SXR8.DE vs. EXXT.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and EXXT.DE (iShares Nasdaq 100 UCITS ETF (DE)) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while EXXT.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 10 years, SXR8.DE returned 14.95%/yr vs 21.13%/yr for EXXT.DE. Their correlation of 0.88 suggests significant overlap in exposure. SXR8.DE charges 0.07%/yr vs 0.31%/yr for EXXT.DE.
Performance
SXR8.DE vs. EXXT.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 EXXT.DE's 20.57% return. Over the past 10 years, SXR8.DE has underperformed EXXT.DE with an annualized return of 14.95%, while EXXT.DE has yielded a comparatively higher 21.13% 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%
EXXT.DE
- 1D
- -0.82%
- 1M
- 8.03%
- YTD
- 20.57%
- 6M
- 18.71%
- 1Y
- 37.01%
- 3Y*
- 24.48%
- 5Y*
- 18.61%
- 10Y*
- 21.13%
SXR8.DE vs. EXXT.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% |
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE) | 20.57% | 6.87% | 33.51% | 51.27% | -30.11% | 39.07% | 34.53% | 42.79% | 2.90% | 15.46% |
Correlation
The correlation between SXR8.DE and EXXT.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 (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.88 |
The correlation between SXR8.DE and EXXT.DE has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.
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Return for Risk
SXR8.DE vs. EXXT.DE — Risk / Return Rank
SXR8.DE
EXXT.DE
SXR8.DE vs. EXXT.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 Nasdaq 100 UCITS ETF (DE) (EXXT.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 | EXXT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.42 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.73 | -0.15 |
| Martin ratioReturn relative to average drawdown | 12.71 | 11.05 | +1.66 |
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 | EXXT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.38 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.92 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 1.07 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.79 | +0.01 |
Drawdowns
SXR8.DE vs. EXXT.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum EXXT.DE drawdown of -46.75%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and EXXT.DE.
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Drawdown Indicators
| SXR8.DE | EXXT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -46.75% | +12.97% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -10.08% | +2.95% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -26.62% | +3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -31.39% | +8.07% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -31.39% | -2.39% |
Current DrawdownCurrent decline from peak | -0.45% | -0.82% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -7.74% | +2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.40% | -1.39% |
Volatility
SXR8.DE vs. EXXT.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 2.65%, while iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) has a volatility of 4.28%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than EXXT.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 | EXXT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 4.28% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 10.97% | -3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 15.78% | -4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 19.90% | -4.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 19.70% | -3.61% |
SXR8.DE vs. EXXT.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than EXXT.DE's 0.31% expense ratio.
Dividends
SXR8.DE vs. EXXT.DE - Dividend Comparison
SXR8.DE has not paid dividends to shareholders, while EXXT.DE's dividend yield for the trailing twelve months is around 0.15%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE) | 0.15% | 0.19% | 0.26% | 0.53% | 0.41% | 0.15% | 0.32% | 0.40% | 0.28% | 1.84% | 0.84% | 0.88% |
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 0.94, SXR8.DE and EXXT.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 0.31% for EXXT.DE.
SXR8.DE is categorized as S&P 500, while EXXT.DE is Nasdaq-100. SXR8.DE tracks S&P 500 Index, while EXXT.DE tracks Nasdaq 100®. Their fees differ too: 0.07% for SXR8.DE and 0.31% for EXXT.DE.
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