SXR8.DE vs. SPY1.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) are both S&P 500 funds - SXR8.DE tracks the S&P 500 Index while SPY1.DE tracks the S&P 500 Low Volatility. Both are passively managed. Over the past 10 years, SXR8.DE returned 14.95%/yr vs 7.35%/yr for SPY1.DE. A 0.71 correlation means they provide meaningful diversification when combined. SXR8.DE charges 0.07%/yr vs 0.35%/yr for SPY1.DE.
Performance
SXR8.DE vs. SPY1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR8.DE achieves a 11.37% return, which is significantly higher than SPY1.DE's 2.00% return. Over the past 10 years, SXR8.DE has outperformed SPY1.DE with an annualized return of 14.95%, while SPY1.DE has yielded a comparatively lower 7.35% annualized return.
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%
SPY1.DE
- 1D
- -0.18%
- 1M
- -0.80%
- YTD
- 2.00%
- 6M
- 1.78%
- 1Y
- -0.66%
- 3Y*
- 4.28%
- 5Y*
- 5.96%
- 10Y*
- 7.35%
SXR8.DE vs. SPY1.DE - 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) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 2.00% | -7.26% | 20.46% | -3.91% | 0.94% | 34.70% | -10.69% | 29.65% | 3.67% | 2.32% |
Correlation
The correlation between SXR8.DE and SPY1.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2012 | 0.71 |
Over the past year, the correlation between SXR8.DE and SPY1.DE has dropped to 0.13 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
SXR8.DE vs. SPY1.DE — Risk / Return Rank
SXR8.DE
SPY1.DE
SXR8.DE vs. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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 | SPY1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.36 | ||
| Sortino ratioReturn per unit of downside risk | +3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.98 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | -0.23 | +3.80 |
| Martin ratioReturn relative to average drawdown | 12.71 | -0.48 | +13.19 |
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 | SPY1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | -0.15 | +2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.47 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.52 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.69 | +0.10 |
Drawdowns
SXR8.DE vs. SPY1.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, roughly equal to the maximum SPY1.DE drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and SPY1.DE.
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Drawdown Indicators
| SXR8.DE | SPY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -35.30% | +1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -6.77% | -0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -14.59% | -8.73% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -16.32% | -7.00% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -35.30% | +1.52% |
Current DrawdownCurrent decline from peak | -0.45% | -11.45% | +11.00% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -6.16% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.15% | -1.14% |
Volatility
SXR8.DE vs. SPY1.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 2.65%, while SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) has a volatility of 3.46%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than SPY1.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 | SPY1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 3.46% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 7.38% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 10.25% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 12.47% | +2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 14.00% | +2.09% |
SXR8.DE vs. SPY1.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than SPY1.DE's 0.35% expense ratio.
Dividends
SXR8.DE vs. SPY1.DE - Dividend Comparison
Neither SXR8.DE nor SPY1.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and SPY1.DE have a correlation of 0.13, 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 0.35% for SPY1.DE.
SXR8.DE tracks S&P 500 Index, while SPY1.DE tracks S&P 500 Low Volatility. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for SXR8.DE and 0.35% for SPY1.DE.
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