SXR8.DE vs. SWDA.L
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and SWDA.L (iShares Core MSCI World UCITS ETF USD (Acc)) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while SWDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, SXR8.DE returned 14.95%/yr vs 12.80%/yr for SWDA.L. Their correlation of 0.85 suggests significant overlap in exposure. SXR8.DE charges 0.07%/yr vs 0.20%/yr for SWDA.L.
Performance
SXR8.DE vs. SWDA.L - Performance Comparison
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Different Trading Currencies
SXR8.DE is traded in EUR, while SWDA.L is traded in GBp. To make them comparable, the SWDA.L 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 11.37% return, which is significantly higher than SWDA.L's 9.95% return. Over the past 10 years, SXR8.DE has outperformed SWDA.L with an annualized return of 14.95%, while SWDA.L has yielded a comparatively lower 12.80% annualized return.
SXR8.DE
- 1D
- -0.15%
- 1M
- 3.85%
- YTD
- 11.37%
- 6M
- 11.09%
- 1Y
- 25.10%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
SWDA.L
- 1D
- -0.40%
- 1M
- 2.74%
- YTD
- 9.95%
- 6M
- 10.06%
- 1Y
- 22.07%
- 3Y*
- 17.18%
- 5Y*
- 12.62%
- 10Y*
- 12.80%
SXR8.DE vs. SWDA.L - 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% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 9.95% | 6.76% | 26.95% | 20.08% | -13.06% | 31.68% | 6.15% | 30.86% | -4.97% | 7.38% |
Correlation
The correlation between SXR8.DE and SWDA.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.85 |
The correlation between SXR8.DE and SWDA.L has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
SXR8.DE vs. SWDA.L — Risk / Return Rank
SXR8.DE
SWDA.L
SXR8.DE vs. SWDA.L - 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 iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). 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 | SWDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.36 | +0.22 |
| Martin ratioReturn relative to average drawdown | 12.71 | 13.73 | -1.02 |
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 | SWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 2.01 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.90 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.85 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.53 | +0.27 |
Drawdowns
SXR8.DE vs. SWDA.L - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum SWDA.L drawdown of -41.36%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and SWDA.L.
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Drawdown Indicators
| SXR8.DE | SWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -41.36% | +7.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -6.53% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -20.55% | -2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -20.55% | -2.77% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -33.00% | -0.78% |
Current DrawdownCurrent decline from peak | -0.45% | -1.27% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -8.78% | +3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.60% | +0.41% |
Volatility
SXR8.DE vs. SWDA.L - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a higher volatility of 2.65% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 2.18%. This indicates that SXR8.DE's price experiences larger fluctuations and is considered to be riskier than SWDA.L 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 | SWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 2.18% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 7.61% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 10.93% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 14.08% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 15.24% | +0.85% |
SXR8.DE vs. SWDA.L - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than SWDA.L's 0.20% 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. SWDA.L - Dividend Comparison
Neither SXR8.DE nor SWDA.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, SXR8.DE and SWDA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.20% for SWDA.L.
SXR8.DE is categorized as S&P 500, while SWDA.L is Global Equities. SXR8.DE tracks S&P 500 Index, while SWDA.L tracks MSCI World Index. Their fees differ too: 0.07% for SXR8.DE and 0.20% for SWDA.L.
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