IS0D.DE vs. SXR8.DE
Compare and contrast key facts about iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
IS0D.DE and SXR8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS0D.DE is a passively managed fund by iShares that tracks the performance of the S&P Commodity Producers Oil & Gas Exploration & Production. It was launched on Sep 16, 2011. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both IS0D.DE and SXR8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IS0D.DE vs. SXR8.DE - Performance Comparison
Loading graphics...
IS0D.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0D.DE iShares Oil & Gas Exploration & Production UCITS ETF | 36.12% | -4.44% | 3.13% | -0.98% | 44.39% | 86.31% | -39.08% | 13.51% | -18.94% | -15.78% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | -2.80% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Returns By Period
In the year-to-date period, IS0D.DE achieves a 36.12% return, which is significantly higher than SXR8.DE's -2.80% return. Over the past 10 years, IS0D.DE has underperformed SXR8.DE with an annualized return of 9.24%, while SXR8.DE has yielded a comparatively higher 13.67% annualized return.
IS0D.DE
- 1D
- 1.35%
- 1M
- 6.70%
- YTD
- 36.12%
- 6M
- 38.82%
- 1Y
- 23.63%
- 3Y*
- 11.59%
- 5Y*
- 20.64%
- 10Y*
- 9.24%
SXR8.DE
- 1D
- 0.21%
- 1M
- -2.54%
- YTD
- -2.80%
- 6M
- -0.13%
- 1Y
- 10.46%
- 3Y*
- 16.02%
- 5Y*
- 12.15%
- 10Y*
- 13.67%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IS0D.DE vs. SXR8.DE - Expense Ratio Comparison
IS0D.DE has a 0.55% expense ratio, which is higher than SXR8.DE's 0.12% expense ratio.
Return for Risk
IS0D.DE vs. SXR8.DE — Risk / Return Rank
IS0D.DE
SXR8.DE
IS0D.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.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.
| IS0D.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.61 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.21 | 0.92 | +0.29 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.14 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.91 | 2.37 | +0.55 |
Martin ratioReturn relative to average drawdown | 6.07 | 8.02 | -1.94 |
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 graphics...
Sharpe Ratios by Period
| IS0D.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.61 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.79 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.84 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.74 | -0.64 |
Correlation
The correlation between IS0D.DE and SXR8.DE is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IS0D.DE vs. SXR8.DE - Dividend Comparison
Neither IS0D.DE nor SXR8.DE has paid dividends to shareholders.
Drawdowns
IS0D.DE vs. SXR8.DE - Drawdown Comparison
The maximum IS0D.DE drawdown since its inception was -79.47%, 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 IS0D.DE and SXR8.DE.
Loading graphics...
Drawdown Indicators
| IS0D.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.47% | -33.78% | -45.69% |
Max Drawdown (1Y)Largest decline over 1 year | -15.92% | -8.40% | -7.52% |
Max Drawdown (5Y)Largest decline over 5 years | -32.34% | -23.32% | -9.02% |
Max Drawdown (10Y)Largest decline over 10 years | -73.73% | -33.78% | -39.95% |
Current DrawdownCurrent decline from peak | -6.04% | -5.01% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -27.29% | -5.22% | -22.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.76% | 2.10% | +3.66% |
Volatility
IS0D.DE vs. SXR8.DE - Volatility Comparison
iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a higher volatility of 10.74% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.62%. This indicates that IS0D.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 graphics...
Volatility by Period
| IS0D.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.74% | 3.62% | +7.12% |
Volatility (6M)Calculated over the trailing 6-month period | 18.89% | 8.61% | +10.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.16% | 17.16% | +11.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.26% | 15.18% | +15.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.06% | 16.14% | +16.92% |