IBGL.MI vs. SXR8.DE
IBGL.MI (iShares € Govt Bond 15-30yr UCITS ETF EUR Dist) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IBGL.MI is a European Government Bonds fund tracking the Bloomberg Euro Government Bond 30 Year Term 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, IBGL.MI returned -2.69%/yr vs 14.33%/yr for SXR8.DE. At a correlation of -0.02, they often move in opposite directions. IBGL.MI charges 0.15%/yr vs 0.07%/yr for SXR8.DE.
Performance
IBGL.MI vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBGL.MI achieves a -1.38% return, which is significantly lower than SXR8.DE's 11.80% return. Over the past 10 years, IBGL.MI has underperformed SXR8.DE with an annualized return of -2.69%, while SXR8.DE has yielded a comparatively higher 14.33% annualized return.
IBGL.MI
- 1D
- 0.00%
- 1M
- -2.97%
- 6M
- -2.49%
- YTD
- -1.38%
- 1Y
- -2.38%
- 3Y*
- -0.90%
- 5Y*
- -8.19%
- 10Y*
- -2.69%
SXR8.DE
- 1D
- -1.19%
- 1M
- 0.78%
- 6M
- 9.48%
- YTD
- 11.80%
- 1Y
- 21.55%
- 3Y*
- 18.63%
- 5Y*
- 13.47%
- 10Y*
- 14.33%
IBGL.MI vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBGL.MI iShares € Govt Bond 15-30yr UCITS ETF EUR Dist | -1.38% | -5.53% | -0.17% | 10.21% | -34.75% | -7.00% | 11.97% | 15.43% | 3.11% | -1.15% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.80% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between IBGL.MI and SXR8.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | -0.02 |
The correlation between IBGL.MI and SXR8.DE shifts across timeframes, from -0.02 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IBGL.MI vs. SXR8.DE — Risk / Return Rank
IBGL.MI
SXR8.DE
IBGL.MI vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) 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.
| IBGL.MI | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.85 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.34 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 3.09 | -3.49 |
| Martin ratioReturn relative to average drawdown | -0.80 | 10.97 | -11.77 |
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Drawdowns
IBGL.MI vs. SXR8.DE - Drawdown Comparison
The maximum IBGL.MI drawdown since its inception was -43.83%, 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 IBGL.MI and SXR8.DE.
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Drawdown Indicators
| IBGL.MI | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.83% | -33.78% | -10.05% |
Max Drawdown (1Y)Largest decline over 1 year | -6.12% | -6.94% | +0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -12.08% | -23.32% | +11.24% |
Max Drawdown (5Y)Largest decline over 5 years | -42.23% | -23.32% | -18.91% |
Max Drawdown (10Y)Largest decline over 10 years | -43.83% | -33.78% | -10.05% |
Current DrawdownCurrent decline from peak | -38.28% | -1.32% | -36.96% |
Average DrawdownAverage peak-to-trough decline | -12.89% | -5.19% | -7.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 1.96% | +1.05% |
Volatility
IBGL.MI vs. SXR8.DE - Volatility Comparison
The current volatility for iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) is 2.44%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.98%. This indicates that IBGL.MI 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
| IBGL.MI | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.44% | 2.98% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.26% | 7.84% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.27% | 11.78% | -2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 15.20% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.44% | 16.07% | -4.63% |
IBGL.MI vs. SXR8.DE - Expense Ratio Comparison
IBGL.MI has a 0.15% 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
IBGL.MI vs. SXR8.DE - Dividend Comparison
IBGL.MI's dividend yield for the trailing twelve months is around 3.72%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBGL.MI iShares € Govt Bond 15-30yr UCITS ETF EUR Dist | 3.72% | 3.53% | 3.18% | 2.66% | 1.32% | 0.53% | 0.74% | 1.27% | 1.50% | 1.35% | 1.48% | 1.83% |
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
IBGL.MI and SXR8.DE have a correlation of 0.26, 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 0.15% for IBGL.MI.
IBGL.MI is categorized as European Government Bonds, while SXR8.DE is S&P 500. IBGL.MI tracks Bloomberg Euro Government Bond 30 Year Term Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.15% for IBGL.MI and 0.07% for SXR8.DE.
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