IQQG.DE vs. SXR8.DE
IQQG.DE (iShares Euro Total Market Growth Large UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IQQG.DE is a Europe Equities fund tracking the EURO STOXX® Total Market (TMI) Growth Large, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IQQG.DE returned 10.04%/yr vs 14.95%/yr for SXR8.DE. A 0.67 correlation means they provide meaningful diversification when combined. IQQG.DE charges 0.40%/yr vs 0.07%/yr for SXR8.DE.
Performance
IQQG.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with IQQG.DE having a 11.22% return and SXR8.DE slightly higher at 11.37%. Over the past 10 years, IQQG.DE has underperformed SXR8.DE with an annualized return of 10.04%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
IQQG.DE
- 1D
- 0.60%
- 1M
- 4.08%
- YTD
- 11.22%
- 6M
- 11.01%
- 1Y
- 14.28%
- 3Y*
- 11.38%
- 5Y*
- 8.75%
- 10Y*
- 10.04%
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%
IQQG.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQG.DE iShares Euro Total Market Growth Large UCITS ETF | 11.22% | 11.02% | 9.86% | 21.00% | -17.49% | 26.92% | 5.51% | 37.01% | -12.14% | 12.69% |
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 IQQG.DE and SXR8.DE is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.67 |
The correlation between IQQG.DE and SXR8.DE has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.
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Return for Risk
IQQG.DE vs. SXR8.DE — Risk / Return Rank
IQQG.DE
SXR8.DE
IQQG.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Total Market Growth Large UCITS ETF (IQQG.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.
| IQQG.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.41 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 3.58 | -2.43 |
| Martin ratioReturn relative to average drawdown | 3.72 | 12.71 | -8.99 |
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
| IQQG.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.21 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.96 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.92 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.79 | -0.49 |
Drawdowns
IQQG.DE vs. SXR8.DE - Drawdown Comparison
The maximum IQQG.DE drawdown since its inception was -57.23%, 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 IQQG.DE and SXR8.DE.
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Drawdown Indicators
| IQQG.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.23% | -33.78% | -23.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -7.13% | -5.37% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -23.32% | +3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -28.16% | -23.32% | -4.84% |
Max Drawdown (10Y)Largest decline over 10 years | -34.51% | -33.78% | -0.73% |
Current DrawdownCurrent decline from peak | 0.00% | -0.45% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -14.07% | -5.17% | -8.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.01% | +1.86% |
Volatility
IQQG.DE vs. SXR8.DE - Volatility Comparison
iShares Euro Total Market Growth Large UCITS ETF (IQQG.DE) has a higher volatility of 6.49% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that IQQG.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
| IQQG.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 2.65% | +3.84% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 7.57% | +8.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 11.56% | +7.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.69% | 15.16% | +4.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 16.09% | +2.62% |
IQQG.DE vs. SXR8.DE - Expense Ratio Comparison
IQQG.DE has a 0.40% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
IQQG.DE vs. SXR8.DE - Dividend Comparison
IQQG.DE's dividend yield for the trailing twelve months is around 1.08%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQG.DE iShares Euro Total Market Growth Large UCITS ETF | 1.08% | 1.04% | 0.98% | 0.94% | 1.00% | 0.55% | 0.99% | 1.38% | 1.57% | 1.57% | 1.80% | 1.70% |
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
IQQG.DE and SXR8.DE have a correlation of 0.68, 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 IQQG.DE.
IQQG.DE is categorized as Europe Equities, while SXR8.DE is S&P 500. IQQG.DE tracks EURO STOXX® Total Market (TMI) Growth Large, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.40% for IQQG.DE and 0.07% for SXR8.DE.
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