SXR8.DE vs. SCHG
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 10 years, SXR8.DE returned 14.87%/yr vs 18.12%/yr for SCHG. A 0.58 correlation means they provide meaningful diversification when combined. SXR8.DE charges 0.07%/yr vs 0.04%/yr for SCHG.
Performance
SXR8.DE vs. SCHG - Performance Comparison
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Different Trading Currencies
SXR8.DE is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXR8.DE achieves a 9.96% return, which is significantly higher than SCHG's 4.16% return. Over the past 10 years, SXR8.DE has underperformed SCHG with an annualized return of 14.87%, while SCHG has yielded a comparatively higher 18.12% annualized return.
SXR8.DE
- 1D
- 1.56%
- 1M
- 1.65%
- YTD
- 9.96%
- 6M
- 11.01%
- 1Y
- 24.53%
- 3Y*
- 17.96%
- 5Y*
- 14.24%
- 10Y*
- 14.87%
SCHG
- 1D
- 0.20%
- 1M
- -1.39%
- YTD
- 4.16%
- 6M
- 4.48%
- 1Y
- 18.91%
- 3Y*
- 19.86%
- 5Y*
- 15.37%
- 10Y*
- 18.12%
SXR8.DE vs. SCHG - 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) | 9.96% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
SCHG Schwab U.S. Large-Cap Growth ETF | 4.16% | 3.56% | 43.86% | 45.60% | -27.58% | 37.70% | 27.67% | 39.09% | 3.27% | 12.31% |
Correlation
The correlation between SXR8.DE and SCHG is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | 0.58 |
The correlation between SXR8.DE and SCHG shifts across timeframes, from 0.56 (5 years) to 0.69 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXR8.DE vs. SCHG — Risk / Return Rank
SXR8.DE
SCHG
SXR8.DE vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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 | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.22 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 1.21 | +2.30 |
| Martin ratioReturn relative to average drawdown | 12.50 | 3.49 | +9.02 |
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Drawdowns
SXR8.DE vs. SCHG - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, which is greater than SCHG's maximum drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and SCHG.
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Drawdown Indicators
| SXR8.DE | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -31.88% | -1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -15.64% | +8.70% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -28.18% | +4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -30.34% | +7.02% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -31.88% | -1.90% |
Current DrawdownCurrent decline from peak | -1.72% | -4.79% | +3.07% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -5.23% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 5.44% | -3.48% |
Volatility
SXR8.DE vs. SCHG - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 3.08%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.39%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than SCHG 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 | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 4.39% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 11.58% | -3.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 16.05% | -4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 22.01% | -6.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 21.88% | -5.80% |
SXR8.DE vs. SCHG - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, 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. SCHG - Dividend Comparison
SXR8.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXR8.DE and SCHG have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHG is cheaper with a 0.04% expense ratio, compared with 0.07% for SXR8.DE.
SXR8.DE is categorized as S&P 500, while SCHG is Large Cap Growth Equities. SXR8.DE tracks S&P 500 Index, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.07% for SXR8.DE and 0.04% for SCHG.
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