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

Performance

EXXX.DE vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares ATX UCITS ETF (DE) (EXXX.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, EXXX.DE achieves a 26.40% return, which is significantly higher than SXR8.DE's 12.22% return. Both investments have delivered pretty close results over the past 10 years, with EXXX.DE having a 15.61% annualized return and SXR8.DE not far behind at 14.87%.


EXXX.DE

1D
0.98%
1M
8.32%
6M
25.26%
YTD
26.40%
1Y
51.78%
3Y*
31.33%
5Y*
17.65%
10Y*
15.61%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EXXX.DE
iShares ATX UCITS ETF (DE)
26.40%51.31%10.39%13.71%-16.43%42.16%-11.27%19.95%-18.96%32.71%
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 EXXX.DE and SXR8.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.38

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

0.47

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

0.50

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

0.49

The correlation between EXXX.DE and SXR8.DE shifts across timeframes, from 0.38 (3 years) to 0.50 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

EXXX.DE
EXXX.DE Risk / Return Rank: 9292
Overall Rank
EXXX.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EXXX.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
EXXX.DE Omega Ratio Rank: 9292
Omega Ratio Rank
EXXX.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EXXX.DE Martin Ratio Rank: 8989
Martin Ratio Rank

SXR8.DE
SXR8.DE Risk / Return Rank: 7878
Overall Rank
SXR8.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7979
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares ATX UCITS ETF (DE) (EXXX.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.


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

+0.94

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.50

1.37

+0.13

Calmar ratioReturn relative to maximum drawdown

4.81

3.45

+1.36

Martin ratioReturn relative to average drawdown

16.27

12.24

+4.03

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

The current EXXX.DE Sharpe Ratio is 2.96, which is higher than the SXR8.DE Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of EXXX.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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Drawdowns

EXXX.DE vs. SXR8.DE - Drawdown Comparison

The maximum EXXX.DE drawdown since its inception was -71.43%, 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 EXXX.DE and SXR8.DE.


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Drawdown Indicators


EXXX.DESXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.43%

-33.78%

-37.65%

Max Drawdown (1Y)

Largest decline over 1 year

-10.71%

-6.94%

-3.77%

Max Drawdown (3Y)

Largest decline over 3 years

-16.11%

-23.32%

+7.21%

Max Drawdown (5Y)

Largest decline over 5 years

-32.69%

-23.32%

-9.37%

Max Drawdown (10Y)

Largest decline over 10 years

-52.90%

-33.78%

-19.12%

Current Drawdown

Current decline from peak

-0.44%

-0.61%

+0.17%

Average Drawdown

Average peak-to-trough decline

-28.46%

-5.20%

-23.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

1.96%

+1.21%

Volatility

EXXX.DE vs. SXR8.DE - Volatility Comparison

iShares ATX UCITS ETF (DE) (EXXX.DE) has a higher volatility of 5.95% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.63%. This indicates that EXXX.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


EXXX.DESXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

3.63%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

7.98%

+6.46%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

11.90%

+5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.15%

15.20%

+3.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.00%

16.07%

+3.93%

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

EXXX.DE has a 0.32% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.


Dividends

EXXX.DE vs. SXR8.DE - Dividend Comparison

EXXX.DE's dividend yield for the trailing twelve months is around 2.92%, while SXR8.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXXX.DE
iShares ATX UCITS ETF (DE)
2.92%2.53%4.30%3.53%3.61%1.04%1.18%1.73%0.48%0.65%1.08%1.65%
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


EXXX.DE and SXR8.DE have a correlation of 0.45, 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 0.32% for EXXX.DE.

EXXX.DE is categorized as Europe Equities, while SXR8.DE is S&P 500. EXXX.DE tracks ATX Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.32% for EXXX.DE and 0.07% for SXR8.DE.

Portfolio Optimizer

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