IUSL.DE vs. SXR8.DE
IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IUSL.DE is a Global Equities fund tracking the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IUSL.DE returned 12.35%/yr vs 14.95%/yr for SXR8.DE. Their correlation of 0.83 suggests significant overlap in exposure. IUSL.DE charges 0.60%/yr vs 0.07%/yr for SXR8.DE.
Performance
IUSL.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSL.DE achieves a 9.75% return, which is significantly lower than SXR8.DE's 11.37% return. Over the past 10 years, IUSL.DE has underperformed SXR8.DE with an annualized return of 12.35%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
IUSL.DE
- 1D
- -0.15%
- 1M
- 4.28%
- YTD
- 9.75%
- 6M
- 10.59%
- 1Y
- 20.65%
- 3Y*
- 14.71%
- 5Y*
- 11.62%
- 10Y*
- 12.35%
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%
IUSL.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF | 9.75% | 9.06% | 17.49% | 22.13% | -12.66% | 32.00% | 3.12% | 29.77% | -4.73% | 7.79% |
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 IUSL.DE and SXR8.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.83 |
The correlation between IUSL.DE and SXR8.DE has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.
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Return for Risk
IUSL.DE vs. SXR8.DE — Risk / Return Rank
IUSL.DE
SXR8.DE
IUSL.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.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.
| IUSL.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 3.58 | -0.70 |
| Martin ratioReturn relative to average drawdown | 11.02 | 12.71 | -1.69 |
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
| IUSL.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 2.21 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.96 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.92 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.79 | -0.08 |
Drawdowns
IUSL.DE vs. SXR8.DE - Drawdown Comparison
The maximum IUSL.DE drawdown since its inception was -33.02%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and SXR8.DE.
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Drawdown Indicators
| IUSL.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -33.78% | +0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -7.13% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -23.32% | +3.89% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -23.32% | +3.89% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -33.78% | +0.76% |
Current DrawdownCurrent decline from peak | -0.71% | -0.45% | -0.26% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -5.17% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.01% | -0.11% |
Volatility
IUSL.DE vs. SXR8.DE - Volatility Comparison
iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) has a higher volatility of 3.41% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that IUSL.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
| IUSL.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 2.65% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 7.57% | +1.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 11.56% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 15.16% | -1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 16.09% | -1.16% |
IUSL.DE vs. SXR8.DE - Expense Ratio Comparison
IUSL.DE has a 0.60% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
IUSL.DE vs. SXR8.DE - Dividend Comparison
Neither IUSL.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSL.DE and SXR8.DE have a correlation of 0.82, 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 IUSL.DE.
IUSL.DE is categorized as Global Equities, while SXR8.DE is S&P 500. IUSL.DE tracks Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.60% for IUSL.DE and 0.07% for SXR8.DE.
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