SC0K.DE vs. SXR8.DE
SC0K.DE (Invesco Russell 2000 UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - SC0K.DE is a Small Cap Blend Equities fund tracking the Russell 2000®, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SC0K.DE returned 10.39%/yr vs 14.95%/yr for SXR8.DE. A 0.79 correlation means they provide meaningful diversification when combined. SC0K.DE charges 0.45%/yr vs 0.07%/yr for SXR8.DE.
Performance
SC0K.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SC0K.DE achieves a 17.93% return, which is significantly higher than SXR8.DE's 11.37% return. Over the past 10 years, SC0K.DE has underperformed SXR8.DE with an annualized return of 10.39%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
SC0K.DE
- 1D
- 0.96%
- 1M
- 4.12%
- YTD
- 17.93%
- 6M
- 16.88%
- 1Y
- 38.56%
- 3Y*
- 15.51%
- 5Y*
- 7.16%
- 10Y*
- 10.39%
SXR8.DE
- 1D
- -0.15%
- 1M
- 5.22%
- YTD
- 11.37%
- 6M
- 11.42%
- 1Y
- 25.63%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
SC0K.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SC0K.DE Invesco Russell 2000 UCITS ETF | 17.93% | 1.56% | 15.91% | 14.84% | -16.55% | 24.70% | 8.14% | 29.08% | -9.05% | 0.67% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between SC0K.DE and SXR8.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.79 |
The correlation between SC0K.DE and SXR8.DE has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.
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Return for Risk
SC0K.DE vs. SXR8.DE — Risk / Return Rank
SC0K.DE
SXR8.DE
SC0K.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (SC0K.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.
| SC0K.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.41 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | 3.58 | +0.99 |
| Martin ratioReturn relative to average drawdown | 13.31 | 12.71 | +0.60 |
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
| SC0K.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.21 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.96 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.92 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.79 | -0.15 |
Drawdowns
SC0K.DE vs. SXR8.DE - Drawdown Comparison
The maximum SC0K.DE drawdown since its inception was -41.13%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for SC0K.DE and SXR8.DE.
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Drawdown Indicators
| SC0K.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.13% | -33.78% | -7.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -7.13% | -1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -32.50% | -23.32% | -9.18% |
Max Drawdown (5Y)Largest decline over 5 years | -32.50% | -23.32% | -9.18% |
Max Drawdown (10Y)Largest decline over 10 years | -41.13% | -33.78% | -7.35% |
Current DrawdownCurrent decline from peak | 0.00% | -0.45% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -5.17% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 2.01% | +0.88% |
Volatility
SC0K.DE vs. SXR8.DE - Volatility Comparison
Invesco Russell 2000 UCITS ETF (SC0K.DE) has a higher volatility of 5.37% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that SC0K.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
| SC0K.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 2.65% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 7.57% | +4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 11.56% | +6.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 15.16% | +5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 16.09% | +5.51% |
SC0K.DE vs. SXR8.DE - Expense Ratio Comparison
SC0K.DE has a 0.45% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
SC0K.DE vs. SXR8.DE - Dividend Comparison
Neither SC0K.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
SC0K.DE and SXR8.DE have a correlation of 0.75, 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 0.45% for SC0K.DE.
SC0K.DE is categorized as Small Cap Blend Equities, while SXR8.DE is S&P 500. SC0K.DE tracks Russell 2000®, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.45% for SC0K.DE and 0.07% for SXR8.DE.
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