SXR8.DE vs. 4UBQ.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and 4UBQ.DE (UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc) are both S&P 500 funds - SXR8.DE tracks the S&P 500 Index while 4UBQ.DE tracks the S&P 500 ESG. Both are passively managed. Over the past 5 years, SXR8.DE returned 14.77%/yr vs 15.51%/yr for 4UBQ.DE. With a 0.98 correlation, they move nearly in lockstep. SXR8.DE charges 0.07%/yr vs 0.10%/yr for 4UBQ.DE.
Performance
SXR8.DE vs. 4UBQ.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SXR8.DE having a 11.37% return and 4UBQ.DE slightly lower at 11.15%.
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
4UBQ.DE
- 1D
- 0.58%
- 1M
- 4.20%
- YTD
- 11.15%
- 6M
- 11.13%
- 1Y
- 28.46%
- 3Y*
- 18.50%
- 5Y*
- 15.51%
- 10Y*
- —
SXR8.DE vs. 4UBQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 9.69% |
4UBQ.DE UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc | 11.15% | 5.39% | 31.02% | 24.03% | -13.92% | 43.62% | 8.66% |
Correlation
The correlation between SXR8.DE and 4UBQ.DE is 0.96 - 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 | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2020 | 0.98 |
The correlation between SXR8.DE and 4UBQ.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
SXR8.DE vs. 4UBQ.DE — Risk / Return Rank
SXR8.DE
4UBQ.DE
SXR8.DE vs. 4UBQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.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.
| SXR8.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.46 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 4.10 | -0.53 |
| Martin ratioReturn relative to average drawdown | 12.71 | 15.73 | -3.02 |
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
| SXR8.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.47 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 1.00 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 1.11 | -0.32 |
Drawdowns
SXR8.DE vs. 4UBQ.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, which is greater than 4UBQ.DE's maximum drawdown of -23.35%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and 4UBQ.DE.
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Drawdown Indicators
| SXR8.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -23.35% | -10.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -6.93% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -23.35% | +0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -23.35% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | -0.45% | 0.00% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -4.02% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.81% | +0.20% |
Volatility
SXR8.DE vs. 4UBQ.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 2.65%, while UBS ETF (IE) S&P 500 ESG UCITS ETF USD Acc (4UBQ.DE) has a volatility of 2.81%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than 4UBQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR8.DE | 4UBQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 2.81% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 7.61% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 11.53% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 15.27% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 15.39% | +0.70% |
SXR8.DE vs. 4UBQ.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than 4UBQ.DE's 0.10% 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%.
Dividends
SXR8.DE vs. 4UBQ.DE - Dividend Comparison
Neither SXR8.DE nor 4UBQ.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.96, SXR8.DE and 4UBQ.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.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.10% for 4UBQ.DE.
SXR8.DE tracks S&P 500 Index, while 4UBQ.DE tracks S&P 500 ESG. They also come from different issuers: iShares and UBS. Their fees differ too: 0.07% for SXR8.DE and 0.10% for 4UBQ.DE.
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