MVEA.DE vs. SXR8.DE
MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - MVEA.DE is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, MVEA.DE returned 6.87%/yr vs 14.77%/yr for SXR8.DE. Their correlation of 0.80 suggests significant overlap in exposure. MVEA.DE charges 0.20%/yr vs 0.07%/yr for SXR8.DE.
Performance
MVEA.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MVEA.DE achieves a 2.43% return, which is significantly lower than SXR8.DE's 11.37% return.
MVEA.DE
- 1D
- -0.13%
- 1M
- 3.15%
- YTD
- 2.43%
- 6M
- 2.17%
- 1Y
- 1.20%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 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%
MVEA.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 8.74% | -6.83% | 34.90% | 5.86% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 17.63% |
Correlation
The correlation between MVEA.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 | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2020 | 0.80 |
Over the past year, the correlation between MVEA.DE and SXR8.DE has dropped to 0.49 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
MVEA.DE vs. SXR8.DE — Risk / Return Rank
MVEA.DE
SXR8.DE
MVEA.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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.
| MVEA.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.81 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.41 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 3.58 | -3.41 |
| Martin ratioReturn relative to average drawdown | 0.35 | 12.71 | -12.36 |
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
| MVEA.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 2.21 | -2.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.96 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.79 | -0.13 |
Drawdowns
MVEA.DE vs. SXR8.DE - Drawdown Comparison
The maximum MVEA.DE drawdown since its inception was -17.47%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for MVEA.DE and SXR8.DE.
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Drawdown Indicators
| MVEA.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.47% | -33.78% | +16.31% |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | -7.13% | +2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -17.47% | -23.32% | +5.85% |
Max Drawdown (5Y)Largest decline over 5 years | -17.47% | -23.32% | +5.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -10.27% | -0.45% | -9.82% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -5.17% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.01% | +0.38% |
Volatility
MVEA.DE vs. SXR8.DE - Volatility Comparison
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 2.72% and 2.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MVEA.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 2.65% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 5.90% | 7.57% | -1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.97% | 11.56% | -2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.27% | 15.16% | -2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.79% | 16.09% | -3.30% |
MVEA.DE vs. SXR8.DE - Expense Ratio Comparison
MVEA.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
MVEA.DE vs. SXR8.DE - Dividend Comparison
Neither MVEA.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEA.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.
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 MVEA.DE.
MVEA.DE is categorized as Large Cap Blend Equities, while SXR8.DE is S&P 500. MVEA.DE tracks Russell 1000 TR USD, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.20% for MVEA.DE and 0.07% for SXR8.DE.
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