SXR8.DE vs. SPY5.DE
Compare and contrast key facts about iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and SPDR S&P 500 UCITS ETF (SPY5.DE).
SXR8.DE and SPY5.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. SPY5.DE is a passively managed fund by State Street that tracks the performance of the S&P 500®. It was launched on Mar 19, 2012. Both SXR8.DE and SPY5.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXR8.DE or SPY5.DE.
Performance
SXR8.DE vs. SPY5.DE - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with SXR8.DE having a 29.98% return and SPY5.DE slightly higher at 30.05%. Both investments have delivered pretty close results over the past 10 years, with SXR8.DE having a 14.65% annualized return and SPY5.DE not far ahead at 14.80%.
SXR8.DE
29.98%
4.12%
15.00%
36.22%
15.89%
14.65%
SPY5.DE
30.05%
4.16%
15.03%
36.28%
15.86%
14.80%
Key characteristics
| SXR8.DE | SPY5.DE | |
|---|---|---|
| Sharpe Ratio | 2.98 | 2.97 |
| Sortino Ratio | 4.03 | 4.03 |
| Omega Ratio | 1.61 | 1.61 |
| Calmar Ratio | 4.34 | 4.36 |
| Martin Ratio | 19.29 | 19.45 |
| Ulcer Index | 1.86% | 1.85% |
| Daily Std Dev | 11.97% | 12.03% |
| Max Drawdown | -33.78% | -33.86% |
| Current Drawdown | -1.74% | -1.73% |
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SXR8.DE vs. SPY5.DE - Expense Ratio Comparison
SXR8.DE has a 0.12% expense ratio, which is higher than SPY5.DE's 0.03% 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%.
Correlation
The correlation between SXR8.DE and SPY5.DE is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SXR8.DE vs. SPY5.DE - Risk-Adjusted Performance 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 UCITS ETF (SPY5.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.
Dividends
SXR8.DE vs. SPY5.DE - Dividend Comparison
SXR8.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 1.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY5.DE SPDR S&P 500 UCITS ETF | 1.02% | 1.22% | 1.42% | 0.95% | 1.37% | 1.74% | 3.30% | 1.59% | 1.57% | 1.69% | 1.39% | 1.53% |
Drawdowns
SXR8.DE vs. SPY5.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, roughly equal to the maximum SPY5.DE drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and SPY5.DE. For additional features, visit the drawdowns tool.
Volatility
SXR8.DE vs. SPY5.DE - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and SPDR S&P 500 UCITS ETF (SPY5.DE) have volatilities of 3.79% and 3.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.