EXCS.L vs. SXR8.DE
Compare and contrast key facts about iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
EXCS.L and SXR8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXCS.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Apr 27, 2021. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both EXCS.L and SXR8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EXCS.L or SXR8.DE.
Performance
EXCS.L vs. SXR8.DE - Performance Comparison
Returns By Period
In the year-to-date period, EXCS.L achieves a 6.85% return, which is significantly lower than SXR8.DE's 30.34% return.
EXCS.L
6.85%
-2.78%
-0.21%
11.40%
N/A
N/A
SXR8.DE
30.34%
3.61%
14.59%
36.50%
16.02%
14.49%
Key characteristics
| EXCS.L | SXR8.DE | |
|---|---|---|
| Sharpe Ratio | 0.87 | 2.90 |
| Sortino Ratio | 1.25 | 3.93 |
| Omega Ratio | 1.17 | 1.60 |
| Calmar Ratio | 1.30 | 4.22 |
| Martin Ratio | 3.95 | 18.71 |
| Ulcer Index | 2.78% | 1.86% |
| Daily Std Dev | 12.59% | 11.98% |
| Max Drawdown | -14.45% | -33.78% |
| Current Drawdown | -5.06% | -1.48% |
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EXCS.L vs. SXR8.DE - Expense Ratio Comparison
EXCS.L has a 0.18% expense ratio, which is higher than SXR8.DE's 0.12% 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%.
Correlation
The correlation between EXCS.L and SXR8.DE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
EXCS.L vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.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.
Dividends
EXCS.L vs. SXR8.DE - Dividend Comparison
Neither EXCS.L nor SXR8.DE has paid dividends to shareholders.
Drawdowns
EXCS.L vs. SXR8.DE - Drawdown Comparison
The maximum EXCS.L drawdown since its inception was -14.45%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EXCS.L and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
EXCS.L vs. SXR8.DE - Volatility Comparison
iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 3.75% and 3.88%, 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.