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

Performance

MACV.DE vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Conservative Portfolio UCITS ETF EUR (Acc) (MACV.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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Returns By Period

In the year-to-date period, MACV.DE achieves a 3.65% return, which is significantly lower than SXR8.DE's 12.22% return.


MACV.DE

1D
0.00%
1M
0.19%
6M
3.65%
YTD
3.65%
1Y
6.72%
3Y*
5.11%
5Y*
0.68%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
MACV.DE
iShares Conservative Portfolio UCITS ETF EUR (Acc)
3.65%4.83%3.33%5.02%-13.58%3.11%2.65%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
12.22%4.73%32.32%22.47%-14.31%40.74%7.44%

Correlation

The correlation between MACV.DE and SXR8.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2020

0.44

The correlation between MACV.DE and SXR8.DE shifts across timeframes, from 0.44 (5 years) to 0.63 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

MACV.DE
MACV.DE Risk / Return Rank: 4545
Overall Rank
MACV.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MACV.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
MACV.DE Omega Ratio Rank: 4646
Omega Ratio Rank
MACV.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
MACV.DE Martin Ratio Rank: 5252
Martin Ratio Rank

SXR8.DE
SXR8.DE Risk / Return Rank: 7878
Overall Rank
SXR8.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7979
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Conservative Portfolio UCITS ETF EUR (Acc) (MACV.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.


MACV.DESXR8.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

1.69

3.45

-1.76

Martin ratioReturn relative to average drawdown

7.43

12.24

-4.80

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

The current MACV.DE Sharpe Ratio is 1.27, which is lower than the SXR8.DE Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of MACV.DE and SXR8.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MACV.DE vs. SXR8.DE - Drawdown Comparison

The maximum MACV.DE drawdown since its inception was -15.57%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for MACV.DE and SXR8.DE.


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Drawdown Indicators


MACV.DESXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.57%

-33.78%

+18.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.95%

-6.94%

+2.99%

Max Drawdown (3Y)

Largest decline over 3 years

-3.95%

-23.32%

+19.37%

Max Drawdown (5Y)

Largest decline over 5 years

-15.57%

-23.32%

+7.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

Current Drawdown

Current decline from peak

-0.37%

-0.61%

+0.24%

Average Drawdown

Average peak-to-trough decline

-6.32%

-5.20%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.96%

-1.06%

Volatility

MACV.DE vs. SXR8.DE - Volatility Comparison

The current volatility for iShares Conservative Portfolio UCITS ETF EUR (Acc) (MACV.DE) is 1.73%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.63%. This indicates that MACV.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


MACV.DESXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

3.63%

-1.90%

Volatility (6M)

Calculated over the trailing 6-month period

4.63%

7.98%

-3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

5.26%

11.90%

-6.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.25%

15.20%

-9.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.23%

16.07%

-10.84%

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

MACV.DE has a 0.25% 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

MACV.DE vs. SXR8.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


MACV.DE and SXR8.DE have a correlation of 0.63, 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 0.25% for MACV.DE.

MACV.DE is categorized as Global Allocation, while SXR8.DE is S&P 500. Their fees differ too: 0.25% for MACV.DE and 0.07% for SXR8.DE.

Portfolio Optimizer

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