IQQK.DE vs. SXR8.DE
IQQK.DE (iShares MSCI Korea UCITS ETF (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IQQK.DE is a Asia Pacific Equities fund tracking the MSCI Korea 20/35, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IQQK.DE returned 16.55%/yr vs 14.95%/yr for SXR8.DE. A 0.54 correlation means they provide meaningful diversification when combined. IQQK.DE charges 0.74%/yr vs 0.07%/yr for SXR8.DE.
Performance
IQQK.DE vs. SXR8.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IQQK.DE achieves a 107.68% return, which is significantly higher than SXR8.DE's 11.37% return. Over the past 10 years, IQQK.DE has outperformed SXR8.DE with an annualized return of 16.55%, while SXR8.DE has yielded a comparatively lower 14.95% annualized return.
IQQK.DE
- 1D
- -4.65%
- 1M
- 11.93%
- YTD
- 107.68%
- 6M
- 121.46%
- 1Y
- 216.52%
- 3Y*
- 44.83%
- 5Y*
- 19.47%
- 10Y*
- 16.55%
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%
IQQK.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQK.DE iShares MSCI Korea UCITS ETF (Dist) | 107.68% | 77.35% | -18.08% | 15.54% | -24.11% | -1.13% | 30.60% | 14.38% | -18.25% | 27.92% |
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 IQQK.DE and SXR8.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.54 |
The correlation between IQQK.DE and SXR8.DE has been stable across timeframes, ranging from 0.49 to 0.55 - a consistent structural relationship.
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
IQQK.DE vs. SXR8.DE — Risk / Return Rank
IQQK.DE
SXR8.DE
IQQK.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Korea UCITS ETF (Dist) (IQQK.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.
| IQQK.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.78 | 1.41 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 10.70 | 3.58 | +7.12 |
| Martin ratioReturn relative to average drawdown | 38.75 | 12.71 | +26.04 |
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
| IQQK.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.92 | 2.21 | +3.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.96 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.92 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.79 | -0.46 |
Drawdowns
IQQK.DE vs. SXR8.DE - Drawdown Comparison
The maximum IQQK.DE drawdown since its inception was -68.13%, 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 IQQK.DE and SXR8.DE.
Loading charts...
Drawdown Indicators
| IQQK.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.13% | -33.78% | -34.35% |
Max Drawdown (1Y)Largest decline over 1 year | -20.96% | -7.13% | -13.83% |
Max Drawdown (3Y)Largest decline over 3 years | -30.51% | -23.32% | -7.19% |
Max Drawdown (5Y)Largest decline over 5 years | -41.53% | -23.32% | -18.21% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -33.78% | -8.57% |
Current DrawdownCurrent decline from peak | -5.73% | -0.45% | -5.28% |
Average DrawdownAverage peak-to-trough decline | -17.35% | -5.17% | -12.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.80% | 2.01% | +3.79% |
Volatility
IQQK.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) has a higher volatility of 17.23% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that IQQK.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.
Loading charts...
Volatility by Period
| IQQK.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.23% | 2.65% | +14.58% |
Volatility (6M)Calculated over the trailing 6-month period | 33.01% | 7.57% | +25.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.90% | 11.56% | +26.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.65% | 15.16% | +10.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.84% | 16.09% | +8.75% |
IQQK.DE vs. SXR8.DE - Expense Ratio Comparison
IQQK.DE has a 0.74% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
IQQK.DE vs. SXR8.DE - Dividend Comparison
IQQK.DE's dividend yield for the trailing twelve months is around 0.36%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQK.DE iShares MSCI Korea UCITS ETF (Dist) | 0.36% | 0.75% | 1.17% | 1.07% | 1.29% | 1.11% | 0.69% | 1.12% | 0.89% | 0.69% | 0.56% | 0.39% |
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
IQQK.DE and SXR8.DE have a correlation of 0.55, 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 0.74% for IQQK.DE.
IQQK.DE is categorized as Asia Pacific Equities, while SXR8.DE is S&P 500. IQQK.DE tracks MSCI Korea 20/35, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.74% for IQQK.DE and 0.07% for SXR8.DE.
Find the right allocation for IQQK.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