IUSD.DE vs. SXR8.DE
IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IUSD.DE is a Global Equities fund tracking the MSCI World Islamic Index, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IUSD.DE returned 11.00%/yr vs 14.95%/yr for SXR8.DE. A 0.61 correlation means they provide meaningful diversification when combined. IUSD.DE charges 0.60%/yr vs 0.07%/yr for SXR8.DE.
Performance
IUSD.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSD.DE achieves a 20.34% return, which is significantly higher than SXR8.DE's 11.37% return. Over the past 10 years, IUSD.DE has underperformed SXR8.DE with an annualized return of 11.00%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
IUSD.DE
- 1D
- -0.49%
- 1M
- 7.71%
- YTD
- 20.34%
- 6M
- 20.25%
- 1Y
- 34.31%
- 3Y*
- 15.20%
- 5Y*
- 19.36%
- 10Y*
- 11.00%
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%
IUSD.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 20.34% | 6.31% | 11.81% | 63.24% | 2.81% | 1.82% | 1.56% | 1.97% | -2.89% | 4.32% |
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 IUSD.DE and SXR8.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.61 |
Over the past year, IUSD.DE and SXR8.DE have become more correlated (0.84) than their long-term average of 0.61, meaning their price movements have been converging.
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Return for Risk
IUSD.DE vs. SXR8.DE — Risk / Return Rank
IUSD.DE
SXR8.DE
IUSD.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.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.
| IUSD.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.41 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 7.08 | 3.58 | +3.50 |
| Martin ratioReturn relative to average drawdown | 22.57 | 12.71 | +9.86 |
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
| IUSD.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 2.21 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.96 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.92 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.79 | -0.16 |
Drawdowns
IUSD.DE vs. SXR8.DE - Drawdown Comparison
The maximum IUSD.DE drawdown since its inception was -23.82%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IUSD.DE and SXR8.DE.
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Drawdown Indicators
| IUSD.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.82% | -33.78% | +9.96% |
Max Drawdown (1Y)Largest decline over 1 year | -4.81% | -7.13% | +2.32% |
Max Drawdown (3Y)Largest decline over 3 years | -22.97% | -23.32% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -22.97% | -23.32% | +0.35% |
Max Drawdown (10Y)Largest decline over 10 years | -22.97% | -33.78% | +10.81% |
Current DrawdownCurrent decline from peak | -0.49% | -0.45% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -5.17% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 2.01% | -0.50% |
Volatility
IUSD.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) has a higher volatility of 3.98% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that IUSD.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
| IUSD.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 2.65% | +1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 7.57% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 11.56% | +0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.09% | 15.16% | +7.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 16.09% | +0.84% |
IUSD.DE vs. SXR8.DE - Expense Ratio Comparison
IUSD.DE has a 0.60% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
IUSD.DE vs. SXR8.DE - Dividend Comparison
IUSD.DE's dividend yield for the trailing twelve months is around 0.81%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 0.81% | 1.00% | 1.26% | 1.47% | 2.75% | 1.80% | 1.55% | 1.94% | 1.57% | 1.45% | 1.45% | 1.60% |
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
IUSD.DE and SXR8.DE have a correlation of 0.84, 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 0.60% for IUSD.DE.
IUSD.DE is categorized as Global Equities, while SXR8.DE is S&P 500. IUSD.DE tracks MSCI World Islamic Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.60% for IUSD.DE and 0.07% for SXR8.DE.
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