SLUS.DE vs. SXR8.DE
SLUS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - SLUS.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Screened, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, SLUS.DE returned 14.97%/yr vs 14.77%/yr for SXR8.DE. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.07% expense ratio.
Performance
SLUS.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SLUS.DE having a 11.22% return and SXR8.DE slightly higher at 11.37%.
SLUS.DE
- 1D
- 0.00%
- 1M
- 4.81%
- YTD
- 11.22%
- 6M
- 10.52%
- 1Y
- 25.87%
- 3Y*
- 19.85%
- 5Y*
- 14.97%
- 10Y*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
SLUS.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 11.22% | 4.97% | 33.89% | 26.23% | -17.11% | 39.38% | 10.48% | 35.11% | -7.65% |
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% | -7.42% |
Correlation
The correlation between SLUS.DE and SXR8.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.99 |
The correlation between SLUS.DE and SXR8.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
SLUS.DE vs. SXR8.DE — Risk / Return Rank
SLUS.DE
SXR8.DE
SLUS.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.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.
| SLUS.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.41 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 3.58 | -0.52 |
| Martin ratioReturn relative to average drawdown | 10.67 | 12.71 | -2.04 |
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
| SLUS.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 2.21 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.96 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.79 | +0.13 |
Drawdowns
SLUS.DE vs. SXR8.DE - Drawdown Comparison
The maximum SLUS.DE drawdown since its inception was -33.71%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for SLUS.DE and SXR8.DE.
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Drawdown Indicators
| SLUS.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.71% | -33.78% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -7.13% | -1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -24.45% | -23.32% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -24.45% | -23.32% | -1.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -0.43% | -0.45% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -4.84% | -5.17% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.01% | +0.43% |
Volatility
SLUS.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) has a higher volatility of 2.97% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that SLUS.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
| SLUS.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 2.65% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.38% | 7.57% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.54% | 11.56% | +0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 15.16% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 16.09% | +1.49% |
SLUS.DE vs. SXR8.DE - Expense Ratio Comparison
Both SLUS.DE and SXR8.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SLUS.DE vs. SXR8.DE - Dividend Comparison
SLUS.DE's dividend yield for the trailing twelve months is around 0.62%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.62% | 0.69% | 0.84% | 0.98% | 1.26% | 0.79% | 1.06% | 1.24% | 0.20% |
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% |
Frequently Asked Questions
With a correlation of 0.99, SLUS.DE and SXR8.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SLUS.DE and SXR8.DE have the same expense ratio: 0.07% per year.
SLUS.DE is categorized as Large Cap Blend Equities, while SXR8.DE is S&P 500. SLUS.DE tracks MSCI USA ESG Screened, while SXR8.DE tracks S&P 500 Index.
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