SXR8.DE vs. VUAA.L
Compare and contrast key facts about iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and Vanguard S&P 500 UCITS ETF (VUAA.L).
SXR8.DE and VUAA.L 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. VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both SXR8.DE and VUAA.L 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 VUAA.L.
Key characteristics
| SXR8.DE | VUAA.L | |
|---|---|---|
| YTD Return | 24.84% | 22.74% |
| 1Y Return | 31.00% | 34.66% |
| 3Y Return (Ann) | 12.82% | 10.67% |
| 5Y Return (Ann) | 16.16% | 15.77% |
| Sharpe Ratio | 3.17 | 3.03 |
| Sortino Ratio | 4.15 | 4.23 |
| Omega Ratio | 1.64 | 1.57 |
| Calmar Ratio | 4.30 | 3.08 |
| Martin Ratio | 19.21 | 19.35 |
| Ulcer Index | 1.85% | 1.85% |
| Daily Std Dev | 11.37% | 11.77% |
| Max Drawdown | -33.78% | -34.05% |
| Current Drawdown | -0.06% | -0.41% |
Correlation
The correlation between SXR8.DE and VUAA.L is 0.93, 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.
Performance
SXR8.DE vs. VUAA.L - Performance Comparison
In the year-to-date period, SXR8.DE achieves a 24.84% return, which is significantly higher than VUAA.L's 22.74% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SXR8.DE vs. VUAA.L - Expense Ratio Comparison
SXR8.DE has a 0.12% expense ratio, which is higher than VUAA.L's 0.07% 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%.
Risk-Adjusted Performance
SXR8.DE vs. VUAA.L - 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 Vanguard S&P 500 UCITS ETF (VUAA.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.
Dividends
SXR8.DE vs. VUAA.L - Dividend Comparison
Neither SXR8.DE nor VUAA.L has paid dividends to shareholders.
Drawdowns
SXR8.DE vs. VUAA.L - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, roughly equal to the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
SXR8.DE vs. VUAA.L - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and Vanguard S&P 500 UCITS ETF (VUAA.L) have volatilities of 2.20% and 2.25%, 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.