I500.DE vs. EXH8.DE

Last updated Jun 5, 2026

I500.DE (iShares S&P 500 Swap UCITS ETF USD (Acc)) and EXH8.DE (iShares STOXX Europe 600 Retail UCITS ETF (DE)) are both exchange-traded funds - I500.DE is a S&P 500 fund tracking the S&P 500 Index, while EXH8.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Retail. Both are passively managed. Over the past 5 years, I500.DE returned 15.00%/yr vs 1.95%/yr for EXH8.DE. A 0.51 correlation means they provide meaningful diversification when combined. I500.DE charges 0.07%/yr vs 0.46%/yr for EXH8.DE.

Performance

I500.DE vs. EXH8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) and iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, I500.DE achieves a 11.45% return, which is significantly higher than EXH8.DE's -1.84% return.

I500.DE

• 1D: -0.12%
• 1M: 4.40%
• YTD: 11.45%
• 6M: 10.92%
• 1Y: 25.73%
• 3Y*: 19.08%
• 5Y*: 15.00%
• 10Y*: —

EXH8.DE

• 1D: 0.97%
• 1M: 4.30%
• YTD: -1.84%
• 6M: 0.34%
• 1Y: 6.63%
• 3Y*: 12.48%
• 5Y*: 1.95%
• 10Y*: 6.32%

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

I500.DE vs. EXH8.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
I500.DE iShares S&P 500 Swap UCITS ETF USD (Acc)	11.45%	4.94%	32.50%	22.82%	-14.07%	41.05%	7.37%
EXH8.DE iShares STOXX Europe 600 Retail UCITS ETF (DE)	-1.84%	13.47%	10.93%	36.87%	-30.57%	13.16%	10.67%

Correlation

The correlation between I500.DE and EXH8.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020	0.51

The correlation between I500.DE and EXH8.DE has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.

Return for Risk

I500.DE vs. EXH8.DE — Risk / Return Rank

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

I500.DE

I500.DE Risk / Return Rank: 69
I500.DE Sharpe Ratio Rank: 68
I500.DE Sortino Ratio Rank: 66
I500.DE Omega Ratio Rank: 70
I500.DE Calmar Ratio Rank: 73
I500.DE Martin Ratio Rank: 70

EXH8.DE

EXH8.DE Risk / Return Rank: 14
EXH8.DE Sharpe Ratio Rank: 14
EXH8.DE Sortino Ratio Rank: 14
EXH8.DE Omega Ratio Rank: 14
EXH8.DE Calmar Ratio Rank: 15
EXH8.DE Martin Ratio Rank: 14

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.

I500.DE vs. EXH8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) and iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.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.

	I500.DE	EXH8.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.20	0.33	+1.87
Sortino ratio: Return per unit of downside risk	3.00	0.61	+2.39
Omega ratio: Gain probability vs. loss probability	1.41	1.07	+0.34
Calmar ratio: Return relative to maximum drawdown	3.60	0.48	+3.13
Martin ratio: Return relative to average drawdown	12.82	1.09	+11.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

I500.DE vs. EXH8.DE - Sharpe Ratio Comparison

The current I500.DE Sharpe Ratio is 2.20, which is higher than the EXH8.DE Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of I500.DE and EXH8.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.

Sharpe Ratios by Period

	I500.DE	EXH8.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.20	0.33	+1.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	0.09	+0.89
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.32	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.13	0.30	+0.83

Drawdowns

I500.DE vs. EXH8.DE - Drawdown Comparison

The maximum I500.DE drawdown since its inception was -23.24%, smaller than the maximum EXH8.DE drawdown of -54.89%. Use the drawdown chart below to compare losses from any high point for I500.DE and EXH8.DE.

Drawdown Indicators

	I500.DE	EXH8.DE	Difference
Max Drawdown Largest peak-to-trough decline	-23.24%	-54.89%	+31.65%
Max Drawdown (1Y) Largest decline over 1 year	-7.12%	-12.96%	+5.84%
Max Drawdown (3Y) Largest decline over 3 years	-23.24%	-19.54%	-3.70%
Max Drawdown (5Y) Largest decline over 5 years	-23.24%	-48.60%	+25.36%
Max Drawdown (10Y) Largest decline over 10 years	—	-48.60%	—
Current Drawdown Current decline from peak	-0.46%	-3.99%	+3.53%
Average Drawdown Average peak-to-trough decline	-4.06%	-16.64%	+12.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	5.67%	-3.66%

Volatility

I500.DE vs. EXH8.DE - Volatility Comparison

The current volatility for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) is 2.65%, while iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) has a volatility of 6.03%. This indicates that I500.DE experiences smaller price fluctuations and is considered to be less risky than EXH8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	I500.DE	EXH8.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.65%	6.03%	-3.38%
Volatility (6M) Calculated over the trailing 6-month period	7.60%	15.20%	-7.60%
Volatility (1Y) Calculated over the trailing 1-year period	11.65%	18.59%	-6.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.19%	21.53%	-6.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.13%	19.73%	-4.60%

I500.DE vs. EXH8.DE - Expense Ratio Comparison

I500.DE has a 0.07% expense ratio, which is lower than EXH8.DE's 0.46% expense ratio.

Dividends

I500.DE vs. EXH8.DE - Dividend Comparison

I500.DE has not paid dividends to shareholders, while EXH8.DE's dividend yield for the trailing twelve months is around 2.13%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXH8.DE iShares STOXX Europe 600 Retail UCITS ETF (DE)	2.13%	2.30%	2.40%	2.34%	3.25%	1.04%	1.26%	2.10%	3.20%	2.91%	2.88%	3.27%
I500.DE iShares S&P 500 Swap 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

Can I hold both I500.DE and EXH8.DE in my portfolio?

I500.DE and EXH8.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, I500.DE or EXH8.DE?

On fees, I500.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, I500.DE or EXH8.DE?

I500.DE is cheaper with a 0.07% expense ratio, compared with 0.46% for EXH8.DE.

What is the main difference between I500.DE and EXH8.DE?

I500.DE is categorized as S&P 500, while EXH8.DE is Consumer Staples Equities. I500.DE tracks S&P 500 Index, while EXH8.DE tracks STOXX® Europe 600 Retail. Their fees differ too: 0.07% for I500.DE and 0.46% for EXH8.DE.