IUSZ.DE vs. SXR8.DE
IUSZ.DE (iShares Core FTSE 100 UCITS ETF (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IUSZ.DE is a Europe Equities fund tracking the FTSE 100, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, IUSZ.DE returned 9.88%/yr vs 14.77%/yr for SXR8.DE. A 0.64 correlation means they provide meaningful diversification when combined. Both charge a 0.07% expense ratio.
Performance
IUSZ.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSZ.DE achieves a 6.50% return, which is significantly lower than SXR8.DE's 11.37% return.
IUSZ.DE
- 1D
- 0.15%
- 1M
- -0.44%
- YTD
- 6.50%
- 6M
- 8.78%
- 1Y
- 14.23%
- 3Y*
- 11.63%
- 5Y*
- 9.88%
- 10Y*
- —
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%
IUSZ.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 6.50% | 16.47% | 9.79% | 9.07% | -1.35% | 24.82% | -15.69% | 25.38% | -10.49% | 8.10% |
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 IUSZ.DE and SXR8.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2016 | 0.64 |
The correlation between IUSZ.DE and SXR8.DE shifts across timeframes, from 0.49 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSZ.DE vs. SXR8.DE — Risk / Return Rank
IUSZ.DE
SXR8.DE
IUSZ.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.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.
| IUSZ.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 3.58 | -1.84 |
| Martin ratioReturn relative to average drawdown | 5.71 | 12.71 | -7.00 |
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
| IUSZ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.21 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.96 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.79 | -0.35 |
Drawdowns
IUSZ.DE vs. SXR8.DE - Drawdown Comparison
The maximum IUSZ.DE drawdown since its inception was -40.31%, 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 IUSZ.DE and SXR8.DE.
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Drawdown Indicators
| IUSZ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -33.78% | -6.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -7.13% | -1.10% |
Max Drawdown (3Y)Largest decline over 3 years | -17.24% | -23.32% | +6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -17.24% | -23.32% | +6.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -2.94% | -0.45% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -5.17% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.01% | +0.50% |
Volatility
IUSZ.DE vs. SXR8.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) has a higher volatility of 4.16% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that IUSZ.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
| IUSZ.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 2.65% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 7.57% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 11.56% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 15.16% | -1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 16.09% | +0.23% |
IUSZ.DE vs. SXR8.DE - Expense Ratio Comparison
Both IUSZ.DE and SXR8.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IUSZ.DE vs. SXR8.DE - Dividend Comparison
Neither IUSZ.DE nor SXR8.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 3.09% | 3.86% | 3.68% | 3.06% | 4.32% | 4.54% | 4.01% | 0.73% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUSZ.DE and SXR8.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IUSZ.DE and SXR8.DE have the same expense ratio: 0.07% per year.
IUSZ.DE is categorized as Europe Equities, while SXR8.DE is S&P 500. IUSZ.DE tracks FTSE 100, while SXR8.DE tracks S&P 500 Index.
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