SXR8.DE vs. VFEG.L
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and VFEG.L (Vanguard FTSE Emerging Markets UCITS ETF Acc) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while VFEG.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 5 years, SXR8.DE returned 14.39%/yr vs 5.62%/yr for VFEG.L. A 0.54 correlation means they provide meaningful diversification when combined. SXR8.DE charges 0.07%/yr vs 0.22%/yr for VFEG.L.
Performance
SXR8.DE vs. VFEG.L - Performance Comparison
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Different Trading Currencies
SXR8.DE is traded in EUR, while VFEG.L is traded in GBP. To make them comparable, the VFEG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with SXR8.DE having a 9.96% return and VFEG.L slightly higher at 10.08%.
SXR8.DE
- 1D
- -0.20%
- 1M
- 2.54%
- YTD
- 9.96%
- 6M
- 10.04%
- 1Y
- 23.52%
- 3Y*
- 18.44%
- 5Y*
- 14.39%
- 10Y*
- 14.76%
VFEG.L
- 1D
- -0.20%
- 1M
- -1.60%
- YTD
- 10.08%
- 6M
- 10.42%
- 1Y
- 23.02%
- 3Y*
- 13.65%
- 5Y*
- 5.62%
- 10Y*
- —
SXR8.DE vs. VFEG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% | 6.77% |
VFEG.L Vanguard FTSE Emerging Markets UCITS ETF Acc | 10.08% | 11.04% | 19.63% | 3.43% | -12.04% | 6.50% | 5.23% | -12.22% |
Correlation
The correlation between SXR8.DE and VFEG.L is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019 | 0.54 |
The correlation between SXR8.DE and VFEG.L shifts across timeframes, from 0.49 (5 years) to 0.62 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXR8.DE vs. VFEG.L — Risk / Return Rank
SXR8.DE
VFEG.L
SXR8.DE vs. VFEG.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 Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.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 | VFEG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.28 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 2.64 | +0.73 |
| Martin ratioReturn relative to average drawdown | 12.07 | 8.66 | +3.41 |
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 | VFEG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 1.56 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.27 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.18 | +0.59 |
Drawdowns
SXR8.DE vs. VFEG.L - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum VFEG.L drawdown of -37.87%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and VFEG.L.
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Drawdown Indicators
| SXR8.DE | VFEG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -37.87% | +4.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -8.68% | +1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -20.91% | -2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -20.91% | -2.41% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | -1.71% | -3.88% | +2.17% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -10.85% | +5.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.65% | -0.71% |
Volatility
SXR8.DE vs. VFEG.L - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 2.86%, while Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEG.L) has a volatility of 5.34%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than VFEG.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 | VFEG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 5.34% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 11.59% | -4.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.57% | 14.68% | -3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 20.71% | -5.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 22.71% | -6.63% |
SXR8.DE vs. VFEG.L - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than VFEG.L's 0.22% 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. VFEG.L - Dividend Comparison
Neither SXR8.DE nor VFEG.L has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and VFEG.L have a correlation of 0.62, 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 0.22% for VFEG.L.
SXR8.DE is categorized as S&P 500, while VFEG.L is Emerging Markets Equities. SXR8.DE tracks S&P 500 Index, while VFEG.L tracks MSCI EM NR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for SXR8.DE and 0.22% for VFEG.L.
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