IS05.DE vs. SXR8.DE
IS05.DE (iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IS05.DE is a Government Bonds fund tracking the Markit iBoxx EUR Eurozone 20yr Target Duration 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, IS05.DE returned -4.35%/yr vs 14.87%/yr for SXR8.DE. At a correlation of -0.06, they often move in opposite directions. IS05.DE charges 0.15%/yr vs 0.07%/yr for SXR8.DE.
Performance
IS05.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS05.DE achieves a 1.47% return, which is significantly lower than SXR8.DE's 12.22% return. Over the past 10 years, IS05.DE has underperformed SXR8.DE with an annualized return of -4.35%, while SXR8.DE has yielded a comparatively higher 14.87% annualized return.
IS05.DE
- 1D
- -0.31%
- 1M
- 1.16%
- 6M
- 2.43%
- YTD
- 1.47%
- 1Y
- -4.25%
- 3Y*
- -2.92%
- 5Y*
- -9.93%
- 10Y*
- -4.35%
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%
IS05.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | 1.47% | -10.87% | -5.27% | 8.12% | -36.40% | -8.01% | 10.93% | 19.50% | 0.75% | -1.71% |
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 IS05.DE and SXR8.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2015 | -0.06 |
The correlation between IS05.DE and SXR8.DE shifts across timeframes, from -0.06 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS05.DE vs. SXR8.DE — Risk / Return Rank
IS05.DE
SXR8.DE
IS05.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.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.
| IS05.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.29 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.37 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 3.45 | -4.04 |
| Martin ratioReturn relative to average drawdown | -1.04 | 12.24 | -13.28 |
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Drawdowns
IS05.DE vs. SXR8.DE - Drawdown Comparison
The maximum IS05.DE drawdown since its inception was -49.20%, 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 IS05.DE and SXR8.DE.
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Drawdown Indicators
| IS05.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.20% | -33.78% | -15.42% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -6.94% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -18.96% | -23.32% | +4.36% |
Max Drawdown (5Y)Largest decline over 5 years | -46.31% | -23.32% | -22.99% |
Max Drawdown (10Y)Largest decline over 10 years | -49.20% | -33.78% | -15.42% |
Current DrawdownCurrent decline from peak | -47.01% | -0.61% | -46.40% |
Average DrawdownAverage peak-to-trough decline | -21.75% | -5.20% | -16.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 1.96% | +1.80% |
Volatility
IS05.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.DE) is 2.71%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.63%. This indicates that IS05.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
| IS05.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 3.63% | -0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 7.44% | 7.98% | -0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.20% | 11.90% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 15.20% | +0.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.47% | 16.07% | -0.60% |
IS05.DE vs. SXR8.DE - Expense Ratio Comparison
IS05.DE has a 0.15% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IS05.DE vs. SXR8.DE - Dividend Comparison
IS05.DE's dividend yield for the trailing twelve months is around 3.54%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | 3.54% | 3.45% | 2.94% | 2.10% | 0.91% | 0.22% | 0.29% | 0.75% | 1.14% | 1.04% | 1.00% | 1.03% |
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
IS05.DE and SXR8.DE have a correlation of 0.22, 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 0.15% for IS05.DE.
IS05.DE is categorized as Government Bonds, while SXR8.DE is S&P 500. IS05.DE tracks Markit iBoxx EUR Eurozone 20yr Target Duration Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.15% for IS05.DE and 0.07% for SXR8.DE.
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