SXR1.DE vs. ^GSPC
SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) is Asia Pacific Equities fund tracking the MSCI Pacific ex Japan, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, SXR1.DE returned 7.24%/yr vs 12.91%/yr for ^GSPC. At a 0.47 correlation, their price movements are largely independent.
Performance
SXR1.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
SXR1.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with SXR1.DE having a 13.23% return and ^GSPC slightly lower at 13.20%. Over the past 10 years, SXR1.DE has underperformed ^GSPC with an annualized return of 7.24%, while ^GSPC has yielded a comparatively higher 12.91% annualized return.
SXR1.DE
- 1D
- 0.38%
- 1M
- 3.53%
- 6M
- 11.51%
- YTD
- 13.23%
- 1Y
- 18.42%
- 3Y*
- 12.09%
- 5Y*
- 6.72%
- 10Y*
- 7.24%
^GSPC
- 1D
- 0.00%
- 1M
- 1.21%
- 6M
- 10.91%
- YTD
- 13.20%
- 1Y
- 22.56%
- 3Y*
- 18.02%
- 5Y*
- 12.47%
- 10Y*
- 12.91%
SXR1.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 13.23% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -6.20% | 10.76% |
^GSPC S&P 500 Index | 13.27% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between SXR1.DE and ^GSPC is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2010 | 0.47 |
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Return for Risk
SXR1.DE vs. ^GSPC — Risk / Return Rank
SXR1.DE
^GSPC
SXR1.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) and S&P 500 Index (^GSPC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXR1.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.33 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 3.00 | -0.04 |
| Martin ratioReturn relative to average drawdown | 8.48 | 11.06 | -2.58 |
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Drawdowns
SXR1.DE vs. ^GSPC - Drawdown Comparison
The maximum SXR1.DE drawdown since its inception was -38.62%, smaller than the maximum ^GSPC drawdown of -51.28%. Use the drawdown chart below to compare losses from any high point for SXR1.DE and ^GSPC.
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Drawdown Indicators
| SXR1.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.62% | -51.28% | +12.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.21% | -7.57% | +1.36% |
Max Drawdown (3Y)Largest decline over 3 years | -20.28% | -23.99% | +3.71% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -23.99% | +3.71% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | -33.42% | -3.49% |
Current DrawdownCurrent decline from peak | 0.00% | -0.58% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -8.94% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.04% | +0.13% |
Volatility
SXR1.DE vs. ^GSPC - Volatility Comparison
The current volatility for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) is 2.42%, while S&P 500 Index (^GSPC) has a volatility of 3.04%. This indicates that SXR1.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR1.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 3.04% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 9.38% | 9.17% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 12.60% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.76% | 16.85% | -2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 18.60% | -2.11% |
Frequently Asked Questions
SXR1.DE and ^GSPC have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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