IS0S.DE vs. SXR8.DE
IS0S.DE (iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IS0S.DE is a Emerging Markets Bonds fund tracking the Bloomberg Emerging Markets Asia Local Currency Govt Country Capped 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, IS0S.DE returned 1.09%/yr vs 14.87%/yr for SXR8.DE. At a 0.42 correlation, their price movements are largely independent. IS0S.DE charges 0.50%/yr vs 0.07%/yr for SXR8.DE.
Performance
IS0S.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0S.DE achieves a -1.86% return, which is significantly lower than SXR8.DE's 12.22% return. Over the past 10 years, IS0S.DE has underperformed SXR8.DE with an annualized return of 1.09%, while SXR8.DE has yielded a comparatively higher 14.87% annualized return.
IS0S.DE
- 1D
- 0.11%
- 1M
- 1.98%
- 6M
- -2.06%
- YTD
- -1.86%
- 1Y
- -3.00%
- 3Y*
- 0.27%
- 5Y*
- 0.54%
- 10Y*
- 1.09%
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%
IS0S.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0S.DE iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) | -1.86% | -5.90% | 7.58% | 1.14% | -1.88% | 3.53% | -0.48% | 11.65% | 2.34% | -1.14% |
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 IS0S.DE and SXR8.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012 | 0.42 |
The correlation between IS0S.DE and SXR8.DE shifts across timeframes, from 0.24 (5 years) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS0S.DE vs. SXR8.DE — Risk / Return Rank
IS0S.DE
SXR8.DE
IS0S.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IS0S.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.
| IS0S.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -3.52 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.37 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 3.45 | -3.93 |
| Martin ratioReturn relative to average drawdown | -0.94 | 12.24 | -13.18 |
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Drawdowns
IS0S.DE vs. SXR8.DE - Drawdown Comparison
The maximum IS0S.DE drawdown since its inception was -30.09%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IS0S.DE and SXR8.DE.
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Drawdown Indicators
| IS0S.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -33.78% | +3.69% |
Max Drawdown (1Y)Largest decline over 1 year | -6.25% | -6.94% | +0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -11.41% | -23.32% | +11.91% |
Max Drawdown (5Y)Largest decline over 5 years | -11.41% | -23.32% | +11.91% |
Max Drawdown (10Y)Largest decline over 10 years | -16.46% | -33.78% | +17.32% |
Current DrawdownCurrent decline from peak | -9.65% | -0.61% | -9.04% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -5.20% | -4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 1.96% | +1.23% |
Volatility
IS0S.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IS0S.DE) is 1.16%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.63%. This indicates that IS0S.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
| IS0S.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 3.63% | -2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 4.03% | 7.98% | -3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.28% | 11.90% | -6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.16% | 15.20% | -9.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.36% | 16.07% | -5.71% |
IS0S.DE vs. SXR8.DE - Expense Ratio Comparison
IS0S.DE has a 0.50% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
IS0S.DE vs. SXR8.DE - Dividend Comparison
IS0S.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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0S.DE iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) | 3.54% | 3.49% | 2.94% | 2.89% | 2.96% | 2.30% | 3.05% | 2.44% | 2.50% | 2.19% | 2.90% | 1.15% |
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
IS0S.DE and SXR8.DE have a correlation of 0.38, 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 0.50% for IS0S.DE.
IS0S.DE is categorized as Emerging Markets Bonds, while SXR8.DE is S&P 500. IS0S.DE tracks Bloomberg Emerging Markets Asia Local Currency Govt Country Capped Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.50% for IS0S.DE and 0.07% for SXR8.DE.
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