IS07.DE vs. SXR8.DE
IS07.DE (iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IS07.DE is a Multi-factor fund tracking the STOXX Developed World Equity Factor Screened Index (EUR Hedged), while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, IS07.DE returned 9.90%/yr vs 13.70%/yr for SXR8.DE. Their correlation of 0.80 suggests significant overlap in exposure. IS07.DE charges 0.33%/yr vs 0.07%/yr for SXR8.DE.
Performance
IS07.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS07.DE achieves a 11.48% return, which is significantly lower than SXR8.DE's 12.22% return.
IS07.DE
- 1D
- 0.68%
- 1M
- 0.17%
- 6M
- 12.00%
- YTD
- 11.48%
- 1Y
- 23.44%
- 3Y*
- 18.84%
- 5Y*
- 9.90%
- 10Y*
- —
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%
IS07.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS07.DE iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) | 11.48% | 21.49% | 18.24% | 12.98% | -16.13% | 22.03% | 6.67% | 18.34% | -13.48% | 16.04% |
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% | 4.29% |
Correlation
The correlation between IS07.DE and SXR8.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.80 |
The correlation between IS07.DE and SXR8.DE has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.
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Return for Risk
IS07.DE vs. SXR8.DE — Risk / Return Rank
IS07.DE
SXR8.DE
IS07.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) (IS07.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.
| IS07.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 3.45 | -0.12 |
| Martin ratioReturn relative to average drawdown | 13.14 | 12.24 | +0.90 |
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Drawdowns
IS07.DE vs. SXR8.DE - Drawdown Comparison
The maximum IS07.DE drawdown since its inception was -33.06%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IS07.DE and SXR8.DE.
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Drawdown Indicators
| IS07.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.06% | -33.78% | +0.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -6.94% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.11% | -23.32% | +7.21% |
Max Drawdown (5Y)Largest decline over 5 years | -22.26% | -23.32% | +1.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -0.59% | -0.61% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -5.20% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 1.96% | -0.18% |
Volatility
IS07.DE vs. SXR8.DE - Volatility Comparison
iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) (IS07.DE) has a higher volatility of 3.86% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.63%. This indicates that IS07.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
| IS07.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.63% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 7.98% | +1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.56% | 11.90% | +0.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 15.20% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.81% | 16.07% | -0.26% |
IS07.DE vs. SXR8.DE - Expense Ratio Comparison
IS07.DE has a 0.33% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
IS07.DE vs. SXR8.DE - Dividend Comparison
Neither IS07.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
IS07.DE and SXR8.DE have a correlation of 0.79, 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 0.33% for IS07.DE.
IS07.DE is categorized as Multi-factor, while SXR8.DE is S&P 500. IS07.DE tracks STOXX Developed World Equity Factor Screened Index (EUR Hedged), while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.33% for IS07.DE and 0.07% for SXR8.DE.
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