IEXA.DE vs. SXR8.DE
IEXA.DE (iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IEXA.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate ex-Financials 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, IEXA.DE returned 4.16%/yr vs 18.93%/yr for SXR8.DE. At a 0.23 correlation, their price movements are largely independent. IEXA.DE charges 0.20%/yr vs 0.07%/yr for SXR8.DE.
Performance
IEXA.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IEXA.DE achieves a 1.30% return, which is significantly lower than SXR8.DE's 10.86% return.
IEXA.DE
- 1D
- 0.00%
- 1M
- 0.74%
- YTD
- 1.30%
- 6M
- 1.48%
- 1Y
- 2.24%
- 3Y*
- 4.16%
- 5Y*
- —
- 10Y*
- —
SXR8.DE
- 1D
- -0.91%
- 1M
- 0.26%
- YTD
- 10.86%
- 6M
- 11.09%
- 1Y
- 24.86%
- 3Y*
- 18.93%
- 5Y*
- 13.91%
- 10Y*
- 15.15%
IEXA.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IEXA.DE iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc | 1.30% | 2.47% | 3.54% | 7.38% | -5.39% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 10.86% | 4.73% | 32.32% | 22.47% | -4.18% |
Correlation
The correlation between IEXA.DE and SXR8.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since May 27, 2022 | 0.23 |
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Return for Risk
IEXA.DE vs. SXR8.DE — Risk / Return Rank
IEXA.DE
SXR8.DE
IEXA.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.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.
| IEXA.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.38 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 3.57 | -2.69 |
| Martin ratioReturn relative to average drawdown | 2.79 | 12.66 | -9.86 |
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Drawdowns
IEXA.DE vs. SXR8.DE - Drawdown Comparison
The maximum IEXA.DE drawdown since its inception was -9.06%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IEXA.DE and SXR8.DE.
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Drawdown Indicators
| IEXA.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.06% | -33.78% | +24.72% |
Max Drawdown (1Y)Largest decline over 1 year | -2.56% | -6.94% | +4.38% |
Max Drawdown (3Y)Largest decline over 3 years | -2.56% | -23.32% | +20.76% |
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 | 0.00% | -0.91% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -2.24% | -5.21% | +2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 1.96% | -1.16% |
Volatility
IEXA.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.DE) is 0.78%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.36%. This indicates that IEXA.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
| IEXA.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.78% | 3.36% | -2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 7.88% | -5.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.26% | 11.83% | -8.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.77% | 15.20% | -10.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.77% | 16.09% | -11.32% |
IEXA.DE vs. SXR8.DE - Expense Ratio Comparison
IEXA.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
IEXA.DE vs. SXR8.DE - Dividend Comparison
Neither IEXA.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
IEXA.DE and SXR8.DE have a correlation of 0.29, 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 IEXA.DE.
IEXA.DE is categorized as European Corporate Bonds, while SXR8.DE is S&P 500. IEXA.DE tracks Bloomberg Euro Corporate ex-Financials Bond, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.20% for IEXA.DE and 0.07% for SXR8.DE.
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