EUNY.DE vs. SXR8.DE
EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EUNY.DE is a Emerging Markets Equities fund tracking the Dow Jones Emerging Markets Select Dividend, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EUNY.DE returned 7.14%/yr vs 14.95%/yr for SXR8.DE. A 0.59 correlation means they provide meaningful diversification when combined. EUNY.DE charges 0.65%/yr vs 0.07%/yr for SXR8.DE.
Performance
EUNY.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EUNY.DE having a 11.46% return and SXR8.DE slightly lower at 11.37%. Over the past 10 years, EUNY.DE has underperformed SXR8.DE with an annualized return of 7.14%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
EUNY.DE
- 1D
- -0.55%
- 1M
- -2.26%
- YTD
- 11.46%
- 6M
- 11.18%
- 1Y
- 25.40%
- 3Y*
- 17.26%
- 5Y*
- 5.28%
- 10Y*
- 7.14%
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%
EUNY.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 11.46% | 13.97% | 12.39% | 15.37% | -26.13% | 19.99% | -11.70% | 18.31% | -1.55% | 10.49% |
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 EUNY.DE and SXR8.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2012 | 0.59 |
The correlation between EUNY.DE and SXR8.DE shifts across timeframes, from 0.43 (5 years) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUNY.DE vs. SXR8.DE — Risk / Return Rank
EUNY.DE
SXR8.DE
EUNY.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend UCITS ETF (EUNY.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.
| EUNY.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.41 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 6.17 | 3.58 | +2.59 |
| Martin ratioReturn relative to average drawdown | 16.86 | 12.71 | +4.15 |
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
| EUNY.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.21 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.96 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.92 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.79 | -0.57 |
Drawdowns
EUNY.DE vs. SXR8.DE - Drawdown Comparison
The maximum EUNY.DE drawdown since its inception was -40.65%, 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 EUNY.DE and SXR8.DE.
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Drawdown Indicators
| EUNY.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.65% | -33.78% | -6.87% |
Max Drawdown (1Y)Largest decline over 1 year | -4.11% | -7.13% | +3.02% |
Max Drawdown (3Y)Largest decline over 3 years | -15.70% | -23.32% | +7.62% |
Max Drawdown (5Y)Largest decline over 5 years | -31.43% | -23.32% | -8.11% |
Max Drawdown (10Y)Largest decline over 10 years | -36.29% | -33.78% | -2.51% |
Current DrawdownCurrent decline from peak | -2.82% | -0.45% | -2.37% |
Average DrawdownAverage peak-to-trough decline | -12.34% | -5.17% | -7.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 2.01% | -0.50% |
Volatility
EUNY.DE vs. SXR8.DE - Volatility Comparison
iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a higher volatility of 4.52% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that EUNY.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
| EUNY.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 2.65% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 7.57% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 11.56% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 15.16% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 16.09% | +0.64% |
EUNY.DE vs. SXR8.DE - Expense Ratio Comparison
EUNY.DE has a 0.65% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
EUNY.DE vs. SXR8.DE - Dividend Comparison
EUNY.DE's dividend yield for the trailing twelve months is around 5.32%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNY.DE iShares Emerging Markets Dividend UCITS ETF | 5.32% | 5.82% | 7.72% | 8.04% | 9.56% | 6.35% | 5.09% | 5.57% | 5.65% | 4.09% | 4.35% | 6.37% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUNY.DE and SXR8.DE have a correlation of 0.49, 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 0.65% for EUNY.DE.
EUNY.DE is categorized as Emerging Markets Equities, while SXR8.DE is S&P 500. EUNY.DE tracks Dow Jones Emerging Markets Select Dividend, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.65% for EUNY.DE and 0.07% for SXR8.DE.
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