SXR8.DE vs. EXSA.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and EXSA.DE (iShares STOXX Europe 600 UCITS ETF (DE)) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while EXSA.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, SXR8.DE returned 14.95%/yr vs 9.18%/yr for EXSA.DE. A 0.69 correlation means they provide meaningful diversification when combined. SXR8.DE charges 0.07%/yr vs 0.20%/yr for EXSA.DE.
Performance
SXR8.DE vs. EXSA.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 higher than EXSA.DE's 7.58% return. Over the past 10 years, SXR8.DE has outperformed EXSA.DE with an annualized return of 14.95%, while EXSA.DE has yielded a comparatively lower 9.18% annualized 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%
EXSA.DE
- 1D
- 0.61%
- 1M
- 0.91%
- YTD
- 7.58%
- 6M
- 10.05%
- 1Y
- 16.11%
- 3Y*
- 13.94%
- 5Y*
- 9.65%
- 10Y*
- 9.18%
SXR8.DE vs. EXSA.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) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 7.58% | 20.49% | 8.50% | 15.46% | -10.09% | 24.22% | -1.80% | 28.41% | -10.99% | 10.67% |
Correlation
The correlation between SXR8.DE and EXSA.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.69 |
The correlation between SXR8.DE and EXSA.DE shifts across timeframes, from 0.57 (3 years) to 0.70 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXR8.DE vs. EXSA.DE — Risk / Return Rank
SXR8.DE
EXSA.DE
SXR8.DE vs. EXSA.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 STOXX Europe 600 UCITS ETF (DE) (EXSA.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 | EXSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.24 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 1.68 | +1.90 |
| Martin ratioReturn relative to average drawdown | 12.71 | 6.32 | +6.39 |
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 | EXSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.25 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.66 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.58 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.39 | +0.40 |
Drawdowns
SXR8.DE vs. EXSA.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum EXSA.DE drawdown of -58.34%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and EXSA.DE.
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Drawdown Indicators
| SXR8.DE | EXSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -58.34% | +24.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -9.64% | +2.51% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -16.33% | -6.99% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -20.68% | -2.64% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -35.69% | +1.91% |
Current DrawdownCurrent decline from peak | -0.45% | -1.64% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -11.13% | +5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.57% | -0.56% |
Volatility
SXR8.DE vs. EXSA.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 2.65%, while iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) has a volatility of 4.33%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than EXSA.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 | EXSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 4.33% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 10.68% | -3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 12.96% | -1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 14.44% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 15.78% | +0.31% |
SXR8.DE vs. EXSA.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than EXSA.DE's 0.20% 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. EXSA.DE - Dividend Comparison
SXR8.DE has not paid dividends to shareholders, while EXSA.DE's dividend yield for the trailing twelve months is around 2.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 2.36% | 2.54% | 2.79% | 2.68% | 2.76% | 2.23% | 1.85% | 2.87% | 3.03% | 4.42% | 3.42% | 2.97% |
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
SXR8.DE and EXSA.DE have a correlation of 0.62, 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 0.20% for EXSA.DE.
SXR8.DE is categorized as S&P 500, while EXSA.DE is Europe Equities. SXR8.DE tracks S&P 500 Index, while EXSA.DE tracks STOXX® Europe 600. Their fees differ too: 0.07% for SXR8.DE and 0.20% for EXSA.DE.
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