IS3R.DE vs. SXR8.DE
IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IS3R.DE is a Momentum fund tracking the MSCI World Momentum 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, IS3R.DE returned 15.31%/yr vs 14.95%/yr for SXR8.DE. Their correlation of 0.87 suggests significant overlap in exposure. IS3R.DE charges 0.25%/yr vs 0.07%/yr for SXR8.DE.
Performance
IS3R.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3R.DE achieves a 22.51% return, which is significantly higher than SXR8.DE's 11.37% return. Both investments have delivered pretty close results over the past 10 years, with IS3R.DE having a 15.31% annualized return and SXR8.DE not far behind at 14.95%.
IS3R.DE
- 1D
- -1.01%
- 1M
- 8.60%
- YTD
- 22.51%
- 6M
- 23.56%
- 1Y
- 31.46%
- 3Y*
- 26.05%
- 5Y*
- 14.66%
- 10Y*
- 15.31%
SXR8.DE
- 1D
- -0.15%
- 1M
- 5.22%
- YTD
- 11.37%
- 6M
- 11.42%
- 1Y
- 25.63%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
IS3R.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 22.51% | 8.37% | 37.95% | 8.09% | -13.60% | 24.50% | 16.41% | 31.50% | 0.27% | 16.07% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between IS3R.DE and SXR8.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.87 |
The correlation between IS3R.DE and SXR8.DE has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
IS3R.DE vs. SXR8.DE — Risk / Return Rank
IS3R.DE
SXR8.DE
IS3R.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.
| IS3R.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 3.58 | -0.10 |
| Martin ratioReturn relative to average drawdown | 13.30 | 12.71 | +0.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS3R.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.21 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.96 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.92 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.79 | +0.06 |
Drawdowns
IS3R.DE vs. SXR8.DE - Drawdown Comparison
The maximum IS3R.DE drawdown since its inception was -30.77%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and SXR8.DE.
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Drawdown Indicators
| IS3R.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.77% | -33.78% | +3.01% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -7.13% | -1.88% |
Max Drawdown (3Y)Largest decline over 3 years | -23.57% | -23.32% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.57% | -23.32% | -0.25% |
Max Drawdown (10Y)Largest decline over 10 years | -30.77% | -33.78% | +3.01% |
Current DrawdownCurrent decline from peak | -1.01% | -0.45% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -5.17% | -0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.01% | +0.35% |
Volatility
IS3R.DE vs. SXR8.DE - Volatility Comparison
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a higher volatility of 5.96% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that IS3R.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
| IS3R.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 2.65% | +3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 7.57% | +6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 11.56% | +5.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 15.16% | +2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 16.09% | +1.14% |
IS3R.DE vs. SXR8.DE - Expense Ratio Comparison
IS3R.DE has a 0.25% 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
IS3R.DE vs. SXR8.DE - Dividend Comparison
Neither IS3R.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3R.DE and SXR8.DE have a correlation of 0.81, 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 0.25% for IS3R.DE.
IS3R.DE is categorized as Momentum, while SXR8.DE is S&P 500. IS3R.DE tracks MSCI World Momentum Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.25% for IS3R.DE and 0.07% for SXR8.DE.
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