SXR8.DE vs. LSMC.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and LSMC.DE (Amundi MSCI Semiconductors ESG Screened UCITS ETF) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while LSMC.DE is a Semiconductors fund tracking the MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. Both are passively managed. Over the past 3 years, SXR8.DE returned 17.96%/yr vs 58.88%/yr for LSMC.DE. A 0.73 correlation means they provide meaningful diversification when combined. SXR8.DE charges 0.07%/yr vs 0.45%/yr for LSMC.DE.
Performance
SXR8.DE vs. LSMC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR8.DE achieves a 9.96% return, which is significantly lower than LSMC.DE's 62.48% 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%
LSMC.DE
- 1D
- 4.14%
- 1M
- 7.60%
- YTD
- 62.48%
- 6M
- 68.29%
- 1Y
- 122.60%
- 3Y*
- 58.88%
- 5Y*
- —
- 10Y*
- —
SXR8.DE vs. LSMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 9.96% | 4.73% | 32.32% | 22.47% | -14.31% | 1.66% |
LSMC.DE Amundi MSCI Semiconductors ESG Screened UCITS ETF | 62.48% | 32.60% | 66.51% | 74.52% | -34.67% | -0.88% |
Correlation
The correlation between SXR8.DE and LSMC.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 8, 2021 | 0.74 |
The correlation between SXR8.DE and LSMC.DE has been stable across timeframes, ranging from 0.72 to 0.75 - a consistent structural relationship.
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Return for Risk
SXR8.DE vs. LSMC.DE — Risk / Return Rank
SXR8.DE
LSMC.DE
SXR8.DE vs. LSMC.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 Semiconductors ESG Screened UCITS ETF (LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.54 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 9.37 | -5.85 |
| Martin ratioReturn relative to average drawdown | 12.50 | 29.27 | -16.76 |
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Drawdowns
SXR8.DE vs. LSMC.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum LSMC.DE drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and LSMC.DE.
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Drawdown Indicators
| SXR8.DE | LSMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -39.64% | +5.86% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -12.84% | +5.90% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -36.22% | +12.90% |
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 | -1.72% | -4.14% | +2.42% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -11.43% | +6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 4.12% | -2.16% |
Volatility
SXR8.DE vs. LSMC.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 3.08%, while Amundi MSCI Semiconductors ESG Screened UCITS ETF (LSMC.DE) has a volatility of 11.74%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than LSMC.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 | LSMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 11.74% | -8.66% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 23.59% | -15.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 31.34% | -19.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 32.33% | -17.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 32.33% | -16.25% |
SXR8.DE vs. LSMC.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than LSMC.DE's 0.45% expense ratio.
Dividends
SXR8.DE vs. LSMC.DE - Dividend Comparison
Neither SXR8.DE nor LSMC.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and LSMC.DE have a correlation of 0.75, 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 0.45% for LSMC.DE.
SXR8.DE is categorized as S&P 500, while LSMC.DE is Semiconductors. SXR8.DE tracks S&P 500 Index, while LSMC.DE tracks MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered NET USD Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for SXR8.DE and 0.45% for LSMC.DE.
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