IQQW.DE vs. SXR8.DE
IQQW.DE (iShares MSCI World UCITS ETF USD (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IQQW.DE is a Global Equities fund tracking the MSCI World Index, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IQQW.DE returned 12.69%/yr vs 14.87%/yr for SXR8.DE. Their correlation of 0.93 suggests significant overlap in exposure. IQQW.DE charges 0.50%/yr vs 0.07%/yr for SXR8.DE.
Performance
IQQW.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IQQW.DE having a 12.38% return and SXR8.DE slightly lower at 12.22%. Over the past 10 years, IQQW.DE has underperformed SXR8.DE with an annualized return of 12.69%, while SXR8.DE has yielded a comparatively higher 14.87% annualized return.
IQQW.DE
- 1D
- 0.43%
- 1M
- 1.51%
- 6M
- 12.34%
- YTD
- 12.38%
- 1Y
- 23.86%
- 3Y*
- 17.17%
- 5Y*
- 11.94%
- 10Y*
- 12.69%
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%
IQQW.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQW.DE iShares MSCI World UCITS ETF USD (Dist) | 12.38% | 7.59% | 25.52% | 19.92% | -13.90% | 32.21% | 5.13% | 30.90% | -5.28% | 7.45% |
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% | -1.05% | 6.67% |
Correlation
The correlation between IQQW.DE and SXR8.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | 0.93 |
The correlation between IQQW.DE and SXR8.DE has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.
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Return for Risk
IQQW.DE vs. SXR8.DE — Risk / Return Rank
IQQW.DE
SXR8.DE
IQQW.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS ETF USD (Dist) (IQQW.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.
| IQQW.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 3.45 | +0.15 |
| Martin ratioReturn relative to average drawdown | 14.30 | 12.24 | +2.06 |
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Drawdowns
IQQW.DE vs. SXR8.DE - Drawdown Comparison
The maximum IQQW.DE drawdown since its inception was -52.35%, 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 IQQW.DE and SXR8.DE.
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Drawdown Indicators
| IQQW.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.35% | -33.78% | -18.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.61% | -6.94% | +0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -23.32% | +1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -23.32% | +1.66% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -33.78% | +0.13% |
Current DrawdownCurrent decline from peak | -0.10% | -0.61% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -5.20% | -3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 1.96% | -0.30% |
Volatility
IQQW.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares MSCI World UCITS ETF USD (Dist) (IQQW.DE) is 3.28%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.63%. This indicates that IQQW.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
| IQQW.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 3.63% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 7.96% | 7.98% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.26% | 11.90% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 15.20% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.03% | 16.07% | -1.04% |
IQQW.DE vs. SXR8.DE - Expense Ratio Comparison
IQQW.DE has a 0.50% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
IQQW.DE vs. SXR8.DE - Dividend Comparison
IQQW.DE's dividend yield for the trailing twelve months is around 0.86%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQW.DE iShares MSCI World UCITS ETF USD (Dist) | 0.86% | 0.95% | 1.05% | 1.32% | 1.49% | 1.01% | 1.21% | 1.60% | 1.84% | 1.66% | 1.70% | 1.80% |
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
With a correlation of 0.96, IQQW.DE and SXR8.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.50% for IQQW.DE.
IQQW.DE is categorized as Global Equities, while SXR8.DE is S&P 500. IQQW.DE tracks MSCI World Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.50% for IQQW.DE and 0.07% for SXR8.DE.
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