SXR8.DE vs. EQQB.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and EQQB.DE (Invesco EQQQ Nasdaq-100 UCITS ETF Acc) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while EQQB.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 3 years, SXR8.DE returned 18.87%/yr vs 24.52%/yr for EQQB.DE. Their correlation of 0.93 suggests significant overlap in exposure. SXR8.DE charges 0.07%/yr vs 0.30%/yr for EQQB.DE.
Performance
SXR8.DE vs. EQQB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR8.DE achieves a 11.37% return, which is significantly lower than EQQB.DE's 20.54% return.
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%
EQQB.DE
- 1D
- -0.82%
- 1M
- 7.97%
- YTD
- 20.54%
- 6M
- 18.70%
- 1Y
- 36.95%
- 3Y*
- 24.52%
- 5Y*
- —
- 10Y*
- —
SXR8.DE vs. EQQB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -5.66% |
EQQB.DE Invesco EQQQ Nasdaq-100 UCITS ETF Acc | 20.54% | 6.93% | 33.67% | 51.27% | -17.63% |
Correlation
The correlation between SXR8.DE and EQQB.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2022 | 0.93 |
The correlation between SXR8.DE and EQQB.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
SXR8.DE vs. EQQB.DE — Risk / Return Rank
SXR8.DE
EQQB.DE
SXR8.DE vs. EQQB.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 EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.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 | EQQB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.73 | -0.15 |
| Martin ratioReturn relative to average drawdown | 12.71 | 11.10 | +1.61 |
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 | EQQB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.39 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | — | — |
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 | 0.97 | -0.18 |
Drawdowns
SXR8.DE vs. EQQB.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, which is greater than EQQB.DE's maximum drawdown of -26.59%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and EQQB.DE.
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Drawdown Indicators
| SXR8.DE | EQQB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -26.59% | -7.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -10.08% | +2.95% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -26.59% | +3.27% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | -0.45% | -0.82% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -6.77% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.39% | -1.38% |
Volatility
SXR8.DE vs. EQQB.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 2.65%, while Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) has a volatility of 4.38%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than EQQB.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 | EQQB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 4.38% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 10.99% | -3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 15.73% | -4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 19.97% | -4.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 19.97% | -3.88% |
SXR8.DE vs. EQQB.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than EQQB.DE's 0.30% expense ratio.
Dividends
SXR8.DE vs. EQQB.DE - Dividend Comparison
Neither SXR8.DE nor EQQB.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, SXR8.DE and EQQB.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 0.30% for EQQB.DE.
SXR8.DE is categorized as S&P 500, while EQQB.DE is Nasdaq-100. SXR8.DE tracks S&P 500 Index, while EQQB.DE tracks Nasdaq 100®. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for SXR8.DE and 0.30% for EQQB.DE.
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