SXR8.DE vs. EGLN.L
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and EGLN.L (iShares Physical Gold ETC) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while EGLN.L is a Gold fund tracking the LBMA Gold Price. Both are passively managed. Over the past 10 years, SXR8.DE returned 14.87%/yr vs 10.77%/yr for EGLN.L. At a correlation of -0.04, they often move in opposite directions. SXR8.DE charges 0.07%/yr vs 0.25%/yr for EGLN.L.
Performance
SXR8.DE vs. EGLN.L - Performance Comparison
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Returns By Period
In the year-to-date period, SXR8.DE achieves a 9.96% return, which is significantly higher than EGLN.L's -0.76% return. Over the past 10 years, SXR8.DE has outperformed EGLN.L with an annualized return of 14.87%, while EGLN.L has yielded a comparatively lower 10.77% annualized return.
SXR8.DE
- 1D
- 1.56%
- 1M
- 0.60%
- YTD
- 9.96%
- 6M
- 11.01%
- 1Y
- 24.90%
- 3Y*
- 17.96%
- 5Y*
- 14.24%
- 10Y*
- 14.87%
EGLN.L
- 1D
- 2.84%
- 1M
- -6.84%
- YTD
- -0.76%
- 6M
- -0.18%
- 1Y
- 22.86%
- 3Y*
- 26.28%
- 5Y*
- 18.47%
- 10Y*
- 10.77%
SXR8.DE vs. EGLN.L - 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) | 9.96% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
EGLN.L iShares Physical Gold ETC | -0.76% | 46.01% | 34.32% | 9.37% | 6.00% | 3.85% | 13.68% | 20.59% | 3.38% | -0.47% |
Correlation
The correlation between SXR8.DE and EGLN.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2011 | -0.04 |
The correlation between SXR8.DE and EGLN.L shifts across timeframes, from -0.04 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXR8.DE vs. EGLN.L — Risk / Return Rank
SXR8.DE
EGLN.L
SXR8.DE vs. EGLN.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 Physical Gold ETC (EGLN.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.DE | EGLN.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.21 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 1.10 | +2.42 |
| Martin ratioReturn relative to average drawdown | 12.50 | 3.36 | +9.15 |
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Drawdowns
SXR8.DE vs. EGLN.L - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum EGLN.L drawdown of -47.44%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and EGLN.L.
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Drawdown Indicators
| SXR8.DE | EGLN.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -47.44% | +13.66% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -21.94% | +15.00% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -21.94% | -1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -21.94% | -1.38% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -26.21% | -7.57% |
Current DrawdownCurrent decline from peak | -1.72% | -19.73% | +18.01% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -22.54% | +17.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 7.17% | -5.21% |
Volatility
SXR8.DE vs. EGLN.L - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 3.08%, while iShares Physical Gold ETC (EGLN.L) has a volatility of 6.72%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than EGLN.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.DE | EGLN.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 6.72% | -3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 20.79% | -12.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 23.72% | -11.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 17.26% | -2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 16.00% | +0.08% |
SXR8.DE vs. EGLN.L - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than EGLN.L's 0.25% 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. EGLN.L - Dividend Comparison
Neither SXR8.DE nor EGLN.L has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and EGLN.L have a correlation of 0.19, 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 0.25% for EGLN.L.
SXR8.DE is categorized as S&P 500, while EGLN.L is Gold. SXR8.DE tracks S&P 500 Index, while EGLN.L tracks LBMA Gold Price. Their fees differ too: 0.07% for SXR8.DE and 0.25% for EGLN.L.
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