PortfoliosLab logoPortfoliosLab logo
IS3R.DE vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3R.DE vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3R.DE vs. SXR8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IS3R.DE vs. SXR8.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS3R.DE
IS3R.DE Risk / Return Rank: 6262
Overall Rank
IS3R.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IS3R.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
IS3R.DE Omega Ratio Rank: 5555
Omega Ratio Rank
IS3R.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IS3R.DE Martin Ratio Rank: 7272
Martin Ratio Rank

SXR8.DE
SXR8.DE Risk / Return Rank: 6969
Overall Rank
SXR8.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DESXR8.DEDifference
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

IS3R.DE vs. SXR8.DE - Sharpe Ratio Comparison

The current IS3R.DE Sharpe Ratio is 1.84, which is comparable to the SXR8.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of IS3R.DE and SXR8.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IS3R.DESXR8.DEDifference

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.


Loading charts...

Drawdown Indicators


IS3R.DESXR8.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.01%

-0.45%

-0.56%

Average Drawdown

Average peak-to-trough decline

-5.67%

-5.17%

-0.50%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


IS3R.DESXR8.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for IS3R.DE and SXR8.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer