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EPRA.L vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EPRA.L vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EPRA.L is traded in GBp, while SXR8.DE is traded in EUR. To make them comparable, the SXR8.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EPRA.L achieves a 6.79% return, which is significantly lower than SXR8.DE's 10.49% return.


EPRA.L

1D
0.23%
1M
-0.61%
YTD
6.79%
6M
6.50%
1Y
12.77%
3Y*
6.12%
5Y*
2.03%
10Y*

SXR8.DE

1D
-0.02%
1M
5.45%
YTD
10.49%
6M
10.34%
1Y
29.02%
3Y*
19.04%
5Y*
14.93%
10Y*
16.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPRA.L vs. SXR8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPRA.L
Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR
6.79%3.12%1.31%4.40%-16.02%27.84%-11.99%17.30%-0.56%0.64%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
10.49%10.18%26.55%20.03%-9.61%30.81%12.83%27.49%0.35%7.88%

Correlation

The correlation between EPRA.L and SXR8.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2017

0.54

Over the past year, the correlation between EPRA.L and SXR8.DE has dropped to 0.31 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

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Return for Risk

EPRA.L vs. SXR8.DE — Risk / Return Rank

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

EPRA.L
EPRA.L Risk / Return Rank: 3333
Overall Rank
EPRA.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EPRA.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
EPRA.L Omega Ratio Rank: 3333
Omega Ratio Rank
EPRA.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
EPRA.L Martin Ratio Rank: 3434
Martin Ratio Rank

SXR8.DE
SXR8.DE Risk / Return Rank: 6969
Overall Rank
SXR8.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7070
Martin Ratio Rank
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.

EPRA.L vs. SXR8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) 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.


EPRA.LSXR8.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.72

Omega ratioGain probability vs. loss probability

1.22

1.48

-0.26

Calmar ratioReturn relative to maximum drawdown

1.42

4.08

-2.66

Martin ratioReturn relative to average drawdown

5.00

14.71

-9.71

EPRA.L vs. SXR8.DE - Sharpe Ratio Comparison

The current EPRA.L Sharpe Ratio is 1.21, which is lower than the SXR8.DE Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of EPRA.L and SXR8.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EPRA.LSXR8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.61

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

1.00

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.81

-0.62

Drawdowns

EPRA.L vs. SXR8.DE - Drawdown Comparison

The maximum EPRA.L drawdown since its inception was -35.65%, which is greater than SXR8.DE's maximum drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for EPRA.L and SXR8.DE.


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Drawdown Indicators


EPRA.LSXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.65%

-30.78%

-4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-7.08%

-1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-17.01%

-22.03%

+5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

-22.03%

-4.56%

Max Drawdown (10Y)

Largest decline over 10 years

-26.38%

Current Drawdown

Current decline from peak

-3.51%

-0.26%

-3.25%

Average Drawdown

Average peak-to-trough decline

-9.83%

-4.92%

-4.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.97%

+0.58%

Volatility

EPRA.L vs. SXR8.DE - Volatility Comparison

Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) has a higher volatility of 3.19% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.03%. This indicates that EPRA.L'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


EPRA.LSXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

3.03%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

7.42%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

10.52%

11.09%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.74%

14.73%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

15.98%

-0.48%

EPRA.L vs. SXR8.DE - Expense Ratio Comparison

EPRA.L has a 0.10% 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

EPRA.L vs. SXR8.DE - Dividend Comparison

Neither EPRA.L nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EPRA.L and SXR8.DE have a correlation of 0.31, 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 0.10% for EPRA.L.

EPRA.L is categorized as REIT, while SXR8.DE is S&P 500. EPRA.L tracks FTSE EPRA Nareit Global TR USD, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for EPRA.L and 0.07% for SXR8.DE.

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