IS3S.DE vs. SXR8.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IS3S.DE returned 12.60%/yr vs 14.95%/yr for SXR8.DE. Their correlation of 0.81 suggests significant overlap in exposure. IS3S.DE charges 0.30%/yr vs 0.07%/yr for SXR8.DE.
Performance
IS3S.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3S.DE achieves a 35.27% return, which is significantly higher than SXR8.DE's 11.37% return. Over the past 10 years, IS3S.DE has underperformed SXR8.DE with an annualized return of 12.60%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
IS3S.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -10.34% | 7.66% |
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 IS3S.DE and SXR8.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.81 |
The correlation between IS3S.DE and SXR8.DE shifts across timeframes, from 0.68 (3 years) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS3S.DE vs. SXR8.DE — Risk / Return Rank
IS3S.DE
SXR8.DE
IS3S.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
| IS3S.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.33 | ||
| Sortino ratioReturn per unit of downside risk | +3.13 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.41 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 10.36 | 3.58 | +6.78 |
| Martin ratioReturn relative to average drawdown | 39.01 | 12.71 | +26.30 |
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
| IS3S.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.53 | 2.21 | +2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.96 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.92 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.79 | -0.11 |
Drawdowns
IS3S.DE vs. SXR8.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and SXR8.DE.
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Drawdown Indicators
| IS3S.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.18% | -33.78% | -1.40% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -7.13% | +1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -23.32% | +5.52% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -23.32% | +5.52% |
Max Drawdown (10Y)Largest decline over 10 years | -35.18% | -33.78% | -1.40% |
Current DrawdownCurrent decline from peak | -0.83% | -0.45% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -5.17% | -0.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.01% | -0.39% |
Volatility
IS3S.DE vs. SXR8.DE - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.62% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that IS3S.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
| IS3S.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 2.65% | +2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 7.57% | +3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 11.56% | +2.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 15.16% | -1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 16.09% | -0.33% |
IS3S.DE vs. SXR8.DE - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
IS3S.DE vs. SXR8.DE - Dividend Comparison
Neither IS3S.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3S.DE and SXR8.DE have a correlation of 0.73, 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 0.30% for IS3S.DE.
IS3S.DE is categorized as Global Equities, while SXR8.DE is S&P 500. IS3S.DE tracks MSCI World Enhanced Value, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.30% for IS3S.DE and 0.07% for SXR8.DE.
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