SXR8.DE vs. SXRL.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and SXRL.DE (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while SXRL.DE is a Government Bonds fund tracking the ICE US Treasury 3-7 Year. Both are passively managed. Over the past 10 years, SXR8.DE returned 14.87%/yr vs 1.00%/yr for SXRL.DE. At a 0.17 correlation, their price movements are largely independent. Both charge a 0.07% expense ratio.
Performance
SXR8.DE vs. SXRL.DE - Performance Comparison
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Different Trading Currencies
SXR8.DE is traded in EUR, while SXRL.DE is traded in USD. To make them comparable, the SXRL.DE 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 SXRL.DE's 1.23% return. Over the past 10 years, SXR8.DE has outperformed SXRL.DE with an annualized return of 14.87%, while SXRL.DE has yielded a comparatively lower 1.00% annualized return.
SXR8.DE
- 1D
- 1.56%
- 1M
- 0.10%
- YTD
- 9.96%
- 6M
- 11.01%
- 1Y
- 24.90%
- 3Y*
- 17.96%
- 5Y*
- 14.24%
- 10Y*
- 14.87%
SXRL.DE
- 1D
- 0.34%
- 1M
- 0.89%
- YTD
- 1.23%
- 6M
- 1.61%
- 1Y
- 3.32%
- 3Y*
- 1.48%
- 5Y*
- 1.27%
- 10Y*
- 1.00%
SXR8.DE vs. SXRL.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) | 9.96% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | 1.23% | -4.83% | 8.08% | 1.19% | -4.08% | 6.08% | -2.60% | 8.44% | 5.99% | -11.17% |
Correlation
The correlation between SXR8.DE and SXRL.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | 0.17 |
The correlation between SXR8.DE and SXRL.DE shifts across timeframes, from 0.10 (5 years) to 0.24 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXR8.DE vs. SXRL.DE — Risk / Return Rank
SXR8.DE
SXRL.DE
SXR8.DE vs. SXRL.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 iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.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 | SXRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.11 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 0.75 | +2.77 |
| Martin ratioReturn relative to average drawdown | 12.50 | 2.06 | +10.45 |
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Drawdowns
SXR8.DE vs. SXRL.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, which is greater than SXRL.DE's maximum drawdown of -17.10%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and SXRL.DE.
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Drawdown Indicators
| SXR8.DE | SXRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -17.10% | -16.68% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -4.47% | -2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -10.18% | -13.14% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -12.16% | -11.16% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -17.10% | -16.68% |
Current DrawdownCurrent decline from peak | -1.72% | -6.09% | +4.37% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -6.69% | +1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.63% | +0.33% |
Volatility
SXR8.DE vs. SXRL.DE - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a higher volatility of 3.08% compared to iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) at 0.97%. This indicates that SXR8.DE's price experiences larger fluctuations and is considered to be riskier than SXRL.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 | SXRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 0.97% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 4.29% | +3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 5.79% | +5.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 7.84% | +7.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 7.59% | +8.49% |
SXR8.DE vs. SXRL.DE - Expense Ratio Comparison
Both SXR8.DE and SXRL.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SXR8.DE vs. SXRL.DE - Dividend Comparison
Neither SXR8.DE nor SXRL.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and SXRL.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE and SXRL.DE have the same expense ratio: 0.07% per year.
SXR8.DE is categorized as S&P 500, while SXRL.DE is Government Bonds. SXR8.DE tracks S&P 500 Index, while SXRL.DE tracks ICE US Treasury 3-7 Year.
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