IPRE.DE vs. SXR8.DE
IPRE.DE (iShares European Property Yield UCITS ETF EUR (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IPRE.DE is a REIT fund tracking the FTSE EPRA Nareit Developed Europe ex UK Dividend+ Index, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, IPRE.DE returned -3.70%/yr vs 13.70%/yr for SXR8.DE. At a 0.37 correlation, their price movements are largely independent. IPRE.DE charges 0.40%/yr vs 0.07%/yr for SXR8.DE.
Performance
IPRE.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IPRE.DE achieves a 3.98% return, which is significantly lower than SXR8.DE's 12.22% return.
IPRE.DE
- 1D
- 0.20%
- 1M
- 4.20%
- 6M
- 4.86%
- YTD
- 3.98%
- 1Y
- 1.43%
- 3Y*
- 11.38%
- 5Y*
- -3.70%
- 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%
IPRE.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IPRE.DE iShares European Property Yield UCITS ETF EUR (Acc) | 3.98% | 8.66% | -0.90% | 18.13% | -37.40% | 8.12% | -8.88% | 26.14% | -4.74% |
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% | -6.42% |
Correlation
The correlation between IPRE.DE and SXR8.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2018 | 0.37 |
The correlation between IPRE.DE and SXR8.DE shifts across timeframes, from 0.21 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IPRE.DE vs. SXR8.DE — Risk / Return Rank
IPRE.DE
SXR8.DE
IPRE.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares European Property Yield UCITS ETF EUR (Acc) (IPRE.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.
| IPRE.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.53 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 3.45 | -3.36 |
| Martin ratioReturn relative to average drawdown | 0.23 | 12.24 | -12.01 |
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Drawdowns
IPRE.DE vs. SXR8.DE - Drawdown Comparison
The maximum IPRE.DE drawdown since its inception was -50.15%, 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 IPRE.DE and SXR8.DE.
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Drawdown Indicators
| IPRE.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.15% | -33.78% | -16.37% |
Max Drawdown (1Y)Largest decline over 1 year | -15.03% | -6.94% | -8.09% |
Max Drawdown (3Y)Largest decline over 3 years | -17.41% | -23.32% | +5.91% |
Max Drawdown (5Y)Largest decline over 5 years | -49.30% | -23.32% | -25.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -24.16% | -0.61% | -23.55% |
Average DrawdownAverage peak-to-trough decline | -23.68% | -5.20% | -18.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.23% | 1.96% | +4.27% |
Volatility
IPRE.DE vs. SXR8.DE - Volatility Comparison
iShares European Property Yield UCITS ETF EUR (Acc) (IPRE.DE) has a higher volatility of 3.88% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.63%. This indicates that IPRE.DE's price experiences larger fluctuations and is considered to be riskier 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
| IPRE.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.63% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 7.98% | +5.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 11.90% | +3.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.58% | 15.20% | +6.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.21% | 16.07% | +5.14% |
IPRE.DE vs. SXR8.DE - Expense Ratio Comparison
IPRE.DE has a 0.40% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
IPRE.DE vs. SXR8.DE - Dividend Comparison
Neither IPRE.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
IPRE.DE and SXR8.DE have a correlation of 0.21, 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 0.40% for IPRE.DE.
IPRE.DE is categorized as REIT, while SXR8.DE is S&P 500. IPRE.DE tracks FTSE EPRA Nareit Developed Europe ex UK Dividend+ Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.40% for IPRE.DE and 0.07% for SXR8.DE.
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