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SXR8.DE vs. CSPX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR8.DE vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXR8.DE is traded in EUR, while CSPX.L is traded in USD. To make them comparable, the CSPX.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with SXR8.DE having a 9.96% return and CSPX.L slightly higher at 10.06%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: SXR8.DE at 14.87% and CSPX.L at 14.87%.


SXR8.DE

1D
1.56%
1M
0.10%
YTD
9.96%
6M
11.01%
1Y
24.90%
3Y*
17.96%
5Y*
14.24%
10Y*
14.87%

CSPX.L

1D
2.10%
1M
0.05%
YTD
10.06%
6M
11.30%
1Y
24.68%
3Y*
17.98%
5Y*
14.27%
10Y*
14.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR8.DE vs. CSPX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
9.96%4.73%32.32%22.47%-14.31%40.74%6.80%34.49%-1.05%6.67%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
10.06%3.52%33.52%22.94%-13.69%39.03%7.93%33.50%-1.02%6.66%

Correlation

The correlation between SXR8.DE and CSPX.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2010

0.86

The correlation between SXR8.DE and CSPX.L has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

SXR8.DE vs. CSPX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXR8.DE
SXR8.DE Risk / Return Rank: 7676
Overall Rank
SXR8.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7676
Martin Ratio Rank

CSPX.L
CSPX.L Risk / Return Rank: 7373
Overall Rank
CSPX.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
CSPX.L Omega Ratio Rank: 7272
Omega Ratio Rank
CSPX.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
CSPX.L Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXR8.DE vs. CSPX.L - 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 Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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.DECSPX.LDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.39

1.36

+0.03

Calmar ratioReturn relative to maximum drawdown

3.52

3.47

+0.05

Martin ratioReturn relative to average drawdown

12.50

11.77

+0.73

SXR8.DE vs. CSPX.L - Sharpe Ratio Comparison

The current SXR8.DE Sharpe Ratio is 2.08, which is comparable to the CSPX.L Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of SXR8.DE and CSPX.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SXR8.DE vs. CSPX.L - Drawdown Comparison

The maximum SXR8.DE drawdown since its inception was -33.78%, roughly equal to the maximum CSPX.L drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and CSPX.L.


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Drawdown Indicators


SXR8.DECSPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.78%

-33.40%

-0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.94%

-7.09%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-23.32%

-22.56%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-23.32%

-22.56%

-0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

-33.40%

-0.38%

Current Drawdown

Current decline from peak

-1.72%

-1.74%

+0.02%

Average Drawdown

Average peak-to-trough decline

-5.22%

-4.11%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.09%

-0.13%

Volatility

SXR8.DE vs. CSPX.L - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 3.08%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 4.02%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXR8.DECSPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

4.02%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

9.09%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

11.78%

12.75%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

16.00%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

16.64%

-0.56%

SXR8.DE vs. CSPX.L - Expense Ratio Comparison

Both SXR8.DE and CSPX.L 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

SXR8.DE vs. CSPX.L - Dividend Comparison

Neither SXR8.DE nor CSPX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, SXR8.DE and CSPX.L 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.

SXR8.DE and CSPX.L have the same expense ratio: 0.07% per year.

Both ETFs track S&P 500 Index. They also come from different issuers: iShares and BlackRock.

Portfolio Optimizer

Find the right allocation for SXR8.DE and CSPX.L

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