IUSQ.DE vs. SXR8.DE
IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI), while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IUSQ.DE returned 12.38%/yr vs 14.95%/yr for SXR8.DE. Their correlation of 0.94 suggests significant overlap in exposure. IUSQ.DE charges 0.20%/yr vs 0.07%/yr for SXR8.DE.
Performance
IUSQ.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSQ.DE achieves a 12.65% return, which is significantly higher than SXR8.DE's 11.37% return. Over the past 10 years, IUSQ.DE has underperformed SXR8.DE with an annualized return of 12.38%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
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%
IUSQ.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
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 IUSQ.DE and SXR8.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.94 |
The correlation between IUSQ.DE and SXR8.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
IUSQ.DE vs. SXR8.DE — Risk / Return Rank
IUSQ.DE
SXR8.DE
IUSQ.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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.
| IUSQ.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.41 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 3.58 | +0.50 |
| Martin ratioReturn relative to average drawdown | 16.69 | 12.71 | +3.98 |
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
| IUSQ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 2.21 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.96 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.92 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.79 | -0.03 |
Drawdowns
IUSQ.DE vs. SXR8.DE - Drawdown Comparison
The maximum IUSQ.DE drawdown since its inception was -33.60%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and SXR8.DE.
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Drawdown Indicators
| IUSQ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -33.78% | +0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -7.13% | +0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -21.25% | -23.32% | +2.07% |
Max Drawdown (5Y)Largest decline over 5 years | -21.25% | -23.32% | +2.07% |
Max Drawdown (10Y)Largest decline over 10 years | -33.60% | -33.78% | +0.18% |
Current DrawdownCurrent decline from peak | -0.55% | -0.45% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -5.17% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 2.01% | -0.42% |
Volatility
IUSQ.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a higher volatility of 3.03% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that IUSQ.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
| IUSQ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.65% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 7.57% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 11.56% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 15.16% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 16.09% | -1.07% |
IUSQ.DE vs. SXR8.DE - Expense Ratio Comparison
IUSQ.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
IUSQ.DE vs. SXR8.DE - Dividend Comparison
Neither IUSQ.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, IUSQ.DE and SXR8.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 IUSQ.DE.
IUSQ.DE is categorized as Global Equities, while SXR8.DE is S&P 500. IUSQ.DE tracks MSCI All Country World (ACWI), while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.20% for IUSQ.DE and 0.07% for SXR8.DE.
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