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JEDI.DE vs. SXR8.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JEDI.DE vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Space Innovators UCITS ETF (JEDI.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

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JEDI.DE vs. SXR8.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
JEDI.DE
VanEck Space Innovators UCITS ETF
29.16%72.15%52.14%8.55%5.38%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
-3.01%4.73%32.32%22.47%-1.13%

Returns By Period

In the year-to-date period, JEDI.DE achieves a 29.16% return, which is significantly higher than SXR8.DE's -3.01% return.


JEDI.DE

1D
8.39%
1M
6.80%
YTD
29.16%
6M
47.52%
1Y
134.67%
3Y*
51.42%
5Y*
10Y*

SXR8.DE

1D
1.70%
1M
-3.07%
YTD
-3.01%
6M
0.06%
1Y
10.20%
3Y*
16.07%
5Y*
12.10%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JEDI.DE vs. SXR8.DE - Expense Ratio Comparison

JEDI.DE has a 0.55% expense ratio, which is higher than SXR8.DE's 0.12% expense ratio.


Return for Risk

JEDI.DE vs. SXR8.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEDI.DE
JEDI.DE Risk / Return Rank: 9696
Overall Rank
JEDI.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
JEDI.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
JEDI.DE Omega Ratio Rank: 9494
Omega Ratio Rank
JEDI.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
JEDI.DE Martin Ratio Rank: 9797
Martin Ratio Rank

SXR8.DE
SXR8.DE Risk / Return Rank: 3636
Overall Rank
SXR8.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 3131
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JEDI.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Space Innovators UCITS ETF (JEDI.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.


JEDI.DESXR8.DEDifference

Sharpe ratio

Return per unit of total volatility

3.16

0.59

+2.57

Sortino ratio

Return per unit of downside risk

3.56

0.90

+2.66

Omega ratio

Gain probability vs. loss probability

1.44

1.13

+0.31

Calmar ratio

Return relative to maximum drawdown

5.74

1.22

+4.52

Martin ratio

Return relative to average drawdown

19.48

4.41

+15.07

JEDI.DE vs. SXR8.DE - Sharpe Ratio Comparison

The current JEDI.DE Sharpe Ratio is 3.16, which is higher than the SXR8.DE Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of JEDI.DE and SXR8.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JEDI.DESXR8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.16

0.59

+2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

1.38

0.74

+0.64

Correlation

The correlation between JEDI.DE and SXR8.DE is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JEDI.DE vs. SXR8.DE - Dividend Comparison

Neither JEDI.DE nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JEDI.DE vs. SXR8.DE - Drawdown Comparison

The maximum JEDI.DE drawdown since its inception was -30.10%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for JEDI.DE and SXR8.DE.


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Drawdown Indicators


JEDI.DESXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.10%

-33.78%

+3.68%

Max Drawdown (1Y)

Largest decline over 1 year

-23.53%

-13.42%

-10.11%

Max Drawdown (5Y)

Largest decline over 5 years

-23.32%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

Current Drawdown

Current decline from peak

-4.45%

-5.21%

+0.76%

Average Drawdown

Average peak-to-trough decline

-7.28%

-5.22%

-2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.94%

2.32%

+4.62%

Volatility

JEDI.DE vs. SXR8.DE - Volatility Comparison

VanEck Space Innovators UCITS ETF (JEDI.DE) has a higher volatility of 15.69% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.77%. This indicates that JEDI.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


JEDI.DESXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.69%

3.77%

+11.92%

Volatility (6M)

Calculated over the trailing 6-month period

33.29%

8.64%

+24.65%

Volatility (1Y)

Calculated over the trailing 1-year period

42.38%

17.20%

+25.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.14%

15.19%

+15.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.14%

16.14%

+15.00%