EXIE.DE vs. SXR8.DE
EXIE.DE (iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EXIE.DE is a Europe Equities fund tracking the STOXX® Europe 600, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, EXIE.DE returned 13.87%/yr vs 18.87%/yr for SXR8.DE. A 0.57 correlation means they provide meaningful diversification when combined. EXIE.DE charges 0.20%/yr vs 0.07%/yr for SXR8.DE.
Performance
EXIE.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXIE.DE achieves a 7.44% return, which is significantly lower than SXR8.DE's 11.37% return.
EXIE.DE
- 1D
- 0.59%
- 1M
- 0.81%
- YTD
- 7.44%
- 6M
- 9.96%
- 1Y
- 16.03%
- 3Y*
- 13.87%
- 5Y*
- —
- 10Y*
- —
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%
EXIE.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EXIE.DE iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc | 7.44% | 20.59% | 8.32% | 6.62% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 16.30% |
Correlation
The correlation between EXIE.DE and SXR8.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2023 | 0.57 |
The correlation between EXIE.DE and SXR8.DE has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.
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Return for Risk
EXIE.DE vs. SXR8.DE — Risk / Return Rank
EXIE.DE
SXR8.DE
EXIE.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.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.
| EXIE.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.41 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 3.58 | -1.88 |
| Martin ratioReturn relative to average drawdown | 6.42 | 12.71 | -6.29 |
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
| EXIE.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.21 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.96 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.79 | +0.21 |
Drawdowns
EXIE.DE vs. SXR8.DE - Drawdown Comparison
The maximum EXIE.DE drawdown since its inception was -16.04%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EXIE.DE and SXR8.DE.
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Drawdown Indicators
| EXIE.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.04% | -33.78% | +17.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -7.13% | -2.45% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | -23.32% | +7.28% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -1.65% | -0.45% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -2.03% | -5.17% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.01% | +0.53% |
Volatility
EXIE.DE vs. SXR8.DE - Volatility Comparison
iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) has a higher volatility of 4.35% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that EXIE.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
| EXIE.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 2.65% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.75% | 7.57% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.00% | 11.56% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.99% | 15.16% | -2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.99% | 16.09% | -3.10% |
EXIE.DE vs. SXR8.DE - Expense Ratio Comparison
EXIE.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
EXIE.DE vs. SXR8.DE - Dividend Comparison
Neither EXIE.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
EXIE.DE and SXR8.DE have a correlation of 0.62, 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 0.20% for EXIE.DE.
EXIE.DE is categorized as Europe Equities, while SXR8.DE is S&P 500. EXIE.DE tracks STOXX® Europe 600, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.20% for EXIE.DE and 0.07% for SXR8.DE.
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