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IUSA.DE vs. SXRW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSA.DE vs. SXRW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) and iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSA.DE vs. SXRW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

IUSA.DE
IUSA.DE Risk / Return Rank: 7676
Overall Rank
IUSA.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IUSA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
IUSA.DE Omega Ratio Rank: 7575
Omega Ratio Rank
IUSA.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
IUSA.DE Martin Ratio Rank: 7676
Martin Ratio Rank

SXRW.DE
SXRW.DE Risk / Return Rank: 6565
Overall Rank
SXRW.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SXRW.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SXRW.DE Omega Ratio Rank: 6464
Omega Ratio Rank
SXRW.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
SXRW.DE Martin Ratio Rank: 6767
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.

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.DESXRW.DEDifference
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

IUSA.DE vs. SXRW.DE - Sharpe Ratio Comparison

The current IUSA.DE Sharpe Ratio is 2.11, which is comparable to the SXRW.DE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of IUSA.DE and SXRW.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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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.DESXRW.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.03%

-0.70%

-0.33%

Average Drawdown

Average peak-to-trough decline

-8.42%

-6.01%

-2.41%

Ulcer Index

Depth 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.DESXRW.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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