IUSE.L vs. SXR8.DE
Compare and contrast key facts about iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
IUSE.L and SXR8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSE.L is a passively managed fund by iShares that tracks the performance of the S&P 500 EUR Hedged Index. It was launched on Sep 30, 2010. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both IUSE.L and SXR8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IUSE.L vs. SXR8.DE - Performance Comparison
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IUSE.L vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSE.L iShares S&P 500 EUR Hedged UCITS ETF Acc | -5.00% | 14.95% | 23.20% | 23.05% | -21.17% | 27.85% | 14.81% | 26.33% | -8.40% | 19.04% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | -2.80% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Returns By Period
In the year-to-date period, IUSE.L achieves a -5.00% return, which is significantly lower than SXR8.DE's -2.80% return. Over the past 10 years, IUSE.L has underperformed SXR8.DE with an annualized return of 11.17%, while SXR8.DE has yielded a comparatively higher 13.67% annualized return.
IUSE.L
- 1D
- -0.29%
- 1M
- -3.16%
- YTD
- -5.00%
- 6M
- -2.51%
- 1Y
- 14.57%
- 3Y*
- 15.78%
- 5Y*
- 9.20%
- 10Y*
- 11.17%
SXR8.DE
- 1D
- 0.21%
- 1M
- -2.54%
- YTD
- -2.80%
- 6M
- -0.13%
- 1Y
- 10.46%
- 3Y*
- 16.02%
- 5Y*
- 12.15%
- 10Y*
- 13.67%
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IUSE.L vs. SXR8.DE - Expense Ratio Comparison
IUSE.L has a 0.20% expense ratio, which is higher than SXR8.DE's 0.12% 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%.
Return for Risk
IUSE.L vs. SXR8.DE — Risk / Return Rank
IUSE.L
SXR8.DE
IUSE.L vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) 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.
| IUSE.L | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.61 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.37 | 0.92 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.14 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.37 | -0.18 |
Martin ratioReturn relative to average drawdown | 9.53 | 8.02 | +1.51 |
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
| IUSE.L | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.61 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.79 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.84 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.74 | -0.01 |
Correlation
The correlation between IUSE.L and SXR8.DE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IUSE.L vs. SXR8.DE - Dividend Comparison
Neither IUSE.L nor SXR8.DE has paid dividends to shareholders.
Drawdowns
IUSE.L vs. SXR8.DE - Drawdown Comparison
The maximum IUSE.L drawdown since its inception was -34.75%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IUSE.L and SXR8.DE.
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Drawdown Indicators
| IUSE.L | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.75% | -33.78% | -0.97% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -8.40% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -23.32% | -2.91% |
Max Drawdown (10Y)Largest decline over 10 years | -34.75% | -33.78% | -0.97% |
Current DrawdownCurrent decline from peak | -6.17% | -5.01% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -5.22% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 2.10% | -0.11% |
Volatility
IUSE.L vs. SXR8.DE - Volatility Comparison
iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) has a higher volatility of 4.61% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.62%. This indicates that IUSE.L'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
| IUSE.L | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 3.62% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 8.61% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.81% | 17.16% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 15.18% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 16.14% | +0.14% |