IUSK.DE vs. SXR8.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IUSK.DE is a Europe Equities fund tracking the MSCI Europe SRI Select Reduced Fossil Fuels, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IUSK.DE returned 7.86%/yr vs 14.95%/yr for SXR8.DE. A 0.69 correlation means they provide meaningful diversification when combined. IUSK.DE charges 0.20%/yr vs 0.07%/yr for SXR8.DE.
Performance
IUSK.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSK.DE achieves a 6.53% return, which is significantly lower than SXR8.DE's 11.37% return. Over the past 10 years, IUSK.DE has underperformed SXR8.DE with an annualized return of 7.86%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
IUSK.DE
- 1D
- 0.74%
- 1M
- 1.54%
- YTD
- 6.53%
- 6M
- 8.40%
- 1Y
- 5.44%
- 3Y*
- 7.02%
- 5Y*
- 5.35%
- 10Y*
- 7.86%
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%
IUSK.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 6.53% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 4.02% | 30.88% | -7.69% | 11.41% |
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 IUSK.DE and SXR8.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2011 | 0.69 |
The correlation between IUSK.DE and SXR8.DE shifts across timeframes, from 0.58 (3 years) to 0.69 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IUSK.DE vs. SXR8.DE — Risk / Return Rank
IUSK.DE
SXR8.DE
IUSK.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.
| IUSK.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.41 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 3.58 | -3.05 |
| Martin ratioReturn relative to average drawdown | 1.40 | 12.71 | -11.31 |
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
| IUSK.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 2.21 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.96 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.92 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.79 | -0.30 |
Drawdowns
IUSK.DE vs. SXR8.DE - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and SXR8.DE.
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Drawdown Indicators
| IUSK.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -33.78% | +0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -7.13% | -2.99% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -23.32% | +7.38% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -23.32% | -0.18% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -33.78% | +0.22% |
Current DrawdownCurrent decline from peak | -0.86% | -0.45% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -5.17% | -0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 2.01% | +1.82% |
Volatility
IUSK.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) has a higher volatility of 4.24% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that IUSK.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
| IUSK.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 2.65% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 7.57% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 11.56% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 15.16% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 16.09% | -0.59% |
IUSK.DE vs. SXR8.DE - Expense Ratio Comparison
IUSK.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
IUSK.DE vs. SXR8.DE - Dividend Comparison
Neither IUSK.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSK.DE and SXR8.DE have a correlation of 0.60, 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 IUSK.DE.
IUSK.DE is categorized as Europe Equities, while SXR8.DE is S&P 500. IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.20% for IUSK.DE and 0.07% for SXR8.DE.
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