SXR8.DE vs. VUSA.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and VUSA.DE (Vanguard S&P 500 UCITS ETF) are both S&P 500 funds tracking the S&P 500 Index, from iShares and Vanguard respectively. Both are passively managed. Over the past 5 years, SXR8.DE returned 13.74%/yr vs 13.74%/yr for VUSA.DE. With a 1.00 correlation, they move nearly in lockstep. Both charge a 0.07% expense ratio.
Performance
SXR8.DE vs. VUSA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SXR8.DE having a 13.15% return and VUSA.DE slightly higher at 13.17%.
SXR8.DE
- 1D
- 0.05%
- 1M
- 1.76%
- 6M
- 10.98%
- YTD
- 13.15%
- 1Y
- 25.75%
- 3Y*
- 19.32%
- 5Y*
- 13.74%
- 10Y*
- 14.52%
VUSA.DE
- 1D
- 0.03%
- 1M
- 1.76%
- 6M
- 11.09%
- YTD
- 13.17%
- 1Y
- 25.80%
- 3Y*
- 19.32%
- 5Y*
- 13.74%
- 10Y*
- —
SXR8.DE vs. VUSA.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) | 13.15% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 4.26% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 13.17% | 4.74% | 32.32% | 22.44% | -14.26% | 40.77% | 6.76% | 34.45% | -1.11% | 4.09% |
Correlation
The correlation between SXR8.DE and VUSA.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 1.00 |
The correlation between SXR8.DE and VUSA.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.
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Return for Risk
SXR8.DE vs. VUSA.DE — Risk / Return Rank
SXR8.DE
VUSA.DE
SXR8.DE vs. VUSA.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 Vanguard S&P 500 UCITS ETF (VUSA.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 | VUSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.40 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.69 | 3.72 | -0.02 |
| Martin ratioReturn relative to average drawdown | 13.11 | 13.28 | -0.18 |
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Drawdowns
SXR8.DE vs. VUSA.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, roughly equal to the maximum VUSA.DE drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and VUSA.DE.
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Drawdown Indicators
| SXR8.DE | VUSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -33.64% | -0.14% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -6.91% | -0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -23.24% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -23.24% | -0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | -0.13% | -0.11% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -4.34% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 1.94% | +0.02% |
Volatility
SXR8.DE vs. VUSA.DE - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and Vanguard S&P 500 UCITS ETF (VUSA.DE) have volatilities of 2.73% and 2.71%, 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.
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Volatility by Period
| SXR8.DE | VUSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.71% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | 7.93% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.85% | 11.83% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 15.20% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 16.70% | -0.63% |
SXR8.DE vs. VUSA.DE - Expense Ratio Comparison
Both SXR8.DE and VUSA.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. VUSA.DE - Dividend Comparison
SXR8.DE has not paid dividends to shareholders, while VUSA.DE's dividend yield for the trailing twelve months is around 0.86%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.86% | 0.97% | 1.00% | 1.25% | 1.45% | 1.02% | 1.43% | 1.45% | 1.74% | 0.41% |
Frequently Asked Questions
With a correlation of 0.99, SXR8.DE and VUSA.DE 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.
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 VUSA.DE have the same expense ratio: 0.07% per year.
Both ETFs track S&P 500 Index. They also come from different issuers: iShares and Vanguard.
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