SXR4.DE vs. VUAA.DE
SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - SXR4.DE is a Large Cap Blend Equities fund tracking the MSCI USA, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, SXR4.DE returned 14.32%/yr vs 14.77%/yr for VUAA.DE. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.07% expense ratio.
Performance
SXR4.DE vs. VUAA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SXR4.DE having a 11.29% return and VUAA.DE slightly higher at 11.41%.
SXR4.DE
- 1D
- -0.10%
- 1M
- 4.53%
- YTD
- 11.29%
- 6M
- 10.68%
- 1Y
- 25.15%
- 3Y*
- 19.00%
- 5Y*
- 14.32%
- 10Y*
- 14.76%
VUAA.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.44%
- 1Y
- 25.64%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- —
SXR4.DE vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 11.29% | 4.62% | 32.33% | 23.44% | -15.85% | 38.32% | 5.20% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 22.52% | -14.29% | 40.76% | 3.17% |
Correlation
The correlation between SXR4.DE and VUAA.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.99 |
The correlation between SXR4.DE and VUAA.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
SXR4.DE vs. VUAA.DE — Risk / Return Rank
SXR4.DE
VUAA.DE
SXR4.DE vs. VUAA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.
| SXR4.DE | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 3.56 | -0.15 |
| Martin ratioReturn relative to average drawdown | 11.92 | 12.74 | -0.82 |
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
| SXR4.DE | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 2.20 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.97 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.81 | -0.04 |
Drawdowns
SXR4.DE vs. VUAA.DE - Drawdown Comparison
The maximum SXR4.DE drawdown since its inception was -34.16%, roughly equal to the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for SXR4.DE and VUAA.DE.
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Drawdown Indicators
| SXR4.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -33.67% | -0.49% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -7.16% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -23.63% | -23.33% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -23.33% | -0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | — | — |
Current DrawdownCurrent decline from peak | -0.40% | -0.45% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -5.07% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.01% | +0.10% |
Volatility
SXR4.DE vs. VUAA.DE - Volatility Comparison
iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) have volatilities of 2.73% and 2.65%, 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.
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Volatility by Period
| SXR4.DE | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.65% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 7.61% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.70% | 11.58% | +0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 15.12% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 17.59% | -1.36% |
SXR4.DE vs. VUAA.DE - Expense Ratio Comparison
Both SXR4.DE and VUAA.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SXR4.DE vs. VUAA.DE - Dividend Comparison
Neither SXR4.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 1.00, SXR4.DE and VUAA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SXR4.DE and VUAA.DE have the same expense ratio: 0.07% per year.
SXR4.DE is categorized as Large Cap Blend Equities, while VUAA.DE is S&P 500. SXR4.DE tracks MSCI USA, while VUAA.DE tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard.
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