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

Performance

OEF vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 100 ETF (OEF) 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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Different Trading Currencies

OEF is traded in USD, while SXR8.DE is traded in EUR. To make them comparable, the SXR8.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, OEF achieves a 6.55% return, which is significantly lower than SXR8.DE's 8.26% return. Over the past 10 years, OEF has outperformed SXR8.DE with an annualized return of 16.50%, while SXR8.DE has yielded a comparatively lower 15.23% annualized return.


OEF

1D
0.24%
1M
-1.73%
YTD
6.55%
6M
7.16%
1Y
24.07%
3Y*
22.62%
5Y*
14.89%
10Y*
16.50%

SXR8.DE

1D
1.45%
1M
0.37%
YTD
8.26%
6M
9.37%
1Y
24.39%
3Y*
20.71%
5Y*
13.20%
10Y*
15.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OEF vs. SXR8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OEF
iShares S&P 100 ETF
6.55%19.80%30.74%32.71%-21.03%29.18%21.21%31.87%-4.16%21.82%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
8.26%18.24%24.75%26.34%-19.03%29.64%17.24%31.65%-5.70%21.76%

Correlation

The correlation between OEF and SXR8.DE is 0.73, 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

0.73

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

0.61

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

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

0.58

The correlation between OEF and SXR8.DE shifts across timeframes, from 0.58 (all time) to 0.73 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

OEF vs. SXR8.DE — Risk / Return Rank

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

OEF
OEF Risk / Return Rank: 5959
Overall Rank
OEF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
OEF Sortino Ratio Rank: 6161
Sortino Ratio Rank
OEF Omega Ratio Rank: 6464
Omega Ratio Rank
OEF Calmar Ratio Rank: 5050
Calmar Ratio Rank
OEF Martin Ratio Rank: 5858
Martin Ratio Rank

SXR8.DE
SXR8.DE Risk / Return Rank: 7676
Overall Rank
SXR8.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7676
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) 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.


OEFSXR8.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.33

1.36

-0.02

Calmar ratioReturn relative to maximum drawdown

2.19

2.83

-0.65

Martin ratioReturn relative to average drawdown

8.97

11.70

-2.72

OEF vs. SXR8.DE - Sharpe Ratio Comparison

The current OEF Sharpe Ratio is 1.83, which is comparable to the SXR8.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of OEF 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

OEF vs. SXR8.DE - Drawdown Comparison

The maximum OEF drawdown since its inception was -54.11%, which is greater than SXR8.DE's maximum drawdown of -34.26%. Use the drawdown chart below to compare losses from any high point for OEF and SXR8.DE.


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Drawdown Indicators


OEFSXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.11%

-34.26%

-19.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-8.57%

-2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-19.80%

-19.47%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-26.47%

-24.36%

-2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-31.44%

-34.26%

+2.82%

Current Drawdown

Current decline from peak

-3.62%

-2.26%

-1.36%

Average Drawdown

Average peak-to-trough decline

-11.75%

-5.49%

-6.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.08%

+0.61%

Volatility

OEF vs. SXR8.DE - Volatility Comparison

iShares S&P 100 ETF (OEF) has a higher volatility of 4.58% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.34%. This indicates that OEF'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


OEFSXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

3.34%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.24%

8.46%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

11.81%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

15.91%

+1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

16.34%

+2.14%

OEF vs. SXR8.DE - Expense Ratio Comparison

OEF 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

OEF vs. SXR8.DE - Dividend Comparison

OEF's dividend yield for the trailing twelve months is around 0.86%, while SXR8.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
OEF
iShares S&P 100 ETF
0.86%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%
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%0.00%

Frequently Asked Questions


OEF and SXR8.DE have a correlation of 0.73, 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 OEF.

OEF is categorized as Large Cap Blend Equities, while SXR8.DE is S&P 500. OEF tracks S&P 100 Index, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.20% for OEF and 0.07% for SXR8.DE.

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