SGAS.DE vs. SXR8.DE
Compare and contrast key facts about iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
SGAS.DE and SXR8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGAS.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Screened. It was launched on Oct 19, 2018. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both SGAS.DE and SXR8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGAS.DE or SXR8.DE.
Key characteristics
| SGAS.DE | SXR8.DE | |
|---|---|---|
| YTD Return | 32.86% | 31.70% |
| 1Y Return | 40.87% | 38.45% |
| 3Y Return (Ann) | 12.56% | 12.58% |
| 5Y Return (Ann) | 17.20% | 16.33% |
| Sharpe Ratio | 3.13 | 3.19 |
| Sortino Ratio | 4.19 | 4.31 |
| Omega Ratio | 1.64 | 1.66 |
| Calmar Ratio | 4.43 | 4.60 |
| Martin Ratio | 19.36 | 20.46 |
| Ulcer Index | 2.07% | 1.86% |
| Daily Std Dev | 12.78% | 11.87% |
| Max Drawdown | -33.55% | -33.78% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SGAS.DE and SXR8.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SGAS.DE vs. SXR8.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with SGAS.DE having a 32.86% return and SXR8.DE slightly lower at 31.70%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SGAS.DE vs. SXR8.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than SXR8.DE's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SGAS.DE vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.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.
Dividends
SGAS.DE vs. SXR8.DE - Dividend Comparison
Neither SGAS.DE nor SXR8.DE has paid dividends to shareholders.
Drawdowns
SGAS.DE vs. SXR8.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.55%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
SGAS.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a higher volatility of 3.80% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.51%. This indicates that SGAS.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.