SXR8.DE vs. IS3Q.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 10 years, SXR8.DE returned 14.95%/yr vs 12.05%/yr for IS3Q.DE. With a 0.96 correlation, they move nearly in lockstep. SXR8.DE charges 0.07%/yr vs 0.30%/yr for IS3Q.DE.
Performance
SXR8.DE vs. IS3Q.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 IS3Q.DE's 9.47% return. Over the past 10 years, SXR8.DE has outperformed IS3Q.DE with an annualized return of 14.95%, while IS3Q.DE has yielded a comparatively lower 12.05% 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%
IS3Q.DE
- 1D
- 0.75%
- 1M
- 3.07%
- YTD
- 9.47%
- 6M
- 9.57%
- 1Y
- 18.81%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
SXR8.DE vs. IS3Q.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% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 9.47% | 2.80% | 23.78% | 21.70% | -14.84% | 34.28% | 4.44% | 33.90% | -3.45% | 8.34% |
Correlation
The correlation between SXR8.DE and IS3Q.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.96 |
The correlation between SXR8.DE and IS3Q.DE has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
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Return for Risk
SXR8.DE vs. IS3Q.DE — Risk / Return Rank
SXR8.DE
IS3Q.DE
SXR8.DE vs. IS3Q.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 Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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 | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.33 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 2.97 | +0.61 |
| Martin ratioReturn relative to average drawdown | 12.71 | 11.80 | +0.91 |
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 | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.76 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.79 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.80 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.76 | +0.03 |
Drawdowns
SXR8.DE vs. IS3Q.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, roughly equal to the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and IS3Q.DE.
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Drawdown Indicators
| SXR8.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -32.31% | -1.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -6.33% | -0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -20.63% | -2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -20.63% | -2.69% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -32.31% | -1.47% |
Current DrawdownCurrent decline from peak | -0.45% | -0.12% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -4.61% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.60% | +0.41% |
Volatility
SXR8.DE vs. IS3Q.DE - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a higher volatility of 2.65% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.37%. This indicates that SXR8.DE's price experiences larger fluctuations and is considered to be riskier than IS3Q.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 | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 2.37% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 7.31% | +0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 10.66% | +0.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 14.15% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 14.89% | +1.20% |
SXR8.DE vs. IS3Q.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Dividends
SXR8.DE vs. IS3Q.DE - Dividend Comparison
Neither SXR8.DE nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and IS3Q.DE have a correlation of 0.90, 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 0.30% for IS3Q.DE.
SXR8.DE is categorized as S&P 500, while IS3Q.DE is Global Equities. SXR8.DE tracks S&P 500 Index, while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.07% for SXR8.DE and 0.30% for IS3Q.DE.
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