SXR7.DE vs. ^GSPC
Compare and contrast key facts about iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) and S&P 500 (^GSPC).
SXR7.DE is a passively managed fund by iShares that tracks the performance of the MSCI EMU. It was launched on Jan 12, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXR7.DE or ^GSPC.
Key characteristics
| SXR7.DE | ^GSPC | |
|---|---|---|
| YTD Return | 8.66% | 25.23% |
| 1Y Return | 18.01% | 36.29% |
| 3Y Return (Ann) | 4.18% | 8.33% |
| 5Y Return (Ann) | 7.00% | 14.10% |
| 10Y Return (Ann) | 7.46% | 11.37% |
| Sharpe Ratio | 1.44 | 2.94 |
| Sortino Ratio | 2.03 | 3.93 |
| Omega Ratio | 1.25 | 1.55 |
| Calmar Ratio | 1.79 | 3.89 |
| Martin Ratio | 6.35 | 19.19 |
| Ulcer Index | 2.64% | 1.90% |
| Daily Std Dev | 11.62% | 12.38% |
| Max Drawdown | -38.17% | -56.78% |
| Current Drawdown | -3.97% | 0.00% |
Correlation
The correlation between SXR7.DE and ^GSPC is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SXR7.DE vs. ^GSPC - Performance Comparison
In the year-to-date period, SXR7.DE achieves a 8.66% return, which is significantly lower than ^GSPC's 25.23% return. Over the past 10 years, SXR7.DE has underperformed ^GSPC with an annualized return of 7.46%, while ^GSPC has yielded a comparatively higher 11.37% annualized return. 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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Risk-Adjusted Performance
SXR7.DE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) and S&P 500 (^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.
Drawdowns
SXR7.DE vs. ^GSPC - Drawdown Comparison
The maximum SXR7.DE drawdown since its inception was -38.17%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for SXR7.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
SXR7.DE vs. ^GSPC - Volatility Comparison
iShares Core MSCI EMU UCITS ETF EUR (Acc) (SXR7.DE) has a higher volatility of 4.78% compared to S&P 500 (^GSPC) at 3.93%. This indicates that SXR7.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.