EXHC.DE vs. SXR8.DE
EXHC.DE (iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EXHC.DE is a Government Bonds fund tracking the eb.rexx Government Germany 2.5-5.5 Index, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EXHC.DE returned -0.63%/yr vs 14.87%/yr for SXR8.DE. At a correlation of -0.06, they often move in opposite directions. EXHC.DE charges 0.16%/yr vs 0.07%/yr for SXR8.DE.
Performance
EXHC.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXHC.DE achieves a 0.37% return, which is significantly lower than SXR8.DE's 12.22% return. Over the past 10 years, EXHC.DE has underperformed SXR8.DE with an annualized return of -0.63%, while SXR8.DE has yielded a comparatively higher 14.87% annualized return.
EXHC.DE
- 1D
- -0.17%
- 1M
- 0.67%
- 6M
- 0.42%
- YTD
- 0.37%
- 1Y
- 0.40%
- 3Y*
- 2.33%
- 5Y*
- -0.87%
- 10Y*
- -0.63%
SXR8.DE
- 1D
- 0.22%
- 1M
- 0.62%
- 6M
- 12.76%
- YTD
- 12.22%
- 1Y
- 24.06%
- 3Y*
- 18.35%
- 5Y*
- 13.70%
- 10Y*
- 14.87%
EXHC.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXHC.DE iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) | 0.37% | 1.16% | 1.57% | 4.17% | -10.23% | -1.37% | -0.09% | -0.18% | 0.47% | -1.24% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 12.22% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between EXHC.DE and SXR8.DE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | -0.06 |
The correlation between EXHC.DE and SXR8.DE shifts across timeframes, from -0.06 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EXHC.DE vs. SXR8.DE — Risk / Return Rank
EXHC.DE
SXR8.DE
EXHC.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EXHC.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 3.45 | -3.26 |
| Martin ratioReturn relative to average drawdown | 0.46 | 12.24 | -11.78 |
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Drawdowns
EXHC.DE vs. SXR8.DE - Drawdown Comparison
The maximum EXHC.DE drawdown since its inception was -14.39%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EXHC.DE and SXR8.DE.
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Drawdown Indicators
| EXHC.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.39% | -33.78% | +19.39% |
Max Drawdown (1Y)Largest decline over 1 year | -2.06% | -6.94% | +4.88% |
Max Drawdown (3Y)Largest decline over 3 years | -2.33% | -23.32% | +20.99% |
Max Drawdown (5Y)Largest decline over 5 years | -12.55% | -23.32% | +10.77% |
Max Drawdown (10Y)Largest decline over 10 years | -14.39% | -33.78% | +19.39% |
Current DrawdownCurrent decline from peak | -6.78% | -0.61% | -6.17% |
Average DrawdownAverage peak-to-trough decline | -2.90% | -5.20% | +2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 1.96% | -1.09% |
Volatility
EXHC.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) (EXHC.DE) is 0.52%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.63%. This indicates that EXHC.DE experiences smaller price fluctuations and is considered to be less risky 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
| EXHC.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.52% | 3.63% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 2.06% | 7.98% | -5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.39% | 11.90% | -9.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.59% | 15.20% | -11.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.76% | 16.07% | -13.31% |
EXHC.DE vs. SXR8.DE - Expense Ratio Comparison
EXHC.DE has a 0.16% 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
EXHC.DE vs. SXR8.DE - Dividend Comparison
EXHC.DE's dividend yield for the trailing twelve months is around 1.40%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXHC.DE iShares eb.rexx Government Germany 2.5-5.5yr UCITS ETF (DE) | 1.40% | 1.38% | 1.11% | 0.81% | 0.41% | 0.68% | 0.86% | 1.08% | 0.91% | 1.34% | 1.65% | 1.82% |
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
EXHC.DE and SXR8.DE have a correlation of 0.10, 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 0.16% for EXHC.DE.
EXHC.DE is categorized as Government Bonds, while SXR8.DE is S&P 500. EXHC.DE tracks eb.rexx Government Germany 2.5-5.5 Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.16% for EXHC.DE and 0.07% for SXR8.DE.
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