IUS6.DE vs. SXR8.DE
IUS6.DE (iShares Euro Covered Bond UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IUS6.DE is a European Corporate Bonds fund tracking the iBoxx® EUR Covered, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IUS6.DE returned -0.15%/yr vs 14.95%/yr for SXR8.DE. At a correlation of -0.02, they often move in opposite directions. IUS6.DE charges 0.20%/yr vs 0.07%/yr for SXR8.DE.
Performance
IUS6.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS6.DE achieves a 0.30% return, which is significantly lower than SXR8.DE's 11.37% return. Over the past 10 years, IUS6.DE has underperformed SXR8.DE with an annualized return of -0.15%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
IUS6.DE
- 1D
- 0.12%
- 1M
- 0.04%
- YTD
- 0.30%
- 6M
- 0.23%
- 1Y
- 1.06%
- 3Y*
- 3.14%
- 5Y*
- -0.93%
- 10Y*
- -0.15%
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%
IUS6.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUS6.DE iShares Euro Covered Bond UCITS ETF | 0.30% | 2.11% | 2.85% | 5.72% | -13.52% | -2.13% | 1.63% | 2.67% | -0.09% | 0.70% |
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 IUS6.DE and SXR8.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | -0.02 |
The correlation between IUS6.DE and SXR8.DE shifts across timeframes, from -0.02 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IUS6.DE vs. SXR8.DE — Risk / Return Rank
IUS6.DE
SXR8.DE
IUS6.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Covered Bond UCITS ETF (IUS6.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.
| IUS6.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.41 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.35 | 3.58 | -3.22 |
| Martin ratioReturn relative to average drawdown | 0.97 | 12.71 | -11.74 |
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
| IUS6.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 2.21 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.24 | 0.96 | -1.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.05 | 0.92 | -0.97 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.79 | -0.47 |
Drawdowns
IUS6.DE vs. SXR8.DE - Drawdown Comparison
The maximum IUS6.DE drawdown since its inception was -16.47%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IUS6.DE and SXR8.DE.
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Drawdown Indicators
| IUS6.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.47% | -33.78% | +17.31% |
Max Drawdown (1Y)Largest decline over 1 year | -2.22% | -7.13% | +4.91% |
Max Drawdown (3Y)Largest decline over 3 years | -2.22% | -23.32% | +21.10% |
Max Drawdown (5Y)Largest decline over 5 years | -15.57% | -23.32% | +7.75% |
Max Drawdown (10Y)Largest decline over 10 years | -16.47% | -33.78% | +17.31% |
Current DrawdownCurrent decline from peak | -6.35% | -0.45% | -5.90% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -5.17% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 2.01% | -1.20% |
Volatility
IUS6.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares Euro Covered Bond UCITS ETF (IUS6.DE) is 0.97%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.65%. This indicates that IUS6.DE experiences smaller price fluctuations and is considered to be less risky 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
| IUS6.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.97% | 2.65% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 2.14% | 7.57% | -5.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.58% | 11.56% | -8.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.84% | 15.16% | -11.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.17% | 16.09% | -12.92% |
IUS6.DE vs. SXR8.DE - Expense Ratio Comparison
IUS6.DE has a 0.20% 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
IUS6.DE vs. SXR8.DE - Dividend Comparison
IUS6.DE's dividend yield for the trailing twelve months is around 2.16%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS6.DE iShares Euro Covered Bond UCITS ETF | 2.16% | 2.03% | 1.51% | 0.90% | 0.29% | 0.26% | 0.35% | 0.47% | 0.60% | 0.64% | 0.97% | 0.62% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUS6.DE and SXR8.DE have a correlation of 0.13, 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 0.20% for IUS6.DE.
IUS6.DE is categorized as European Corporate Bonds, while SXR8.DE is S&P 500. IUS6.DE tracks iBoxx® EUR Covered, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.20% for IUS6.DE and 0.07% for SXR8.DE.
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