SXR8.DE vs. LCUW.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and LCUW.DE (Amundi MSCI World V UCITS ETF Acc) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while LCUW.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Their correlation of 0.88 suggests significant overlap in exposure. SXR8.DE charges 0.07%/yr vs 0.12%/yr for LCUW.DE.
Performance
SXR8.DE vs. LCUW.DE - Performance Comparison
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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*
- —
SXR8.DE vs. LCUW.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) | 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
SXR8.DE
LCUW.DE
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.DE | LCUW.DE | Difference | |
|---|---|---|---|
| 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 | — | — |
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 | LCUW.DE | Difference | |
|---|---|---|---|
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.DE | LCUW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.45% | — | — |
Average DrawdownAverage peak-to-trough decline | -5.17% | — | — |
Ulcer IndexDepth 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.DE | LCUW.DE | Difference | |
|---|---|---|---|
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.
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.
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