EFRW.DE vs. SXR8.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).

EFRW.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. EFRW.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Equal Weight Index. It was launched on May 8, 2025. 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 EFRW.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.

Performance

EFRW.DE vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

EFRW.DE vs. SXR8.DE - Yearly Performance Comparison

	2026 (YTD)	2025
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc	-0.36%	9.95%
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc)	-3.01%	13.06%

Returns By Period

In the year-to-date period, EFRW.DE achieves a -0.36% return, which is significantly higher than SXR8.DE's -3.01% return.

EFRW.DE

• 1D: 1.91%
• 1M: -4.92%
• YTD: -0.36%
• 6M: 1.32%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SXR8.DE

• 1D: 1.70%
• 1M: -3.07%
• YTD: -3.01%
• 6M: 0.06%
• 1Y: 10.20%
• 3Y*: 16.07%
• 5Y*: 12.10%
• 10Y*: 13.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EFRW.DE vs. SXR8.DE - Expense Ratio Comparison

EFRW.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%.

EFRW.DE

iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc

SXR8.DE

iShares Core S&P 500 UCITS ETF USD (Acc)

Return for Risk

EFRW.DE vs. SXR8.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXR8.DE

SXR8.DE Risk / Return Rank: 36
SXR8.DE Sharpe Ratio Rank: 30
SXR8.DE Sortino Ratio Rank: 29
SXR8.DE Omega Ratio Rank: 31
SXR8.DE Calmar Ratio Rank: 45
SXR8.DE Martin Ratio Rank: 45

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EFRW.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	EFRW.DE	SXR8.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.59	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.79	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.84	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	0.74	+0.20

Correlation

The correlation between EFRW.DE and SXR8.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

EFRW.DE vs. SXR8.DE - Dividend Comparison

Neither EFRW.DE nor SXR8.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

EFRW.DE vs. SXR8.DE - Drawdown Comparison

The maximum EFRW.DE drawdown since its inception was -7.12%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EFRW.DE and SXR8.DE.

Drawdown Indicators

	EFRW.DE	SXR8.DE	Difference
Max Drawdown Largest peak-to-trough decline	-7.12%	-33.78%	+26.66%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.42%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.32%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.78%	—
Current Drawdown Current decline from peak	-5.35%	-5.21%	-0.14%
Average Drawdown Average peak-to-trough decline	-1.36%	-5.22%	+3.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.32%	—

Volatility

Volatility by Period

	EFRW.DE	SXR8.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.77%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.64%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.40%	17.20%	-5.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.40%	15.19%	-3.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.40%	16.14%	-4.74%