IUSA.DE vs. SXRW.DE
IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both exchange-traded funds - IUSA.DE is a S&P 500 fund tracking the S&P 500 Index, while SXRW.DE is a Europe Equities fund tracking the FTSE 100. Both are passively managed. Over the past 10 years, IUSA.DE returned 15.03%/yr vs 9.04%/yr for SXRW.DE. A 0.66 correlation means they provide meaningful diversification when combined. Both charge a 0.07% expense ratio.
Performance
IUSA.DE vs. SXRW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSA.DE achieves a 10.74% return, which is significantly higher than SXRW.DE's 8.75% return. Over the past 10 years, IUSA.DE has outperformed SXRW.DE with an annualized return of 15.03%, while SXRW.DE has yielded a comparatively lower 9.04% annualized return.
IUSA.DE
- 1D
- -0.12%
- 1M
- 0.33%
- YTD
- 10.74%
- 6M
- 10.95%
- 1Y
- 24.73%
- 3Y*
- 18.94%
- 5Y*
- 13.89%
- 10Y*
- 15.03%
SXRW.DE
- 1D
- -0.40%
- 1M
- 0.69%
- YTD
- 8.75%
- 6M
- 9.32%
- 1Y
- 22.75%
- 3Y*
- 15.96%
- 5Y*
- 11.90%
- 10Y*
- 9.04%
IUSA.DE vs. SXRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 10.74% | 4.69% | 32.36% | 22.47% | -14.25% | 40.75% | 6.77% | 34.55% | -1.14% | 6.67% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 8.75% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
Correlation
The correlation between IUSA.DE and SXRW.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.66 |
The correlation between IUSA.DE and SXRW.DE shifts across timeframes, from 0.48 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSA.DE vs. SXRW.DE — Risk / Return Rank
IUSA.DE
SXRW.DE
IUSA.DE vs. SXRW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) and iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IUSA.DE | SXRW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.33 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 2.86 | +0.70 |
| Martin ratioReturn relative to average drawdown | 12.70 | 10.51 | +2.20 |
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Drawdowns
IUSA.DE vs. SXRW.DE - Drawdown Comparison
The maximum IUSA.DE drawdown since its inception was -52.05%, which is greater than SXRW.DE's maximum drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and SXRW.DE.
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Drawdown Indicators
| IUSA.DE | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.05% | -40.31% | -11.74% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -7.91% | +1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -23.36% | -16.86% | -6.50% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -16.86% | -6.50% |
Max Drawdown (10Y)Largest decline over 10 years | -33.67% | -40.31% | +6.64% |
Current DrawdownCurrent decline from peak | -1.03% | -0.70% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -8.42% | -6.01% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.16% | -0.22% |
Volatility
IUSA.DE vs. SXRW.DE - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) has a higher volatility of 3.38% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 3.07%. This indicates that IUSA.DE's price experiences larger fluctuations and is considered to be riskier than SXRW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSA.DE | SXRW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 3.07% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 10.28% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 12.33% | -0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 14.10% | +1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.05% | 16.46% | -0.41% |
IUSA.DE vs. SXRW.DE - Expense Ratio Comparison
Both IUSA.DE and SXRW.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IUSA.DE vs. SXRW.DE - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.87%, while SXRW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 0.87% | 0.94% | 0.99% | 1.25% | 1.46% | 0.99% | 1.40% | 1.48% | 1.70% | 1.51% | 1.37% | 1.52% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (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
IUSA.DE and SXRW.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IUSA.DE and SXRW.DE have the same expense ratio: 0.07% per year.
IUSA.DE is categorized as S&P 500, while SXRW.DE is Europe Equities. IUSA.DE tracks S&P 500 Index, while SXRW.DE tracks FTSE 100.
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