IUSW.DE vs. SXR8.DE
IUSW.DE (iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IUSW.DE is a Emerging Markets Equities fund tracking the MSCI Saudi Arabia 20/35 Index, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, IUSW.DE returned 2.61%/yr vs 13.70%/yr for SXR8.DE. At a 0.38 correlation, their price movements are largely independent. IUSW.DE charges 0.60%/yr vs 0.07%/yr for SXR8.DE.
Performance
IUSW.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSW.DE achieves a 8.49% return, which is significantly lower than SXR8.DE's 12.22% return.
IUSW.DE
- 1D
- 0.44%
- 1M
- 0.44%
- 6M
- 7.23%
- YTD
- 8.49%
- 1Y
- 4.49%
- 3Y*
- -1.13%
- 5Y*
- 2.61%
- 10Y*
- —
SXR8.DE
- 1D
- 0.22%
- 1M
- 0.62%
- 6M
- 12.76%
- YTD
- 12.22%
- 1Y
- 24.06%
- 3Y*
- 18.35%
- 5Y*
- 13.70%
- 10Y*
- 14.87%
IUSW.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IUSW.DE iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) | 8.49% | -15.93% | 5.30% | 5.93% | 0.43% | 46.72% | -7.49% | -22.80% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 12.22% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 11.30% |
Correlation
The correlation between IUSW.DE and SXR8.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2019 | 0.38 |
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Return for Risk
IUSW.DE vs. SXR8.DE — Risk / Return Rank
IUSW.DE
SXR8.DE
IUSW.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IUSW.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.21 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.37 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 3.45 | -3.08 |
| Martin ratioReturn relative to average drawdown | 0.96 | 12.24 | -11.28 |
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Drawdowns
IUSW.DE vs. SXR8.DE - Drawdown Comparison
The maximum IUSW.DE drawdown since its inception was -47.12%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IUSW.DE and SXR8.DE.
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Drawdown Indicators
| IUSW.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.12% | -33.78% | -13.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -6.94% | -4.98% |
Max Drawdown (3Y)Largest decline over 3 years | -21.61% | -23.32% | +1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -31.40% | -23.32% | -8.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -24.34% | -0.61% | -23.73% |
Average DrawdownAverage peak-to-trough decline | -20.34% | -5.20% | -15.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.65% | 1.96% | +2.69% |
Volatility
IUSW.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.DE) is 3.32%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.63%. This indicates that IUSW.DE experiences smaller price fluctuations and is considered to be less risky 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
| IUSW.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.63% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 7.98% | +2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 11.90% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 15.20% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.69% | 16.07% | +3.62% |
IUSW.DE vs. SXR8.DE - Expense Ratio Comparison
IUSW.DE has a 0.60% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
IUSW.DE vs. SXR8.DE - Dividend Comparison
IUSW.DE's dividend yield for the trailing twelve months is around 3.21%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IUSW.DE iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) | 3.21% | 3.79% | 2.60% | 2.13% | 1.81% | 1.21% | 3.52% |
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% |
Frequently Asked Questions
IUSW.DE and SXR8.DE have a correlation of 0.28, 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 IUSW.DE.
IUSW.DE is categorized as Emerging Markets Equities, while SXR8.DE is S&P 500. IUSW.DE tracks MSCI Saudi Arabia 20/35 Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.60% for IUSW.DE and 0.07% for SXR8.DE.
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