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 7.48%/yr vs 13.40%/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
In the year-to-date period, SXR1.DE achieves a 8.90% return, which is significantly lower than ^GSPC's 12.06% return. Over the past 10 years, SXR1.DE has underperformed ^GSPC with an annualized return of 7.48%, while ^GSPC has yielded a comparatively higher 13.40% annualized return.
SXR1.DE
- 1D
- -0.90%
- 1M
- 0.00%
- YTD
- 8.90%
- 6M
- 10.33%
- 1Y
- 14.04%
- 3Y*
- 10.41%
- 5Y*
- 5.82%
- 10Y*
- 7.48%
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
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) | 8.90% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -6.20% | 10.76% |
^GSPC S&P 500 Index | 12.06% | 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 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 5, 2010 | 0.47 |
The correlation between SXR1.DE and ^GSPC shifts across timeframes, from 0.38 (5 years) to 0.48 (1 year), reflecting how their relationship changes across market environments.
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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.
| SXR1.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.37 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 3.30 | -1.05 |
| Martin ratioReturn relative to average drawdown | 6.64 | 12.34 | -5.70 |
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
| SXR1.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.04 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.80 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.72 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.51 | -0.24 |
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 -51.62%. 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% | -51.62% | +13.00% |
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 | -2.17% | -0.20% | -1.97% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -9.08% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.02% | +0.09% |
Volatility
SXR1.DE vs. ^GSPC - Volatility Comparison
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) has a higher volatility of 3.06% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that SXR1.DE's price experiences larger fluctuations and is considered to be riskier 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 | 3.06% | 2.24% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 8.62% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 12.29% | -0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 16.79% | -2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 18.59% | -1.99% |
Frequently Asked Questions
SXR1.DE and ^GSPC have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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