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EUNL.DE vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNL.DE vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) 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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Returns By Period

The year-to-date returns for both investments are quite close, with EUNL.DE having a 10.86% return and SXR8.DE slightly higher at 11.37%. Over the past 10 years, EUNL.DE has underperformed SXR8.DE with an annualized return of 12.82%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.


EUNL.DE

1D
0.02%
1M
4.80%
YTD
10.86%
6M
11.29%
1Y
23.80%
3Y*
17.55%
5Y*
12.89%
10Y*
12.82%

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

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


2026 (YTD)202520242023202220212020201920182017
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
10.86%7.90%25.93%20.13%-13.59%32.71%5.48%31.34%-5.13%7.71%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
11.37%4.73%32.32%22.47%-14.31%40.74%6.80%34.49%-1.05%6.67%

Correlation

The correlation between EUNL.DE and SXR8.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.96

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since May 28, 2010

0.92

The correlation between EUNL.DE and SXR8.DE has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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Return for Risk

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

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

EUNL.DE
EUNL.DE Risk / Return Rank: 7070
Overall Rank
EUNL.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 6868
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 7777
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.


EUNL.DESXR8.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.40

1.41

-0.01

Calmar ratioReturn relative to maximum drawdown

3.64

3.58

+0.07

Martin ratioReturn relative to average drawdown

14.52

12.71

+1.81

EUNL.DE vs. SXR8.DE - Sharpe Ratio Comparison

The current EUNL.DE Sharpe Ratio is 2.12, which is comparable to the SXR8.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of EUNL.DE 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


EUNL.DESXR8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.21

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.96

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.92

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.79

+0.03

Drawdowns

EUNL.DE vs. SXR8.DE - Drawdown Comparison

The maximum EUNL.DE drawdown since its inception was -33.63%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and SXR8.DE.


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Drawdown Indicators


EUNL.DESXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-33.78%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-7.13%

+0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-21.73%

-23.32%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-23.32%

+1.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-33.78%

+0.15%

Current Drawdown

Current decline from peak

-0.31%

-0.45%

+0.14%

Average Drawdown

Average peak-to-trough decline

-4.25%

-5.17%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

2.01%

-0.37%

Volatility

EUNL.DE vs. SXR8.DE - Volatility Comparison

iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 2.62% and 2.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNL.DESXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.65%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

7.57%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.16%

11.56%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

15.16%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

16.09%

-0.92%

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

EUNL.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

EUNL.DE vs. SXR8.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, EUNL.DE and SXR8.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 EUNL.DE.

EUNL.DE is categorized as Global Equities, while SXR8.DE is S&P 500. EUNL.DE tracks MSCI World Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.20% for EUNL.DE and 0.07% for SXR8.DE.

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