SXR8.DE vs. E500.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and E500.DE (Invesco S&P 500 UCITS ETF (EUR Hdg)) are both S&P 500 funds tracking the S&P 500 Index, from iShares and Invesco respectively. Both are passively managed. Over the past 10 years, SXR8.DE returned 15.15%/yr vs 12.99%/yr for E500.DE. Their correlation of 0.83 suggests significant overlap in exposure. SXR8.DE charges 0.07%/yr vs 0.05%/yr for E500.DE.
Performance
SXR8.DE vs. E500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR8.DE achieves a 10.86% return, which is significantly higher than E500.DE's 5.87% return. Over the past 10 years, SXR8.DE has outperformed E500.DE with an annualized return of 15.15%, while E500.DE has yielded a comparatively lower 12.99% annualized return.
SXR8.DE
- 1D
- -0.91%
- 1M
- 0.26%
- YTD
- 10.86%
- 6M
- 11.09%
- 1Y
- 24.86%
- 3Y*
- 18.93%
- 5Y*
- 13.91%
- 10Y*
- 15.15%
E500.DE
- 1D
- -0.30%
- 1M
- -2.24%
- YTD
- 5.87%
- 6M
- 5.69%
- 1Y
- 18.89%
- 3Y*
- 17.95%
- 5Y*
- 10.26%
- 10Y*
- 12.99%
SXR8.DE vs. E500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 10.86% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
E500.DE Invesco S&P 500 UCITS ETF (EUR Hdg) | 5.87% | 15.34% | 22.74% | 23.32% | -21.40% | 28.58% | 16.04% | 27.46% | -8.62% | 18.82% |
Correlation
The correlation between SXR8.DE and E500.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2014 | 0.83 |
The correlation between SXR8.DE and E500.DE shifts across timeframes, from 0.69 (1 year) to 0.84 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXR8.DE vs. E500.DE — Risk / Return Rank
SXR8.DE
E500.DE
SXR8.DE vs. E500.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 Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.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 | E500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.29 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 2.04 | +1.53 |
| Martin ratioReturn relative to average drawdown | 12.66 | 8.83 | +3.83 |
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Drawdowns
SXR8.DE vs. E500.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, roughly equal to the maximum E500.DE drawdown of -34.19%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and E500.DE.
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Drawdown Indicators
| SXR8.DE | E500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -34.19% | +0.41% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -9.24% | +2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -18.50% | -4.82% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -25.81% | +2.49% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -34.19% | +0.41% |
Current DrawdownCurrent decline from peak | -0.91% | -3.17% | +2.26% |
Average DrawdownAverage peak-to-trough decline | -5.21% | -4.77% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 2.13% | -0.17% |
Volatility
SXR8.DE vs. E500.DE - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a higher volatility of 3.36% compared to Invesco S&P 500 UCITS ETF (EUR Hdg) (E500.DE) at 3.13%. This indicates that SXR8.DE's price experiences larger fluctuations and is considered to be riskier than E500.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 | E500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 3.13% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 9.32% | -1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.83% | 12.01% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 16.05% | -0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 16.35% | -0.26% |
SXR8.DE vs. E500.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is higher than E500.DE's 0.05% expense ratio. However, 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. E500.DE - Dividend Comparison
Neither SXR8.DE nor E500.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and E500.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, E500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E500.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for SXR8.DE.
Both ETFs track S&P 500 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for SXR8.DE and 0.05% for E500.DE.
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