SXRR.DE vs. SXR8.DE
SXRR.DE (iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - SXRR.DE is a Corporate Bonds fund tracking the Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged), while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, SXRR.DE returned 2.44%/yr vs 13.70%/yr for SXR8.DE. At a 0.06 correlation, their price movements are largely independent. SXRR.DE charges 0.12%/yr vs 0.07%/yr for SXR8.DE.
Performance
SXRR.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRR.DE achieves a 1.42% return, which is significantly lower than SXR8.DE's 12.22% return.
SXRR.DE
- 1D
- 0.00%
- 1M
- 0.24%
- 6M
- 1.42%
- YTD
- 1.42%
- 1Y
- 2.84%
- 3Y*
- 3.76%
- 5Y*
- 2.44%
- 10Y*
- —
SXR8.DE
- 1D
- 0.22%
- 1M
- 0.62%
- 6M
- 12.76%
- YTD
- 12.22%
- 1Y
- 24.06%
- 3Y*
- 18.35%
- 5Y*
- 13.70%
- 10Y*
- 14.87%
SXRR.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 1.42% | 2.69% | 4.90% | 4.43% | -0.72% | -0.50% | -0.32% | 1.07% | -1.64% | 0.16% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 12.22% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 7.71% |
Correlation
The correlation between SXRR.DE and SXR8.DE is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2017 | 0.06 |
The correlation between SXRR.DE and SXR8.DE shifts across timeframes, from -0.04 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXRR.DE vs. SXR8.DE — Risk / Return Rank
SXRR.DE
SXR8.DE
SXRR.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
| SXRR.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.93 | 1.37 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 12.00 | 3.45 | +8.55 |
| Martin ratioReturn relative to average drawdown | 38.03 | 12.24 | +25.79 |
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Drawdowns
SXRR.DE vs. SXR8.DE - Drawdown Comparison
The maximum SXRR.DE drawdown since its inception was -14.20%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for SXRR.DE and SXR8.DE.
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Drawdown Indicators
| SXRR.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.20% | -33.78% | +19.58% |
Max Drawdown (1Y)Largest decline over 1 year | -0.24% | -6.94% | +6.70% |
Max Drawdown (3Y)Largest decline over 3 years | -1.36% | -23.32% | +21.96% |
Max Drawdown (5Y)Largest decline over 5 years | -2.72% | -23.32% | +20.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.61% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -1.22% | -5.20% | +3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.07% | 1.96% | -1.89% |
Volatility
SXRR.DE vs. SXR8.DE - Volatility Comparison
The current volatility for iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) (SXRR.DE) is 0.24%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.63%. This indicates that SXRR.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRR.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.24% | 3.63% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 1.10% | 7.98% | -6.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.42% | 11.90% | -10.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.94% | 15.20% | -13.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.81% | 16.07% | -12.26% |
SXRR.DE vs. SXR8.DE - Expense Ratio Comparison
SXRR.DE has a 0.12% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXRR.DE vs. SXR8.DE - Dividend Comparison
SXRR.DE's dividend yield for the trailing twelve months is around 4.72%, while SXR8.DE has not paid dividends to shareholders.
| 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% |
SXRR.DE iShares $ Floating Rate Bond UCITS ETF EUR Hedged (Dist) | 4.72% | 5.04% | 6.01% | 5.52% | 1.49% | 0.58% | 1.60% | 3.00% | 2.06% | 0.36% |
Frequently Asked Questions
SXRR.DE and SXR8.DE have a correlation of -0.04, 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 0.12% for SXRR.DE.
SXRR.DE is categorized as Corporate Bonds, while SXR8.DE is S&P 500. SXRR.DE tracks Bloomberg US Floating Rate Notes 1-5 Year Index (EUR Hedged), while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.12% for SXRR.DE and 0.07% for SXR8.DE.
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