SXR8.DE vs. LCUJ.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and LCUJ.DE (Amundi MSCI Japan UCITS ETF Acc) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while LCUJ.DE is a Japan Equities fund tracking the MSCI Japan. Both are passively managed. Over the past 5 years, SXR8.DE returned 14.24%/yr vs 9.91%/yr for LCUJ.DE. A 0.60 correlation means they provide meaningful diversification when combined. SXR8.DE charges 0.07%/yr vs 0.12%/yr for LCUJ.DE.
Performance
SXR8.DE vs. LCUJ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXR8.DE achieves a 9.96% return, which is significantly lower than LCUJ.DE's 16.17% return.
SXR8.DE
- 1D
- 1.56%
- 1M
- 0.60%
- YTD
- 9.96%
- 6M
- 11.01%
- 1Y
- 24.90%
- 3Y*
- 17.96%
- 5Y*
- 14.24%
- 10Y*
- 14.87%
LCUJ.DE
- 1D
- 2.45%
- 1M
- 2.12%
- YTD
- 16.17%
- 6M
- 16.60%
- 1Y
- 31.88%
- 3Y*
- 14.15%
- 5Y*
- 9.91%
- 10Y*
- —
SXR8.DE vs. LCUJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -1.92% |
LCUJ.DE Amundi MSCI Japan UCITS ETF Acc | 16.17% | 12.72% | 13.58% | 16.52% | -12.47% | 10.03% | 5.07% | 22.41% | -99.31% |
Correlation
The correlation between SXR8.DE and LCUJ.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018 | 0.60 |
The correlation between SXR8.DE and LCUJ.DE has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXR8.DE vs. LCUJ.DE — Risk / Return Rank
SXR8.DE
LCUJ.DE
SXR8.DE vs. LCUJ.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 Amundi MSCI Japan UCITS ETF Acc (LCUJ.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.DE | LCUJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.31 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 3.11 | +0.41 |
| Martin ratioReturn relative to average drawdown | 12.50 | 9.95 | +2.55 |
Loading charts...
Drawdowns
SXR8.DE vs. LCUJ.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum LCUJ.DE drawdown of -99.38%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and LCUJ.DE.
Loading charts...
Drawdown Indicators
| SXR8.DE | LCUJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -99.38% | +65.60% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -10.06% | +3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -16.93% | -6.39% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -19.11% | -4.21% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | -1.72% | -98.52% | +96.80% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -98.36% | +93.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 3.15% | -1.19% |
Volatility
SXR8.DE vs. LCUJ.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 3.08%, while Amundi MSCI Japan UCITS ETF Acc (LCUJ.DE) has a volatility of 4.47%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than LCUJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXR8.DE | LCUJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 4.47% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 15.34% | -7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 19.13% | -7.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 16.70% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 38.41% | -22.33% |
SXR8.DE vs. LCUJ.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than LCUJ.DE's 0.12% 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. LCUJ.DE - Dividend Comparison
Neither SXR8.DE nor LCUJ.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and LCUJ.DE have a correlation of 0.53, 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 0.12% for LCUJ.DE.
SXR8.DE is categorized as S&P 500, while LCUJ.DE is Japan Equities. SXR8.DE tracks S&P 500 Index, while LCUJ.DE tracks MSCI Japan. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for SXR8.DE and 0.12% for LCUJ.DE.
Find the right allocation for SXR8.DE and LCUJ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer