBUP.DE vs. SXR8.DE - Drawdown Comparison
The maximum CBUP.DE drawdown since its inception was -12.62%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for CBUP.DE and SXR8.DE.
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Drawdown Indicators
| CBUP.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.62% | -33.78% | +21.16% |
Max Drawdown (1Y)Largest decline over 1 year | -3.19% | -6.94% | +3.75% |
Max Drawdown (3Y)Largest decline over 3 years | -3.58% | -23.32% | +19.74% |
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 | -0.88% | -0.61% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -5.20% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 1.96% | -0.74% |
Volatility
CBUP.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares € Green Bond UCITS ETF EUR (Acc) (CBUP.DE) is 1.10%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.63%. This indicates that CBUP.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
| CBUP.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 3.63% | -2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 3.54% | 7.98% | -4.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.10% | 11.90% | -7.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.88% | 15.20% | -9.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.88% | 16.07% | -10.19% |
CBUP.DE vs. SXR8.DE - Expense Ratio Comparison
CBUP.DE has a 0.20% 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
CBUP.DE vs. SXR8.DE - Dividend Comparison
Neither CBUP.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
CBUP.DE and SXR8.DE have a correlation of 0.19, 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 0.20% for CBUP.DE.
CBUP.DE is categorized as Corporate Bonds, while SXR8.DE is S&P 500. CBUP.DE tracks Bloomberg MSCI Euro Green Bond SRI (including Nuclear Power) Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.20% for CBUP.DE and 0.07% for SXR8.DE.
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