SXR8.DE vs. XDEW.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both S&P 500 funds - SXR8.DE tracks the S&P 500 Index while XDEW.DE tracks the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, SXR8.DE returned 14.95%/yr vs 11.25%/yr for XDEW.DE. Their correlation of 0.90 suggests significant overlap in exposure. SXR8.DE charges 0.07%/yr vs 0.20%/yr for XDEW.DE.
Performance
SXR8.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR8.DE achieves a 11.37% return, which is significantly higher than XDEW.DE's 10.39% return. Over the past 10 years, SXR8.DE has outperformed XDEW.DE with an annualized return of 14.95%, while XDEW.DE has yielded a comparatively lower 11.25% annualized return.
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
XDEW.DE
- 1D
- 0.30%
- 1M
- 3.90%
- YTD
- 10.39%
- 6M
- 10.29%
- 1Y
- 18.10%
- 3Y*
- 12.12%
- 5Y*
- 9.22%
- 10Y*
- 11.25%
SXR8.DE vs. XDEW.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) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 10.39% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.25% | -4.52% | 4.00% |
Correlation
The correlation between SXR8.DE and XDEW.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.90 |
Over the past year, the correlation between SXR8.DE and XDEW.DE has dropped to 0.70 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
SXR8.DE vs. XDEW.DE — Risk / Return Rank
SXR8.DE
XDEW.DE
SXR8.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.
| SXR8.DE | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.30 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 3.51 | +0.07 |
| Martin ratioReturn relative to average drawdown | 12.71 | 10.36 | +2.35 |
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 | XDEW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.66 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.61 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.66 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.68 | +0.11 |
Drawdowns
SXR8.DE vs. XDEW.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and XDEW.DE.
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Drawdown Indicators
| SXR8.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -38.79% | +5.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -5.06% | -2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -22.70% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -22.70% | -0.62% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -38.79% | +5.01% |
Current DrawdownCurrent decline from peak | -0.45% | 0.00% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -5.39% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.72% | +0.29% |
Volatility
SXR8.DE vs. XDEW.DE - Volatility Comparison
iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a higher volatility of 2.65% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.06%. This indicates that SXR8.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 2.06% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 6.75% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 10.70% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 14.89% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 16.86% | -0.77% |
SXR8.DE vs. XDEW.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than XDEW.DE's 0.20% 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. XDEW.DE - Dividend Comparison
Neither SXR8.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and XDEW.DE have a correlation of 0.70, 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 0.20% for XDEW.DE.
SXR8.DE tracks S&P 500 Index, while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for SXR8.DE and 0.20% for XDEW.DE.
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