SUA0.DE vs. SXR8.DE
SUA0.DE (iShares EUR Corporate Bond ESG UCITS ETF EUR Acc) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - SUA0.DE is a European Corporate Bonds fund tracking the Bloomberg MSCI Euro Corporate Sustainable and SRI, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 3 years, SUA0.DE returned 4.49%/yr vs 18.87%/yr for SXR8.DE. At a 0.22 correlation, their price movements are largely independent. SUA0.DE charges 0.15%/yr vs 0.07%/yr for SXR8.DE.
Performance
SUA0.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SUA0.DE achieves a 0.43% return, which is significantly lower than SXR8.DE's 11.37% return.
SUA0.DE
- 1D
- 0.10%
- 1M
- 0.23%
- YTD
- 0.43%
- 6M
- 0.46%
- 1Y
- 2.02%
- 3Y*
- 4.49%
- 5Y*
- —
- 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%
SUA0.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SUA0.DE iShares EUR Corporate Bond ESG UCITS ETF EUR Acc | 0.43% | 3.04% | 4.19% | 7.35% | -5.92% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -9.78% |
Correlation
The correlation between SUA0.DE and SXR8.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 2, 2022 | 0.22 |
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Return for Risk
SUA0.DE vs. SXR8.DE — Risk / Return Rank
SUA0.DE
SXR8.DE
SUA0.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.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.
| SUA0.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.41 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 3.58 | -2.93 |
| Martin ratioReturn relative to average drawdown | 2.19 | 12.71 | -10.52 |
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
| SUA0.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 2.21 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.96 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.79 | -0.34 |
Drawdowns
SUA0.DE vs. SXR8.DE - Drawdown Comparison
The maximum SUA0.DE drawdown since its inception was -9.07%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for SUA0.DE and SXR8.DE.
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Drawdown Indicators
| SUA0.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.07% | -33.78% | +24.71% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | -7.13% | +4.55% |
Max Drawdown (3Y)Largest decline over 3 years | -2.58% | -23.32% | +20.74% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.32% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -0.74% | -0.45% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -2.20% | -5.17% | +2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 2.01% | -1.24% |
Volatility
SUA0.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.DE) is 1.19%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.65%. This indicates that SUA0.DE experiences smaller price fluctuations and is considered to be less risky 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
| SUA0.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 2.65% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 2.57% | 7.57% | -5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.07% | 11.56% | -8.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.57% | 15.16% | -10.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.57% | 16.09% | -11.52% |
SUA0.DE vs. SXR8.DE - Expense Ratio Comparison
SUA0.DE has a 0.15% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SUA0.DE vs. SXR8.DE - Dividend Comparison
Neither SUA0.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
SUA0.DE and SXR8.DE have a correlation of 0.32, 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 0.15% for SUA0.DE.
SUA0.DE is categorized as European Corporate Bonds, while SXR8.DE is S&P 500. SUA0.DE tracks Bloomberg MSCI Euro Corporate Sustainable and SRI, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.15% for SUA0.DE and 0.07% for SXR8.DE.
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