EXV4.DE vs. SXR8.DE
EXV4.DE (iShares STOXX Europe 600 Health Care UCITS ETF (DE)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EXV4.DE is a Health & Biotech Equities fund tracking the STOXX® Europe 600 Health Care, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EXV4.DE returned 5.78%/yr vs 14.95%/yr for SXR8.DE. A 0.54 correlation means they provide meaningful diversification when combined. EXV4.DE charges 0.46%/yr vs 0.07%/yr for SXR8.DE.
Performance
EXV4.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXV4.DE achieves a -2.60% return, which is significantly lower than SXR8.DE's 11.37% return. Over the past 10 years, EXV4.DE has underperformed SXR8.DE with an annualized return of 5.78%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
EXV4.DE
- 1D
- 2.82%
- 1M
- 0.11%
- YTD
- -2.60%
- 6M
- -1.19%
- 1Y
- 4.38%
- 3Y*
- 2.32%
- 5Y*
- 4.98%
- 10Y*
- 5.78%
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%
EXV4.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXV4.DE iShares STOXX Europe 600 Health Care UCITS ETF (DE) | -2.60% | 7.23% | 3.85% | 7.52% | -6.10% | 25.12% | -2.48% | 32.64% | -1.01% | 4.34% |
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 EXV4.DE and SXR8.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.54 |
Over the past year, the correlation between EXV4.DE and SXR8.DE has dropped to 0.25 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
EXV4.DE vs. SXR8.DE — Risk / Return Rank
EXV4.DE
SXR8.DE
EXV4.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.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.
| EXV4.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.41 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 3.58 | -3.20 |
| Martin ratioReturn relative to average drawdown | 0.84 | 12.71 | -11.87 |
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
| EXV4.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 2.21 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.96 | -0.65 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.92 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.79 | -0.47 |
Drawdowns
EXV4.DE vs. SXR8.DE - Drawdown Comparison
The maximum EXV4.DE drawdown since its inception was -44.54%, 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 EXV4.DE and SXR8.DE.
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Drawdown Indicators
| EXV4.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.54% | -33.78% | -10.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.57% | -7.13% | -5.44% |
Max Drawdown (3Y)Largest decline over 3 years | -26.55% | -23.32% | -3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -26.55% | -23.32% | -3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -26.55% | -33.78% | +7.23% |
Current DrawdownCurrent decline from peak | -11.65% | -0.45% | -11.20% |
Average DrawdownAverage peak-to-trough decline | -11.17% | -5.17% | -6.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.72% | 2.01% | +3.71% |
Volatility
EXV4.DE vs. SXR8.DE - Volatility Comparison
iShares STOXX Europe 600 Health Care UCITS ETF (DE) (EXV4.DE) has a higher volatility of 5.58% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that EXV4.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
| EXV4.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 2.65% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 7.57% | +4.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 11.56% | +5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 15.16% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 16.09% | -0.35% |
EXV4.DE vs. SXR8.DE - Expense Ratio Comparison
EXV4.DE has a 0.46% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
EXV4.DE vs. SXR8.DE - Dividend Comparison
EXV4.DE's dividend yield for the trailing twelve months is around 1.61%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV4.DE iShares STOXX Europe 600 Health Care UCITS ETF (DE) | 1.61% | 1.58% | 1.45% | 1.60% | 1.59% | 1.47% | 1.24% | 1.79% | 1.85% | 2.64% | 2.90% | 2.60% |
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
EXV4.DE and SXR8.DE have a correlation of 0.25, 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 0.46% for EXV4.DE.
EXV4.DE is categorized as Health & Biotech Equities, while SXR8.DE is S&P 500. EXV4.DE tracks STOXX® Europe 600 Health Care, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.46% for EXV4.DE and 0.07% for SXR8.DE.
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