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EXV2.DE vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV2.DE vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXV2.DE achieves a 26.64% return, which is significantly higher than SXR8.DE's 11.37% return. Over the past 10 years, EXV2.DE has underperformed SXR8.DE with an annualized return of 3.97%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.


EXV2.DE

1D
-1.86%
1M
3.85%
YTD
26.64%
6M
29.99%
1Y
24.20%
3Y*
21.19%
5Y*
10.41%
10Y*
3.97%

SXR8.DE

1D
-0.15%
1M
5.22%
YTD
11.37%
6M
11.42%
1Y
25.63%
3Y*
18.87%
5Y*
14.77%
10Y*
14.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV2.DE vs. SXR8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV2.DE
iShares STOXX Europe 600 Telecommunications UCITS ETF (DE)
26.64%16.14%20.74%7.73%-14.23%14.83%-12.76%5.29%-9.19%0.27%
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 EXV2.DE and SXR8.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since May 28, 2010

0.47

Over the past year, the correlation between EXV2.DE and SXR8.DE has dropped to 0.15 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.

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Return for Risk

EXV2.DE vs. SXR8.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXV2.DE
EXV2.DE Risk / Return Rank: 4949
Overall Rank
EXV2.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EXV2.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EXV2.DE Omega Ratio Rank: 4444
Omega Ratio Rank
EXV2.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
EXV2.DE Martin Ratio Rank: 4242
Martin Ratio Rank

SXR8.DE
SXR8.DE Risk / Return Rank: 6969
Overall Rank
SXR8.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXV2.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.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.


EXV2.DESXR8.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.28

1.41

-0.13

Calmar ratioReturn relative to maximum drawdown

3.14

3.58

-0.43

Martin ratioReturn relative to average drawdown

6.51

12.71

-6.20

EXV2.DE vs. SXR8.DE - Sharpe Ratio Comparison

The current EXV2.DE Sharpe Ratio is 1.57, which is comparable to the SXR8.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of EXV2.DE and SXR8.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXV2.DESXR8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

2.21

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.96

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.92

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.79

-0.63

Drawdowns

EXV2.DE vs. SXR8.DE - Drawdown Comparison

The maximum EXV2.DE drawdown since its inception was -52.20%, 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 EXV2.DE and SXR8.DE.


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Drawdown Indicators


EXV2.DESXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.20%

-33.78%

-18.42%

Max Drawdown (1Y)

Largest decline over 1 year

-7.66%

-7.13%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-9.60%

-23.32%

+13.72%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

-23.32%

+2.16%

Max Drawdown (10Y)

Largest decline over 10 years

-37.75%

-33.78%

-3.97%

Current Drawdown

Current decline from peak

-2.36%

-0.45%

-1.91%

Average Drawdown

Average peak-to-trough decline

-21.97%

-5.17%

-16.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

2.01%

+1.50%

Volatility

EXV2.DE vs. SXR8.DE - Volatility Comparison

iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.DE) has a higher volatility of 6.03% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that EXV2.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


EXV2.DESXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.03%

2.65%

+3.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.36%

7.57%

+4.79%

Volatility (1Y)

Calculated over the trailing 1-year period

15.35%

11.56%

+3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

15.16%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

16.09%

-0.08%

EXV2.DE vs. SXR8.DE - Expense Ratio Comparison

EXV2.DE has a 0.47% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.


Dividends

EXV2.DE vs. SXR8.DE - Dividend Comparison

EXV2.DE's dividend yield for the trailing twelve months is around 1.99%, while SXR8.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXV2.DE
iShares STOXX Europe 600 Telecommunications UCITS ETF (DE)
1.99%2.38%2.85%3.28%2.84%2.14%2.67%3.56%3.52%13.78%3.96%4.01%
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


EXV2.DE and SXR8.DE have a correlation of 0.15, 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 0.47% for EXV2.DE.

EXV2.DE is categorized as Communications Equities, while SXR8.DE is S&P 500. EXV2.DE tracks STOXX® Europe 600 Telecommunications, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.47% for EXV2.DE and 0.07% for SXR8.DE.

Portfolio Optimizer

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