IQQ0.DE vs. SXR8.DE
IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IQQ0.DE is a Global Equities fund tracking the MSCI World Minimum Volatility, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IQQ0.DE returned 6.81%/yr vs 14.95%/yr for SXR8.DE. A 0.80 correlation means they provide meaningful diversification when combined. IQQ0.DE charges 0.30%/yr vs 0.07%/yr for SXR8.DE.
Performance
IQQ0.DE vs. SXR8.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IQQ0.DE achieves a 1.59% return, which is significantly lower than SXR8.DE's 11.37% return. Over the past 10 years, IQQ0.DE has underperformed SXR8.DE with an annualized return of 6.81%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.81%
- YTD
- 1.59%
- 6M
- 1.63%
- 1Y
- 0.25%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
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%
IQQ0.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 2.03% | 3.11% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between IQQ0.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 | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2013 | 0.80 |
Over the past year, the correlation between IQQ0.DE and SXR8.DE has dropped to 0.33 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IQQ0.DE vs. SXR8.DE — Risk / Return Rank
IQQ0.DE
SXR8.DE
IQQ0.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.
| IQQ0.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -3.00 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.41 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.58 | -3.63 |
| Martin ratioReturn relative to average drawdown | -0.12 | 12.71 | -12.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IQQ0.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 2.21 | -2.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.96 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.92 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.79 | -0.03 |
Drawdowns
IQQ0.DE vs. SXR8.DE - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.65%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and SXR8.DE.
Loading charts...
Drawdown Indicators
| IQQ0.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.65% | -33.78% | +5.13% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -7.13% | +1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -23.32% | +10.50% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -23.32% | +10.50% |
Max Drawdown (10Y)Largest decline over 10 years | -28.65% | -33.78% | +5.13% |
Current DrawdownCurrent decline from peak | -6.65% | -0.45% | -6.20% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -5.17% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.01% | +0.43% |
Volatility
IQQ0.DE vs. SXR8.DE - Volatility Comparison
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 2.53% and 2.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IQQ0.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 2.65% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 5.36% | 7.57% | -2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.78% | 11.56% | -3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 15.16% | -5.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.62% | 16.09% | -4.47% |
IQQ0.DE vs. SXR8.DE - Expense Ratio Comparison
IQQ0.DE has a 0.30% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
IQQ0.DE vs. SXR8.DE - Dividend Comparison
Neither IQQ0.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
IQQ0.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 0.30% for IQQ0.DE.
IQQ0.DE is categorized as Global Equities, while SXR8.DE is S&P 500. IQQ0.DE tracks MSCI World Minimum Volatility, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.30% for IQQ0.DE and 0.07% for SXR8.DE.
Find the right allocation for IQQ0.DE and SXR8.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer