IBC5.DE vs. SXR8.DE
IBC5.DE (iShares $ TIPS UCITS ETF EUR Hedged (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IBC5.DE is a Inflation-Protected Bonds fund tracking the Bloomberg US Government Inflation-Linked Bond Index (EUR Hedged), while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, IBC5.DE returned -1.21%/yr vs 13.70%/yr for SXR8.DE. At a correlation of -0.03, they often move in opposite directions. IBC5.DE charges 0.12%/yr vs 0.07%/yr for SXR8.DE.
Performance
IBC5.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBC5.DE achieves a 0.37% return, which is significantly lower than SXR8.DE's 12.22% return.
IBC5.DE
- 1D
- 0.00%
- 1M
- -0.37%
- 6M
- 0.56%
- YTD
- 0.37%
- 1Y
- 1.69%
- 3Y*
- 1.86%
- 5Y*
- -1.21%
- 10Y*
- —
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%
IBC5.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IBC5.DE iShares $ TIPS UCITS ETF EUR Hedged (Acc) | 0.37% | 4.47% | 0.00% | 1.38% | -14.33% | 4.96% | 9.71% | 5.53% | -2.20% |
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% | 2.62% |
Correlation
The correlation between IBC5.DE and SXR8.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 2018 | -0.03 |
The correlation between IBC5.DE and SXR8.DE shifts across timeframes, from -0.03 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IBC5.DE vs. SXR8.DE — Risk / Return Rank
IBC5.DE
SXR8.DE
IBC5.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF EUR Hedged (Acc) (IBC5.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.
| IBC5.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.37 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 3.45 | -2.68 |
| Martin ratioReturn relative to average drawdown | 1.73 | 12.24 | -10.51 |
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Drawdowns
IBC5.DE vs. SXR8.DE - Drawdown Comparison
The maximum IBC5.DE drawdown since its inception was -18.53%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IBC5.DE and SXR8.DE.
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Drawdown Indicators
| IBC5.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.53% | -33.78% | +15.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.19% | -6.94% | +4.75% |
Max Drawdown (3Y)Largest decline over 3 years | -5.06% | -23.32% | +18.26% |
Max Drawdown (5Y)Largest decline over 5 years | -18.53% | -23.32% | +4.79% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -9.85% | -0.61% | -9.24% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -5.20% | -1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 1.96% | -0.99% |
Volatility
IBC5.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF EUR Hedged (Acc) (IBC5.DE) is 1.07%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.63%. This indicates that IBC5.DE experiences smaller price fluctuations and is considered to be less risky 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
| IBC5.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 3.63% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 3.06% | 7.98% | -4.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.30% | 11.90% | -7.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.25% | 15.20% | -8.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.31% | 16.07% | -9.76% |
IBC5.DE vs. SXR8.DE - Expense Ratio Comparison
IBC5.DE has a 0.12% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IBC5.DE vs. SXR8.DE - Dividend Comparison
Neither IBC5.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
IBC5.DE and SXR8.DE have a correlation of 0.10, 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 0.12% for IBC5.DE.
IBC5.DE is categorized as Inflation-Protected Bonds, while SXR8.DE is S&P 500. IBC5.DE tracks Bloomberg US Government Inflation-Linked Bond Index (EUR Hedged), while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.12% for IBC5.DE and 0.07% for SXR8.DE.
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