ESIT.DE vs. SXR8.DE
ESIT.DE (iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - ESIT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, ESIT.DE returned 15.04%/yr vs 14.77%/yr for SXR8.DE. A 0.66 correlation means they provide meaningful diversification when combined. ESIT.DE charges 0.18%/yr vs 0.07%/yr for SXR8.DE.
Performance
ESIT.DE vs. SXR8.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ESIT.DE achieves a 52.07% return, which is significantly higher than SXR8.DE's 11.37% return.
ESIT.DE
- 1D
- 0.17%
- 1M
- 20.56%
- YTD
- 52.07%
- 6M
- 49.22%
- 1Y
- 61.87%
- 3Y*
- 24.73%
- 5Y*
- 15.04%
- 10Y*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 5.22%
- YTD
- 11.37%
- 6M
- 11.42%
- 1Y
- 25.63%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
ESIT.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESIT.DE iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) | 52.07% | 10.07% | 7.34% | 35.09% | -29.06% | 37.04% | 7.94% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 1.05% |
Correlation
The correlation between ESIT.DE and SXR8.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.66 |
The correlation between ESIT.DE and SXR8.DE has been stable across timeframes, ranging from 0.63 to 0.67 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ESIT.DE vs. SXR8.DE — Risk / Return Rank
ESIT.DE
SXR8.DE
ESIT.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.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.
| ESIT.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.41 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.72 | 3.58 | +1.14 |
| Martin ratioReturn relative to average drawdown | 12.60 | 12.71 | -0.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ESIT.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 2.21 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.96 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.79 | -0.07 |
Drawdowns
ESIT.DE vs. SXR8.DE - Drawdown Comparison
The maximum ESIT.DE drawdown since its inception was -38.33%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for ESIT.DE and SXR8.DE.
Loading charts...
Drawdown Indicators
| ESIT.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.33% | -33.78% | -4.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.03% | -7.13% | -5.90% |
Max Drawdown (3Y)Largest decline over 3 years | -27.10% | -23.32% | -3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -38.33% | -23.32% | -15.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.45% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -12.02% | -5.17% | -6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.90% | 2.01% | +2.89% |
Volatility
ESIT.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) (ESIT.DE) has a higher volatility of 10.57% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that ESIT.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.
Loading charts...
Volatility by Period
| ESIT.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.57% | 2.65% | +7.92% |
Volatility (6M)Calculated over the trailing 6-month period | 21.01% | 7.57% | +13.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.89% | 11.56% | +14.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.75% | 15.16% | +10.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.30% | 16.09% | +9.21% |
ESIT.DE vs. SXR8.DE - Expense Ratio Comparison
ESIT.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
ESIT.DE vs. SXR8.DE - Dividend Comparison
Neither ESIT.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
ESIT.DE and SXR8.DE have a correlation of 0.66, 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 ESIT.DE.
ESIT.DE is categorized as Technology Equities, while SXR8.DE is S&P 500. ESIT.DE tracks MSCI World/Information Tech NR USD, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.18% for ESIT.DE and 0.07% for SXR8.DE.
Find the right allocation for ESIT.DE and SXR8.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer