SXR8.DE vs. XDWU.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD. Both are passively managed. Over the past 10 years, SXR8.DE returned 14.95%/yr vs 8.32%/yr for XDWU.DE. At a 0.46 correlation, their price movements are largely independent. SXR8.DE charges 0.07%/yr vs 0.25%/yr for XDWU.DE.
Performance
SXR8.DE vs. XDWU.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 XDWU.DE's 5.92% return. Over the past 10 years, SXR8.DE has outperformed XDWU.DE with an annualized return of 14.95%, while XDWU.DE has yielded a comparatively lower 8.32% 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%
XDWU.DE
- 1D
- -1.48%
- 1M
- -3.92%
- YTD
- 5.92%
- 6M
- 5.19%
- 1Y
- 13.84%
- 3Y*
- 11.70%
- 5Y*
- 9.86%
- 10Y*
- 8.32%
SXR8.DE vs. XDWU.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% |
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 5.92% | 11.38% | 19.82% | -3.19% | 2.23% | 19.80% | -4.88% | 25.27% | 6.79% | -0.21% |
Correlation
The correlation between SXR8.DE and XDWU.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.46 |
Over the past year, the correlation between SXR8.DE and XDWU.DE has dropped to 0.22 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
SXR8.DE vs. XDWU.DE — Risk / Return Rank
SXR8.DE
XDWU.DE
SXR8.DE vs. XDWU.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 Utilities UCITS ETF 1C (XDWU.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 | XDWU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.18 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 1.77 | +1.81 |
| Martin ratioReturn relative to average drawdown | 12.71 | 4.77 | +7.94 |
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 | XDWU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 1.07 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.69 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.55 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.55 | +0.24 |
Drawdowns
SXR8.DE vs. XDWU.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, roughly equal to the maximum XDWU.DE drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and XDWU.DE.
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Drawdown Indicators
| SXR8.DE | XDWU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -33.61% | -0.17% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -7.30% | +0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -12.68% | -10.64% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -23.26% | -0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -33.61% | -0.17% |
Current DrawdownCurrent decline from peak | -0.45% | -7.22% | +6.77% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -6.99% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.71% | -0.70% |
Volatility
SXR8.DE vs. XDWU.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 2.65%, while Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) has a volatility of 4.08%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than XDWU.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 | XDWU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 4.08% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 10.09% | -2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 12.09% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 14.12% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 15.16% | +0.93% |
SXR8.DE vs. XDWU.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than XDWU.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. XDWU.DE - Dividend Comparison
Neither SXR8.DE nor XDWU.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and XDWU.DE have a correlation of 0.22, 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 XDWU.DE.
SXR8.DE is categorized as S&P 500, while XDWU.DE is Utilities Equities. SXR8.DE tracks S&P 500 Index, while XDWU.DE tracks MSCI World/Utilities NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for SXR8.DE and 0.25% for XDWU.DE.
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