SLMC.DE vs. SXR8.DE
Compare and contrast key facts about iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
SLMC.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. SLMC.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe 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 SLMC.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: SLMC.DE or SXR8.DE.
Key characteristics
| SLMC.DE | SXR8.DE | |
|---|---|---|
| YTD Return | 8.65% | 30.37% |
| 1Y Return | 16.99% | 38.15% |
| 3Y Return (Ann) | 4.70% | 12.61% |
| 5Y Return (Ann) | 7.32% | 16.15% |
| Sharpe Ratio | 1.52 | 3.05 |
| Sortino Ratio | 2.12 | 4.14 |
| Omega Ratio | 1.27 | 1.63 |
| Calmar Ratio | 2.16 | 4.40 |
| Martin Ratio | 9.03 | 19.57 |
| Ulcer Index | 1.76% | 1.86% |
| Daily Std Dev | 10.54% | 11.84% |
| Max Drawdown | -34.92% | -33.78% |
| Current Drawdown | -4.00% | 0.00% |
Correlation
The correlation between SLMC.DE and SXR8.DE is 0.79, 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
SLMC.DE vs. SXR8.DE - Performance Comparison
In the year-to-date period, SLMC.DE achieves a 8.65% return, which is significantly lower than SXR8.DE's 30.37% return. 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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SLMC.DE vs. SXR8.DE - Expense Ratio Comparison
Both SLMC.DE and SXR8.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
SLMC.DE vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.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
SLMC.DE vs. SXR8.DE - Dividend Comparison
Neither SLMC.DE nor SXR8.DE has paid dividends to shareholders.
Drawdowns
SLMC.DE vs. SXR8.DE - Drawdown Comparison
The maximum SLMC.DE drawdown since its inception was -34.92%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for SLMC.DE and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
SLMC.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE) has a higher volatility of 4.07% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.52%. This indicates that SLMC.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.