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SXR8.DE vs. EXI2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR8.DE vs. EXI2.DE - 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 Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE). The values are adjusted to include any dividend payments, if applicable.

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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 EXI2.DE's 8.63% return. Over the past 10 years, SXR8.DE has underperformed EXI2.DE with an annualized return of 14.87%, while EXI2.DE has yielded a comparatively higher 15.89% annualized return.


SXR8.DE

1D
1.56%
1M
1.65%
YTD
9.96%
6M
11.01%
1Y
24.53%
3Y*
17.96%
5Y*
14.24%
10Y*
14.87%

EXI2.DE

1D
1.21%
1M
-0.40%
YTD
8.63%
6M
10.46%
1Y
28.38%
3Y*
21.26%
5Y*
15.98%
10Y*
15.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR8.DE vs. EXI2.DE - 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%
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
8.63%10.38%38.84%33.44%-21.87%36.20%10.64%35.14%-0.86%6.38%

Correlation

The correlation between SXR8.DE and EXI2.DE is 0.93, 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

0.93

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

0.92

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

0.93

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

0.93

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

0.90

The correlation between SXR8.DE and EXI2.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

SXR8.DE vs. EXI2.DE — 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

EXI2.DE
EXI2.DE Risk / Return Rank: 7474
Overall Rank
EXI2.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EXI2.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
EXI2.DE Omega Ratio Rank: 7070
Omega Ratio Rank
EXI2.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
EXI2.DE Martin Ratio Rank: 7575
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. EXI2.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 Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.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.DEEXI2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.39

1.36

+0.02

Calmar ratioReturn relative to maximum drawdown

3.52

3.42

+0.09

Martin ratioReturn relative to average drawdown

12.50

12.38

+0.12

SXR8.DE vs. EXI2.DE - Sharpe Ratio Comparison

The current SXR8.DE Sharpe Ratio is 2.08, which is comparable to the EXI2.DE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of SXR8.DE and EXI2.DE, 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. EXI2.DE - Drawdown Comparison

The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum EXI2.DE drawdown of -50.46%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and EXI2.DE.


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Drawdown Indicators


SXR8.DEEXI2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.78%

-50.46%

+16.68%

Max Drawdown (1Y)

Largest decline over 1 year

-6.94%

-8.25%

+1.31%

Max Drawdown (3Y)

Largest decline over 3 years

-23.32%

-24.75%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-23.32%

-24.75%

+1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

-30.01%

-3.77%

Current Drawdown

Current decline from peak

-1.72%

-4.28%

+2.56%

Average Drawdown

Average peak-to-trough decline

-5.22%

-9.43%

+4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.29%

-0.33%

Volatility

SXR8.DE vs. EXI2.DE - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 3.08%, while iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) has a volatility of 3.51%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than EXI2.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.DEEXI2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

3.51%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

9.47%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

11.78%

13.69%

-1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

16.62%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

16.56%

-0.48%

SXR8.DE vs. EXI2.DE - Expense Ratio Comparison

SXR8.DE has a 0.07% expense ratio, which is lower than EXI2.DE's 0.51% expense ratio.


Dividends

SXR8.DE vs. EXI2.DE - Dividend Comparison

SXR8.DE has not paid dividends to shareholders, while EXI2.DE's dividend yield for the trailing twelve months is around 0.34%.


PositionTTM20252024202320222021202020192018201720162015
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
0.34%0.41%0.42%0.61%0.84%0.55%0.99%1.28%1.29%2.56%1.77%2.56%
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%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, SXR8.DE and EXI2.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 0.51% for EXI2.DE.

SXR8.DE is categorized as S&P 500, while EXI2.DE is Global Equities. SXR8.DE tracks S&P 500 Index, while EXI2.DE tracks Dow Jones Global Titans 50. Their fees differ too: 0.07% for SXR8.DE and 0.51% for EXI2.DE.

Portfolio Optimizer

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