EXSD.DE vs. SXR8.DE
EXSD.DE (iShares STOXX Europe Mid 200 UCITS ETF (DE)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EXSD.DE is a Europe Equities fund tracking the STOXX Europe Mid 200 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, EXSD.DE returned 9.23%/yr vs 14.87%/yr for SXR8.DE. A 0.64 correlation means they provide meaningful diversification when combined. EXSD.DE charges 0.21%/yr vs 0.07%/yr for SXR8.DE.
Performance
EXSD.DE vs. SXR8.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with EXSD.DE having a 12.15% return and SXR8.DE slightly higher at 12.22%. Over the past 10 years, EXSD.DE has underperformed SXR8.DE with an annualized return of 9.23%, while SXR8.DE has yielded a comparatively higher 14.87% annualized return.
EXSD.DE
- 1D
- 0.64%
- 1M
- 4.72%
- 6M
- 11.00%
- YTD
- 12.15%
- 1Y
- 19.01%
- 3Y*
- 14.97%
- 5Y*
- 6.68%
- 10Y*
- 9.23%
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%
EXSD.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSD.DE iShares STOXX Europe Mid 200 UCITS ETF (DE) | 12.15% | 20.71% | 5.80% | 15.08% | -18.91% | 18.43% | 0.93% | 29.02% | -11.97% | 16.29% |
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 EXSD.DE and SXR8.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | 0.64 |
Over the past year, the correlation between EXSD.DE and SXR8.DE has dropped to 0.41 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EXSD.DE vs. SXR8.DE — Risk / Return Rank
EXSD.DE
SXR8.DE
EXSD.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.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.
| EXSD.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 3.45 | -1.30 |
| Martin ratioReturn relative to average drawdown | 7.63 | 12.24 | -4.61 |
Loading charts...
Drawdowns
EXSD.DE vs. SXR8.DE - Drawdown Comparison
The maximum EXSD.DE drawdown since its inception was -61.46%, 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 EXSD.DE and SXR8.DE.
Loading charts...
Drawdown Indicators
| EXSD.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.46% | -33.78% | -27.68% |
Max Drawdown (1Y)Largest decline over 1 year | -8.81% | -6.94% | -1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -14.39% | -23.32% | +8.93% |
Max Drawdown (5Y)Largest decline over 5 years | -30.21% | -23.32% | -6.89% |
Max Drawdown (10Y)Largest decline over 10 years | -39.16% | -33.78% | -5.38% |
Current DrawdownCurrent decline from peak | 0.00% | -0.61% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -12.65% | -5.20% | -7.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 1.96% | +0.53% |
Volatility
EXSD.DE vs. SXR8.DE - Volatility Comparison
iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 3.57% and 3.63%, 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.
Loading charts...
Volatility by Period
| EXSD.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 3.63% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 7.98% | +2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.90% | 11.90% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 15.20% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 16.07% | +0.63% |
EXSD.DE vs. SXR8.DE - Expense Ratio Comparison
EXSD.DE has a 0.21% 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
EXSD.DE vs. SXR8.DE - Dividend Comparison
EXSD.DE's dividend yield for the trailing twelve months is around 2.71%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSD.DE iShares STOXX Europe Mid 200 UCITS ETF (DE) | 2.71% | 3.08% | 3.23% | 2.71% | 3.06% | 2.12% | 1.54% | 2.85% | 3.02% | 3.28% | 3.16% | 2.64% |
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
EXSD.DE and SXR8.DE have a correlation of 0.41, 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 0.21% for EXSD.DE.
EXSD.DE is categorized as Europe Equities, while SXR8.DE is S&P 500. EXSD.DE tracks STOXX Europe Mid 200 Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.21% for EXSD.DE and 0.07% for SXR8.DE.
Find the right allocation for EXSD.DE and SXR8.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer