SPY1.DE vs. SXR8.DE
SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both S&P 500 funds - SPY1.DE tracks the S&P 500 Low Volatility while SXR8.DE tracks the S&P 500 Index. Both are passively managed. Over the past 10 years, SPY1.DE returned 7.35%/yr vs 14.95%/yr for SXR8.DE. A 0.71 correlation means they provide meaningful diversification when combined. SPY1.DE charges 0.35%/yr vs 0.07%/yr for SXR8.DE.
Performance
SPY1.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPY1.DE achieves a 2.00% return, which is significantly lower than SXR8.DE's 11.37% return. Over the past 10 years, SPY1.DE has underperformed SXR8.DE with an annualized return of 7.35%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
SPY1.DE
- 1D
- -0.18%
- 1M
- -1.34%
- YTD
- 2.00%
- 6M
- 1.72%
- 1Y
- -1.53%
- 3Y*
- 4.28%
- 5Y*
- 5.96%
- 10Y*
- 7.35%
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%
SPY1.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 2.00% | -7.26% | 20.46% | -3.91% | 0.94% | 34.70% | -10.69% | 29.65% | 3.67% | 2.32% |
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 SPY1.DE and SXR8.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2012 | 0.71 |
Over the past year, the correlation between SPY1.DE and SXR8.DE has dropped to 0.13 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
SPY1.DE vs. SXR8.DE — Risk / Return Rank
SPY1.DE
SXR8.DE
SPY1.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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.
| SPY1.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.41 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 3.58 | -3.80 |
| Martin ratioReturn relative to average drawdown | -0.48 | 12.71 | -13.19 |
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
| SPY1.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 2.21 | -2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.96 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.92 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.79 | -0.10 |
Drawdowns
SPY1.DE vs. SXR8.DE - Drawdown Comparison
The maximum SPY1.DE drawdown since its inception was -35.30%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for SPY1.DE and SXR8.DE.
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Drawdown Indicators
| SPY1.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.30% | -33.78% | -1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -7.13% | +0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -14.59% | -23.32% | +8.73% |
Max Drawdown (5Y)Largest decline over 5 years | -16.32% | -23.32% | +7.00% |
Max Drawdown (10Y)Largest decline over 10 years | -35.30% | -33.78% | -1.52% |
Current DrawdownCurrent decline from peak | -11.45% | -0.45% | -11.00% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -5.17% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.01% | +1.14% |
Volatility
SPY1.DE vs. SXR8.DE - Volatility Comparison
SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) has a higher volatility of 3.46% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that SPY1.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
| SPY1.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 2.65% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 7.38% | 7.57% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.25% | 11.56% | -1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.47% | 15.16% | -2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.00% | 16.09% | -2.09% |
SPY1.DE vs. SXR8.DE - Expense Ratio Comparison
SPY1.DE has a 0.35% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
SPY1.DE vs. SXR8.DE - Dividend Comparison
Neither SPY1.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
SPY1.DE and SXR8.DE have a correlation of 0.13, 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 SPY1.DE.
SPY1.DE tracks S&P 500 Low Volatility, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for SPY1.DE and 0.07% for SXR8.DE.
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