IS3N.DE vs. SXR8.DE
Compare and contrast key facts about iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
IS3N.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. IS3N.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market (IMI). It was launched on May 30, 2014. 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 IS3N.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IS3N.DE or SXR8.DE.
Key characteristics
| IS3N.DE | SXR8.DE | |
|---|---|---|
| YTD Return | 8.70% | 18.52% |
| 1Y Return | 10.83% | 23.41% |
| 3Y Return (Ann) | 0.25% | 11.62% |
| 5Y Return (Ann) | 4.59% | 14.59% |
| 10Y Return (Ann) | 4.52% | 14.13% |
| Sharpe Ratio | 1.02 | 2.25 |
| Daily Std Dev | 12.87% | 11.61% |
| Max Drawdown | -35.06% | -33.78% |
| Current Drawdown | -5.85% | -1.76% |
Correlation
The correlation between IS3N.DE and SXR8.DE is 0.69, 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.
Performance
IS3N.DE vs. SXR8.DE - Performance Comparison
In the year-to-date period, IS3N.DE achieves a 8.70% return, which is significantly lower than SXR8.DE's 18.52% return. Over the past 10 years, IS3N.DE has underperformed SXR8.DE with an annualized return of 4.52%, while SXR8.DE has yielded a comparatively higher 14.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IS3N.DE vs. SXR8.DE - Expense Ratio Comparison
IS3N.DE has a 0.18% expense ratio, which is higher than SXR8.DE's 0.12% 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%.
Risk-Adjusted Performance
IS3N.DE vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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.
Dividends
IS3N.DE vs. SXR8.DE - Dividend Comparison
Neither IS3N.DE nor SXR8.DE has paid dividends to shareholders.
Drawdowns
IS3N.DE vs. SXR8.DE - Drawdown Comparison
The maximum IS3N.DE drawdown since its inception was -35.06%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
IS3N.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) is 3.85%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 4.26%. This indicates that IS3N.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.