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

Performance

SXR8.DE vs. LCUW.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 Amundi MSCI World V UCITS ETF Acc (LCUW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

LCUW.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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%3.99%
LCUW.DE
Amundi MSCI World V UCITS ETF Acc
0.00%3.85%25.97%20.04%-14.02%33.02%5.33%31.23%0.23%

Correlation

The correlation between SXR8.DE and LCUW.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2018

0.88

The correlation between SXR8.DE and LCUW.DE shifts across timeframes, from 0.65 (3 years) to 0.88 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SXR8.DE vs. LCUW.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

LCUW.DE
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. LCUW.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 World V UCITS ETF Acc (LCUW.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.DELCUW.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

3.58

Martin ratioReturn relative to average drawdown

12.71

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


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Sharpe Ratios by Period


SXR8.DELCUW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

Drawdowns

SXR8.DE vs. LCUW.DE - Drawdown Comparison


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Drawdown Indicators


SXR8.DELCUW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.78%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

Max Drawdown (3Y)

Largest decline over 3 years

-23.32%

Max Drawdown (5Y)

Largest decline over 5 years

-23.32%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

Current Drawdown

Current decline from peak

-0.45%

Average Drawdown

Average peak-to-trough decline

-5.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

Volatility

SXR8.DE vs. LCUW.DE - Volatility Comparison


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Volatility by Period


SXR8.DELCUW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

Volatility (6M)

Calculated over the trailing 6-month period

7.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

SXR8.DE vs. LCUW.DE - Expense Ratio Comparison

SXR8.DE has a 0.07% expense ratio, which is lower than LCUW.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. LCUW.DE - Dividend Comparison

Neither SXR8.DE nor LCUW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXR8.DE and LCUW.DE have a correlation of 0.88, 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 LCUW.DE.

SXR8.DE is categorized as S&P 500, while LCUW.DE is Global Equities. SXR8.DE tracks S&P 500 Index, while LCUW.DE tracks MSCI World. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for SXR8.DE and 0.12% for LCUW.DE.

Portfolio Optimizer

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