SXR4.DE vs. SXR8.DE
Compare and contrast key facts about iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
SXR4.DE and SXR8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXR4.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA. It was launched on Jan 12, 2010. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both SXR4.DE and SXR8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXR4.DE or SXR8.DE.
Key characteristics
| SXR4.DE | SXR8.DE | |
|---|---|---|
| YTD Return | 30.26% | 30.37% |
| 1Y Return | 38.61% | 38.15% |
| 3Y Return (Ann) | 11.86% | 12.61% |
| 5Y Return (Ann) | 16.08% | 16.15% |
| 10Y Return (Ann) | 14.69% | 14.67% |
| Sharpe Ratio | 3.02 | 3.05 |
| Sortino Ratio | 4.10 | 4.14 |
| Omega Ratio | 1.63 | 1.63 |
| Calmar Ratio | 4.37 | 4.40 |
| Martin Ratio | 19.47 | 19.57 |
| Ulcer Index | 1.89% | 1.86% |
| Daily Std Dev | 12.08% | 11.84% |
| Max Drawdown | -34.16% | -33.78% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SXR4.DE and SXR8.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SXR4.DE vs. SXR8.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with SXR4.DE having a 30.26% return and SXR8.DE slightly higher at 30.37%. Both investments have delivered pretty close results over the past 10 years, with SXR4.DE having a 14.69% annualized return and SXR8.DE not far behind at 14.67%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SXR4.DE vs. SXR8.DE - Expense Ratio Comparison
SXR4.DE has a 0.07% expense ratio, which is lower than SXR8.DE's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SXR4.DE vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.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.
Dividends
SXR4.DE vs. SXR8.DE - Dividend Comparison
Neither SXR4.DE nor SXR8.DE has paid dividends to shareholders.
Drawdowns
SXR4.DE vs. SXR8.DE - Drawdown Comparison
The maximum SXR4.DE drawdown since its inception was -34.16%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for SXR4.DE and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
SXR4.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 3.54% and 3.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.