SXR8.DE vs. 5MVW.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and 5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while 5MVW.DE is a Energy Equities fund tracking the MSCI World Energy. Both are passively managed. Over the past 5 years, SXR8.DE returned 13.73%/yr vs 20.81%/yr for 5MVW.DE. At a 0.37 correlation, their price movements are largely independent. SXR8.DE charges 0.07%/yr vs 0.18%/yr for 5MVW.DE.
Performance
SXR8.DE vs. 5MVW.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXR8.DE achieves a 13.10% return, which is significantly lower than 5MVW.DE's 28.63% return.
SXR8.DE
- 1D
- 0.23%
- 1M
- 1.43%
- 6M
- 12.05%
- YTD
- 13.10%
- 1Y
- 23.52%
- 3Y*
- 19.30%
- 5Y*
- 13.73%
- 10Y*
- 14.52%
5MVW.DE
- 1D
- -1.13%
- 1M
- 2.05%
- 6M
- 19.24%
- YTD
- 28.63%
- 1Y
- 34.44%
- 3Y*
- 14.96%
- 5Y*
- 20.81%
- 10Y*
- —
SXR8.DE vs. 5MVW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 13.10% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 7.81% |
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 28.63% | 2.22% | 7.55% | -0.01% | 54.33% | 52.10% | -36.66% | 5.55% |
Correlation
The correlation between SXR8.DE and 5MVW.DE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 22, 2019 | 0.37 |
The correlation between SXR8.DE and 5MVW.DE shifts across timeframes, from -0.06 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXR8.DE vs. 5MVW.DE — Risk / Return Rank
SXR8.DE
5MVW.DE
SXR8.DE vs. 5MVW.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 iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXR8.DE | 5MVW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.27 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 2.21 | +1.17 |
| Martin ratioReturn relative to average drawdown | 11.97 | 5.71 | +6.26 |
Loading charts...
Drawdowns
SXR8.DE vs. 5MVW.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum 5MVW.DE drawdown of -56.94%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and 5MVW.DE.
Loading charts...
Drawdown Indicators
| SXR8.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -56.94% | +23.16% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -15.54% | +8.60% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -23.74% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -23.74% | +0.42% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | -0.18% | -10.31% | +10.13% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -13.50% | +8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 6.02% | -4.06% |
Volatility
SXR8.DE vs. 5MVW.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 2.75%, while iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) has a volatility of 6.45%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than 5MVW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXR8.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 6.45% | -3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | 19.19% | -11.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.87% | 22.29% | -10.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 24.16% | -8.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 29.13% | -13.06% |
SXR8.DE vs. 5MVW.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than 5MVW.DE's 0.18% 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. 5MVW.DE - Dividend Comparison
SXR8.DE has not paid dividends to shareholders, while 5MVW.DE's dividend yield for the trailing twelve months is around 2.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.68% | 3.29% | 3.54% | 3.65% | 3.41% | 3.49% | 5.05% | 0.63% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXR8.DE and 5MVW.DE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.18% for 5MVW.DE.
SXR8.DE is categorized as S&P 500, while 5MVW.DE is Energy Equities. SXR8.DE tracks S&P 500 Index, while 5MVW.DE tracks MSCI World Energy. Their fees differ too: 0.07% for SXR8.DE and 0.18% for 5MVW.DE.
Find the right allocation for SXR8.DE and 5MVW.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer