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

Performance

SXR8.DE vs. EXSA.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 STOXX Europe 600 UCITS ETF (DE) (EXSA.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR8.DE vs. EXSA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXR8.DE
SXR8.DE Risk / Return Rank: 6969
Overall Rank
SXR8.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7070
Martin Ratio Rank

EXSA.DE
EXSA.DE Risk / Return Rank: 3737
Overall Rank
EXSA.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EXSA.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EXSA.DE Omega Ratio Rank: 3636
Omega Ratio Rank
EXSA.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EXSA.DE Martin Ratio Rank: 4141
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. 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.DEEXSA.DEDifference
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

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

The current SXR8.DE Sharpe Ratio is 2.21, which is higher than the EXSA.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of SXR8.DE and EXSA.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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Sharpe Ratios by Period


SXR8.DEEXSA.DEDifference

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.DEEXSA.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.45%

-1.64%

+1.19%

Average Drawdown

Average peak-to-trough decline

-5.17%

-11.13%

+5.96%

Ulcer Index

Depth 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.DEEXSA.DEDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for SXR8.DE and EXSA.DE

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