SXR8.DE vs. VWCG.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while VWCG.DE is a Europe Equities fund tracking the FTSE Developed Europe. Both are passively managed. Over the past 5 years, SXR8.DE returned 14.24%/yr vs 10.01%/yr for VWCG.DE. A 0.70 correlation means they provide meaningful diversification when combined. SXR8.DE charges 0.07%/yr vs 0.10%/yr for VWCG.DE.
Performance
SXR8.DE vs. VWCG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR8.DE achieves a 9.96% return, which is significantly higher than VWCG.DE's 8.96% return.
SXR8.DE
- 1D
- 1.56%
- 1M
- 0.60%
- YTD
- 9.96%
- 6M
- 11.01%
- 1Y
- 24.90%
- 3Y*
- 17.96%
- 5Y*
- 14.24%
- 10Y*
- 14.87%
VWCG.DE
- 1D
- 1.89%
- 1M
- 5.02%
- YTD
- 8.96%
- 6M
- 11.76%
- 1Y
- 19.41%
- 3Y*
- 14.33%
- 5Y*
- 10.01%
- 10Y*
- —
SXR8.DE vs. VWCG.DE - 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% | 9.78% |
VWCG.DE Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 8.96% | 20.44% | 8.96% | 16.07% | -9.83% | 24.91% | -2.57% | 7.53% |
Correlation
The correlation between SXR8.DE and VWCG.DE 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 | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2019 | 0.70 |
The correlation between SXR8.DE and VWCG.DE shifts across timeframes, from 0.57 (3 years) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXR8.DE vs. VWCG.DE — Risk / Return Rank
SXR8.DE
VWCG.DE
SXR8.DE vs. VWCG.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 FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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 | VWCG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.26 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 1.91 | +1.60 |
| Martin ratioReturn relative to average drawdown | 12.50 | 7.33 | +5.18 |
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Drawdowns
SXR8.DE vs. VWCG.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum VWCG.DE drawdown of -35.70%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and VWCG.DE.
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Drawdown Indicators
| SXR8.DE | VWCG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -35.70% | +1.92% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -9.58% | +2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -16.07% | -7.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -20.09% | -3.23% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | -1.72% | -0.03% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -4.98% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 2.51% | -0.55% |
Volatility
SXR8.DE vs. VWCG.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 3.08%, while Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) has a volatility of 4.24%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than VWCG.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 | VWCG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 4.24% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 10.80% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 13.05% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 14.31% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 16.85% | -0.77% |
SXR8.DE vs. VWCG.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than VWCG.DE's 0.10% 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. VWCG.DE - Dividend Comparison
Neither SXR8.DE nor VWCG.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and VWCG.DE 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 0.10% for VWCG.DE.
SXR8.DE is categorized as S&P 500, while VWCG.DE is Europe Equities. SXR8.DE tracks S&P 500 Index, while VWCG.DE tracks FTSE Developed Europe. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for SXR8.DE and 0.10% for VWCG.DE.
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