SEC0.DE vs. SXR8.DE
SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - SEC0.DE is a Semiconductors fund tracking the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, SEC0.DE returned 56.37%/yr vs 18.87%/yr for SXR8.DE. A 0.74 correlation means they provide meaningful diversification when combined. SEC0.DE charges 0.35%/yr vs 0.07%/yr for SXR8.DE.
Performance
SEC0.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SEC0.DE achieves a 98.10% return, which is significantly higher than SXR8.DE's 11.37% return.
SEC0.DE
- 1D
- -2.85%
- 1M
- 23.18%
- YTD
- 98.10%
- 6M
- 100.19%
- 1Y
- 192.28%
- 3Y*
- 56.37%
- 5Y*
- —
- 10Y*
- —
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%
SEC0.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 98.10% | 36.46% | 20.85% | 61.01% | -32.22% | 21.11% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 12.98% |
Correlation
The correlation between SEC0.DE and SXR8.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2021 | 0.74 |
The correlation between SEC0.DE and SXR8.DE has been stable across timeframes, ranging from 0.72 to 0.74 - a consistent structural relationship.
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Return for Risk
SEC0.DE vs. SXR8.DE — Risk / Return Rank
SEC0.DE
SXR8.DE
SEC0.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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.
| SEC0.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.86 | ||
| Omega ratioGain probability vs. loss probability | 1.75 | 1.41 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 14.81 | 3.58 | +11.23 |
| Martin ratioReturn relative to average drawdown | 52.61 | 12.71 | +39.90 |
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
| SEC0.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.89 | 2.21 | +3.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.96 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | 0.79 | +0.38 |
Drawdowns
SEC0.DE vs. SXR8.DE - Drawdown Comparison
The maximum SEC0.DE drawdown since its inception was -39.35%, 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 SEC0.DE and SXR8.DE.
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Drawdown Indicators
| SEC0.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.35% | -33.78% | -5.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -7.13% | -5.77% |
Max Drawdown (3Y)Largest decline over 3 years | -39.35% | -23.32% | -16.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -2.85% | -0.45% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -11.85% | -5.17% | -6.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 2.01% | +1.63% |
Volatility
SEC0.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a higher volatility of 13.13% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that SEC0.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
| SEC0.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.13% | 2.65% | +10.48% |
Volatility (6M)Calculated over the trailing 6-month period | 25.14% | 7.57% | +17.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.42% | 11.56% | +20.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.95% | 15.16% | +14.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.95% | 16.09% | +13.86% |
SEC0.DE vs. SXR8.DE - Expense Ratio Comparison
SEC0.DE has a 0.35% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
SEC0.DE vs. SXR8.DE - Dividend Comparison
Neither SEC0.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
SEC0.DE and SXR8.DE have a correlation of 0.72, 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 0.35% for SEC0.DE.
SEC0.DE is categorized as Semiconductors, while SXR8.DE is S&P 500. SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.35% for SEC0.DE and 0.07% for SXR8.DE.
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