EXV2.DE vs. SXR8.DE
EXV2.DE (iShares STOXX Europe 600 Telecommunications UCITS ETF (DE)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EXV2.DE is a Communications Equities fund tracking the STOXX® Europe 600 Telecommunications, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EXV2.DE returned 3.97%/yr vs 14.95%/yr for SXR8.DE. At a 0.47 correlation, their price movements are largely independent. EXV2.DE charges 0.47%/yr vs 0.07%/yr for SXR8.DE.
Performance
EXV2.DE vs. SXR8.DE - Performance Comparison
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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%
EXV2.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EXV2.DE
SXR8.DE
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.DE | SXR8.DE | Difference | |
|---|---|---|---|
| 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 |
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
| EXV2.DE | SXR8.DE | Difference | |
|---|---|---|---|
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.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.36% | -0.45% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -21.97% | -5.17% | -16.80% |
Ulcer IndexDepth 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.DE | SXR8.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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