EXXX.DE vs. SXR8.DE
EXXX.DE (iShares ATX UCITS ETF (DE)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EXXX.DE is a Europe Equities fund tracking the ATX 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, EXXX.DE returned 15.61%/yr vs 14.87%/yr for SXR8.DE. At a 0.49 correlation, their price movements are largely independent. EXXX.DE charges 0.32%/yr vs 0.07%/yr for SXR8.DE.
Performance
EXXX.DE vs. SXR8.DE - Performance Comparison
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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%
EXXX.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EXXX.DE
SXR8.DE
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.DE | SXR8.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.44% | -0.61% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -28.46% | -5.20% | -23.26% |
Ulcer IndexDepth 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.DE | SXR8.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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