ESIC.DE vs. SXR8.DE
ESIC.DE (iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - ESIC.DE is a Consumer Discretionary Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, ESIC.DE returned -1.66%/yr vs 14.77%/yr for SXR8.DE. A 0.56 correlation means they provide meaningful diversification when combined. ESIC.DE charges 0.18%/yr vs 0.07%/yr for SXR8.DE.
Performance
ESIC.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESIC.DE achieves a -10.78% return, which is significantly lower than SXR8.DE's 11.37% return.
ESIC.DE
- 1D
- 0.68%
- 1M
- 2.63%
- YTD
- -10.78%
- 6M
- -10.78%
- 1Y
- -5.07%
- 3Y*
- -2.86%
- 5Y*
- -1.66%
- 10Y*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
ESIC.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIC.DE iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc) | -10.78% | 2.15% | 3.33% | 15.39% | -16.17% | 22.22% | 6.48% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 0.22% |
Correlation
The correlation between ESIC.DE and SXR8.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2020 | 0.56 |
The correlation between ESIC.DE and SXR8.DE shifts across timeframes, from 0.43 (3 years) to 0.56 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESIC.DE vs. SXR8.DE — Risk / Return Rank
ESIC.DE
SXR8.DE
ESIC.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc) (ESIC.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.
| ESIC.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.50 | ||
| Sortino ratioReturn per unit of downside risk | -3.31 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.41 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 3.58 | -3.85 |
| Martin ratioReturn relative to average drawdown | -0.64 | 12.71 | -13.35 |
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
| ESIC.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.29 | 2.21 | -2.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.96 | -1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.79 | -0.64 |
Drawdowns
ESIC.DE vs. SXR8.DE - Drawdown Comparison
The maximum ESIC.DE drawdown since its inception was -29.95%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for ESIC.DE and SXR8.DE.
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Drawdown Indicators
| ESIC.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.95% | -33.78% | +3.83% |
Max Drawdown (1Y)Largest decline over 1 year | -20.53% | -7.13% | -13.40% |
Max Drawdown (3Y)Largest decline over 3 years | -26.54% | -23.32% | -3.22% |
Max Drawdown (5Y)Largest decline over 5 years | -29.95% | -23.32% | -6.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -18.75% | -0.45% | -18.30% |
Average DrawdownAverage peak-to-trough decline | -10.27% | -5.17% | -5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.77% | 2.01% | +6.76% |
Volatility
ESIC.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc) (ESIC.DE) has a higher volatility of 5.70% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that ESIC.DE'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
| ESIC.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.70% | 2.65% | +3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 15.38% | 7.57% | +7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.25% | 11.56% | +7.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.99% | 15.16% | +5.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.54% | 16.09% | +4.45% |
ESIC.DE vs. SXR8.DE - Expense Ratio Comparison
ESIC.DE has a 0.18% 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
ESIC.DE vs. SXR8.DE - Dividend Comparison
Neither ESIC.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIC.DE and SXR8.DE have a correlation of 0.43, 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 0.18% for ESIC.DE.
ESIC.DE is categorized as Consumer Discretionary Equities, while SXR8.DE is S&P 500. ESIC.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.18% for ESIC.DE and 0.07% for SXR8.DE.
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