SXR8.DE vs. XDW0.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, SXR8.DE returned 14.52%/yr vs 8.15%/yr for XDW0.DE. A 0.52 correlation means they provide meaningful diversification when combined. SXR8.DE charges 0.07%/yr vs 0.25%/yr for XDW0.DE.
Performance
SXR8.DE vs. XDW0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR8.DE achieves a 13.10% return, which is significantly lower than XDW0.DE's 28.70% return. Over the past 10 years, SXR8.DE has outperformed XDW0.DE with an annualized return of 14.52%, while XDW0.DE has yielded a comparatively lower 8.15% annualized return.
SXR8.DE
- 1D
- 0.23%
- 1M
- 1.43%
- 6M
- 12.05%
- YTD
- 13.10%
- 1Y
- 23.52%
- 3Y*
- 19.30%
- 5Y*
- 13.73%
- 10Y*
- 14.52%
XDW0.DE
- 1D
- -0.93%
- 1M
- 2.25%
- 6M
- 19.90%
- YTD
- 28.70%
- 1Y
- 34.95%
- 3Y*
- 15.05%
- 5Y*
- 20.85%
- 10Y*
- 8.15%
SXR8.DE vs. XDW0.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) | 13.10% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 28.70% | 2.24% | 7.48% | 0.19% | 53.95% | 52.21% | -36.99% | 14.05% | -12.13% | -7.68% |
Correlation
The correlation between SXR8.DE and XDW0.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | 0.52 |
The correlation between SXR8.DE and XDW0.DE shifts across timeframes, from -0.07 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXR8.DE vs. XDW0.DE — Risk / Return Rank
SXR8.DE
XDW0.DE
SXR8.DE vs. XDW0.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 MSCI World Energy UCITS ETF 1C (XDW0.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 | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.28 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 2.24 | +1.13 |
| Martin ratioReturn relative to average drawdown | 11.97 | 5.78 | +6.19 |
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Drawdowns
SXR8.DE vs. XDW0.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum XDW0.DE drawdown of -66.27%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and XDW0.DE.
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Drawdown Indicators
| SXR8.DE | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -66.27% | +32.49% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -15.55% | +8.61% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -23.70% | +0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -23.70% | +0.38% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -61.44% | +27.66% |
Current DrawdownCurrent decline from peak | -0.18% | -10.20% | +10.02% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -22.94% | +17.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 6.03% | -4.07% |
Volatility
SXR8.DE vs. XDW0.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 2.75%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 6.81%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than XDW0.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 | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 6.81% | -4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | 19.48% | -11.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.87% | 22.56% | -10.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 24.24% | -9.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 26.60% | -10.53% |
SXR8.DE vs. XDW0.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than XDW0.DE's 0.25% 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. XDW0.DE - Dividend Comparison
Neither SXR8.DE nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and XDW0.DE have a correlation of -0.07, 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 0.25% for XDW0.DE.
SXR8.DE is categorized as S&P 500, while XDW0.DE is Energy Equities. SXR8.DE tracks S&P 500 Index, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for SXR8.DE and 0.25% for XDW0.DE.
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