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IS3U.DE vs. SXR8.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IS3U.DE and SXR8.DE is 0.63, 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.


-0.50.00.51.00.6

Performance

IS3U.DE vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-0.60%
8.35%
IS3U.DE
SXR8.DE

Key characteristics

Sharpe Ratio

IS3U.DE:

0.70

SXR8.DE:

2.12

Sortino Ratio

IS3U.DE:

1.05

SXR8.DE:

2.92

Omega Ratio

IS3U.DE:

1.13

SXR8.DE:

1.42

Calmar Ratio

IS3U.DE:

0.78

SXR8.DE:

3.26

Martin Ratio

IS3U.DE:

1.50

SXR8.DE:

14.16

Ulcer Index

IS3U.DE:

6.10%

SXR8.DE:

1.90%

Daily Std Dev

IS3U.DE:

12.98%

SXR8.DE:

12.70%

Max Drawdown

IS3U.DE:

-38.98%

SXR8.DE:

-33.78%

Current Drawdown

IS3U.DE:

-0.35%

SXR8.DE:

0.00%

Returns By Period

In the year-to-date period, IS3U.DE achieves a 9.24% return, which is significantly higher than SXR8.DE's 3.87% return.


IS3U.DE

YTD

9.24%

1M

3.81%

6M

6.96%

1Y

6.71%

5Y*

7.97%

10Y*

N/A

SXR8.DE

YTD

3.87%

1M

1.54%

6M

17.21%

1Y

29.23%

5Y*

15.16%

10Y*

13.91%

*Annualized

Compare stocks, funds, or ETFs

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


IS3U.DE vs. SXR8.DE - Expense Ratio Comparison

IS3U.DE has a 0.25% 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%.


IS3U.DE
iShares MSCI France UCITS ETF EUR (Acc)
Expense ratio chart for IS3U.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for SXR8.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

IS3U.DE vs. SXR8.DE — Risk-Adjusted Performance Rank

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

IS3U.DE
The Risk-Adjusted Performance Rank of IS3U.DE is 2525
Overall Rank
The Sharpe Ratio Rank of IS3U.DE is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of IS3U.DE is 2424
Sortino Ratio Rank
The Omega Ratio Rank of IS3U.DE is 2222
Omega Ratio Rank
The Calmar Ratio Rank of IS3U.DE is 3434
Calmar Ratio Rank
The Martin Ratio Rank of IS3U.DE is 1818
Martin Ratio Rank

SXR8.DE
The Risk-Adjusted Performance Rank of SXR8.DE is 8686
Overall Rank
The Sharpe Ratio Rank of SXR8.DE is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of SXR8.DE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of SXR8.DE is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SXR8.DE is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SXR8.DE is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IS3U.DE vs. SXR8.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI France UCITS ETF EUR (Acc) (IS3U.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.


Sharpe ratio
The chart of Sharpe ratio for IS3U.DE, currently valued at 0.36, compared to the broader market0.002.004.000.361.98
The chart of Sortino ratio for IS3U.DE, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.0010.0012.000.612.73
The chart of Omega ratio for IS3U.DE, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.37
The chart of Calmar ratio for IS3U.DE, currently valued at 0.39, compared to the broader market0.005.0010.0015.000.393.00
The chart of Martin ratio for IS3U.DE, currently valued at 0.77, compared to the broader market0.0020.0040.0060.0080.00100.000.7712.03
IS3U.DE
SXR8.DE

The current IS3U.DE Sharpe Ratio is 0.70, which is lower than the SXR8.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of IS3U.DE and SXR8.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.36
1.98
IS3U.DE
SXR8.DE

Dividends

IS3U.DE vs. SXR8.DE - Dividend Comparison

Neither IS3U.DE nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IS3U.DE vs. SXR8.DE - Drawdown Comparison

The maximum IS3U.DE drawdown since its inception was -38.98%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IS3U.DE and SXR8.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.13%
-0.75%
IS3U.DE
SXR8.DE

Volatility

IS3U.DE vs. SXR8.DE - Volatility Comparison

iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 3.83% and 3.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.83%
3.73%
IS3U.DE
SXR8.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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