IE1A.DE vs. SXR8.DE
IE1A.DE (iShares EUR Corporate Bond 1-5yr UCITS ETF EUR Acc) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IE1A.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate 1-5 Year Bond, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, IE1A.DE returned 4.27%/yr vs 18.87%/yr for SXR8.DE. At a 0.23 correlation, their price movements are largely independent. IE1A.DE charges 0.20%/yr vs 0.07%/yr for SXR8.DE.
Performance
IE1A.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IE1A.DE achieves a 0.38% return, which is significantly lower than SXR8.DE's 11.37% return.
IE1A.DE
- 1D
- 0.03%
- 1M
- 0.23%
- YTD
- 0.38%
- 6M
- 0.44%
- 1Y
- 1.91%
- 3Y*
- 4.27%
- 5Y*
- —
- 10Y*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
IE1A.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IE1A.DE iShares EUR Corporate Bond 1-5yr UCITS ETF EUR Acc | 0.38% | 3.34% | 4.35% | 5.82% | -3.60% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -9.78% |
Correlation
The correlation between IE1A.DE and SXR8.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 2, 2022 | 0.23 |
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Return for Risk
IE1A.DE vs. SXR8.DE — Risk / Return Rank
IE1A.DE
SXR8.DE
IE1A.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond 1-5yr UCITS ETF EUR Acc (IE1A.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.
| IE1A.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.41 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | 3.58 | -2.61 |
| Martin ratioReturn relative to average drawdown | 3.41 | 12.71 | -9.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IE1A.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 2.21 | -1.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.96 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.79 | +0.08 |
Drawdowns
IE1A.DE vs. SXR8.DE - Drawdown Comparison
The maximum IE1A.DE drawdown since its inception was -5.63%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IE1A.DE and SXR8.DE.
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Drawdown Indicators
| IE1A.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -33.78% | +28.15% |
Max Drawdown (1Y)Largest decline over 1 year | -1.79% | -7.13% | +5.34% |
Max Drawdown (3Y)Largest decline over 3 years | -1.79% | -23.32% | +21.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -0.44% | -0.45% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -1.20% | -5.17% | +3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.51% | 2.01% | -1.50% |
Volatility
IE1A.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares EUR Corporate Bond 1-5yr UCITS ETF EUR Acc (IE1A.DE) is 0.70%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.65%. This indicates that IE1A.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
| IE1A.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.70% | 2.65% | -1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 1.85% | 7.57% | -5.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.13% | 11.56% | -9.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.77% | 15.16% | -12.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.77% | 16.09% | -13.32% |
IE1A.DE vs. SXR8.DE - Expense Ratio Comparison
IE1A.DE has a 0.20% 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
IE1A.DE vs. SXR8.DE - Dividend Comparison
Neither IE1A.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
IE1A.DE and SXR8.DE have a correlation of 0.33, 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 0.20% for IE1A.DE.
IE1A.DE is categorized as European Corporate Bonds, while SXR8.DE is S&P 500. IE1A.DE tracks Bloomberg Euro Corporate 1-5 Year Bond, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.20% for IE1A.DE and 0.07% for SXR8.DE.
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