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SPY1.DE vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPY1.DE vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPY1.DE vs. SXR8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPY1.DE
SPY1.DE Risk / Return Rank: 77
Overall Rank
SPY1.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SPY1.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
SPY1.DE Omega Ratio Rank: 77
Omega Ratio Rank
SPY1.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
SPY1.DE Martin Ratio Rank: 77
Martin Ratio Rank

SXR8.DE
SXR8.DE Risk / Return Rank: 6969
Overall Rank
SXR8.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DESXR8.DEDifference
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

SPY1.DE vs. SXR8.DE - Sharpe Ratio Comparison

The current SPY1.DE Sharpe Ratio is -0.15, which is lower than the SXR8.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SPY1.DE and SXR8.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPY1.DESXR8.DEDifference

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.DESXR8.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.45%

-0.45%

-11.00%

Average Drawdown

Average peak-to-trough decline

-6.16%

-5.17%

-0.99%

Ulcer Index

Depth 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.DESXR8.DEDifference

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.


Tickers have no history of dividend payments

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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