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IS4S.DE vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS4S.DE vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Digital Security UCITS ETF USD (Dist) (IS4S.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS4S.DE achieves a 19.89% return, which is significantly higher than SXR8.DE's 11.37% return.


IS4S.DE

1D
-2.36%
1M
11.23%
YTD
19.89%
6M
20.35%
1Y
22.18%
3Y*
18.46%
5Y*
11.11%
10Y*

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

IS4S.DE vs. SXR8.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IS4S.DE
iShares Digital Security UCITS ETF USD (Dist)
19.89%-0.10%22.79%29.73%-25.07%27.43%15.19%32.59%-7.78%
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%-9.83%

Correlation

The correlation between IS4S.DE and SXR8.DE is 0.70, 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

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2018

0.80

The correlation between IS4S.DE and SXR8.DE has been stable across timeframes, ranging from 0.70 to 0.80 - a consistent structural relationship.

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Return for Risk

IS4S.DE vs. SXR8.DE — Risk / Return Rank

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

IS4S.DE
IS4S.DE Risk / Return Rank: 3333
Overall Rank
IS4S.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IS4S.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
IS4S.DE Omega Ratio Rank: 3131
Omega Ratio Rank
IS4S.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
IS4S.DE Martin Ratio Rank: 3232
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.

IS4S.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD (Dist) (IS4S.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.


IS4S.DESXR8.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.21

1.41

-0.20

Calmar ratioReturn relative to maximum drawdown

1.85

3.58

-1.73

Martin ratioReturn relative to average drawdown

4.56

12.71

-8.15

IS4S.DE vs. SXR8.DE - Sharpe Ratio Comparison

The current IS4S.DE Sharpe Ratio is 1.11, which is lower than the SXR8.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of IS4S.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.


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Sharpe Ratios by Period


IS4S.DESXR8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.21

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.96

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.79

-0.14

Drawdowns

IS4S.DE vs. SXR8.DE - Drawdown Comparison

The maximum IS4S.DE drawdown since its inception was -32.25%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IS4S.DE and SXR8.DE.


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Drawdown Indicators


IS4S.DESXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.25%

-33.78%

+1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

-7.13%

-5.05%

Max Drawdown (3Y)

Largest decline over 3 years

-27.06%

-23.32%

-3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-28.04%

-23.32%

-4.72%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

Current Drawdown

Current decline from peak

-3.05%

-0.45%

-2.60%

Average Drawdown

Average peak-to-trough decline

-8.82%

-5.17%

-3.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

2.01%

+2.94%

Volatility

IS4S.DE vs. SXR8.DE - Volatility Comparison

iShares Digital Security UCITS ETF USD (Dist) (IS4S.DE) has a higher volatility of 7.92% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that IS4S.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


IS4S.DESXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

2.65%

+5.27%

Volatility (6M)

Calculated over the trailing 6-month period

15.87%

7.57%

+8.30%

Volatility (1Y)

Calculated over the trailing 1-year period

20.32%

11.56%

+8.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.85%

15.16%

+4.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.17%

16.09%

+4.08%

IS4S.DE vs. SXR8.DE - Expense Ratio Comparison

IS4S.DE has a 0.40% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.


Dividends

IS4S.DE vs. SXR8.DE - Dividend Comparison

IS4S.DE's dividend yield for the trailing twelve months is around 0.28%, while SXR8.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
IS4S.DE
iShares Digital Security UCITS ETF USD (Dist)
0.28%0.34%0.44%0.40%0.91%1.00%1.03%0.88%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IS4S.DE and SXR8.DE have a correlation of 0.70, 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 0.40% for IS4S.DE.

IS4S.DE is categorized as Technology Equities, while SXR8.DE is S&P 500. IS4S.DE tracks STOXX® Global Digital Security, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.40% for IS4S.DE and 0.07% for SXR8.DE.

Portfolio Optimizer

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