MVEE.DE vs. SXR8.DE
MVEE.DE (iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - MVEE.DE is a Europe Equities fund tracking the MSCI Europe NR EUR, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, MVEE.DE returned 6.16%/yr vs 14.77%/yr for SXR8.DE. A 0.61 correlation means they provide meaningful diversification when combined. MVEE.DE charges 0.25%/yr vs 0.07%/yr for SXR8.DE.
Performance
MVEE.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MVEE.DE achieves a 5.59% return, which is significantly lower than SXR8.DE's 11.37% return.
MVEE.DE
- 1D
- 0.56%
- 1M
- 0.01%
- YTD
- 5.59%
- 6M
- 7.14%
- 1Y
- 5.59%
- 3Y*
- 8.72%
- 5Y*
- 6.16%
- 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%
MVEE.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MVEE.DE iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) | 5.59% | 8.72% | 8.82% | 12.50% | -15.12% | 23.93% | 14.18% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 19.40% |
Correlation
The correlation between MVEE.DE and SXR8.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2020 | 0.61 |
The correlation between MVEE.DE and SXR8.DE shifts across timeframes, from 0.45 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MVEE.DE vs. SXR8.DE — Risk / Return Rank
MVEE.DE
SXR8.DE
MVEE.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.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.
| MVEE.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.41 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 3.58 | -2.87 |
| Martin ratioReturn relative to average drawdown | 1.87 | 12.71 | -10.84 |
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
| MVEE.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 2.21 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.96 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.79 | -0.08 |
Drawdowns
MVEE.DE vs. SXR8.DE - Drawdown Comparison
The maximum MVEE.DE drawdown since its inception was -20.20%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for MVEE.DE and SXR8.DE.
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Drawdown Indicators
| MVEE.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.20% | -33.78% | +13.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.73% | -7.13% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -12.13% | -23.32% | +11.19% |
Max Drawdown (5Y)Largest decline over 5 years | -20.20% | -23.32% | +3.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -2.23% | -0.45% | -1.78% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -5.17% | +0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.01% | +0.91% |
Volatility
MVEE.DE vs. SXR8.DE - Volatility Comparison
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) has a higher volatility of 3.51% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that MVEE.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
| MVEE.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 2.65% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 7.57% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.01% | 11.56% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.11% | 15.16% | -3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.45% | 16.09% | -3.64% |
MVEE.DE vs. SXR8.DE - Expense Ratio Comparison
MVEE.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
MVEE.DE vs. SXR8.DE - Dividend Comparison
Neither MVEE.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
MVEE.DE and SXR8.DE have a correlation of 0.45, 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 MVEE.DE.
MVEE.DE is categorized as Europe Equities, while SXR8.DE is S&P 500. MVEE.DE tracks MSCI Europe NR EUR, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.25% for MVEE.DE and 0.07% for SXR8.DE.
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