SXRT.DE vs. EXV8.DE
SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) and EXV8.DE (iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)) are both exchange-traded funds - SXRT.DE is a Europe Equities fund tracking the EURO STOXX® 50, while EXV8.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Construction & Materials. Both are passively managed. Over the past 10 years, SXRT.DE returned 10.49%/yr vs 10.37%/yr for EXV8.DE. Their correlation of 0.83 suggests significant overlap in exposure. SXRT.DE charges 0.10%/yr vs 0.46%/yr for EXV8.DE.
Performance
SXRT.DE vs. EXV8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRT.DE achieves a 7.19% return, which is significantly higher than EXV8.DE's 1.00% return. Both investments have delivered pretty close results over the past 10 years, with SXRT.DE having a 10.49% annualized return and EXV8.DE not far behind at 10.37%.
SXRT.DE
- 1D
- 0.76%
- 1M
- 4.63%
- YTD
- 7.19%
- 6M
- 8.59%
- 1Y
- 15.71%
- 3Y*
- 15.64%
- 5Y*
- 11.51%
- 10Y*
- 10.49%
EXV8.DE
- 1D
- 0.17%
- 1M
- -1.18%
- YTD
- 1.00%
- 6M
- 3.34%
- 1Y
- 7.54%
- 3Y*
- 15.58%
- 5Y*
- 9.70%
- 10Y*
- 10.37%
SXRT.DE vs. EXV8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 7.19% | 22.21% | 11.08% | 22.49% | -8.80% | 23.52% | -2.93% | 30.14% | -12.14% | 10.21% |
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.00% | 25.00% | 6.42% | 33.57% | -18.92% | 32.25% | -2.02% | 42.92% | -17.87% | 10.41% |
Correlation
The correlation between SXRT.DE and EXV8.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2010 | 0.83 |
The correlation between SXRT.DE and EXV8.DE has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.
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Return for Risk
SXRT.DE vs. EXV8.DE — Risk / Return Rank
SXRT.DE
EXV8.DE
SXRT.DE vs. EXV8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) and iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.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.
| SXRT.DE | EXV8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.08 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 0.49 | +0.94 |
| Martin ratioReturn relative to average drawdown | 4.85 | 1.50 | +3.35 |
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
| SXRT.DE | EXV8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.38 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.49 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.51 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.44 | -0.03 |
Drawdowns
SXRT.DE vs. EXV8.DE - Drawdown Comparison
The maximum SXRT.DE drawdown since its inception was -38.41%, smaller than the maximum EXV8.DE drawdown of -66.09%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and EXV8.DE.
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Drawdown Indicators
| SXRT.DE | EXV8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -66.09% | +27.68% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -15.30% | +4.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.39% | -16.83% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -29.23% | +5.87% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | -42.81% | +4.40% |
Current DrawdownCurrent decline from peak | -0.50% | -6.66% | +6.16% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -15.00% | +7.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 5.00% | -1.77% |
Volatility
SXRT.DE vs. EXV8.DE - Volatility Comparison
The current volatility for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) is 4.91%, while iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) has a volatility of 6.24%. This indicates that SXRT.DE experiences smaller price fluctuations and is considered to be less risky than EXV8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRT.DE | EXV8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 6.24% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 16.12% | -3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 19.72% | -3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 19.47% | -1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 20.26% | -2.04% |
SXRT.DE vs. EXV8.DE - Expense Ratio Comparison
SXRT.DE has a 0.10% expense ratio, which is lower than EXV8.DE's 0.46% expense ratio.
Dividends
SXRT.DE vs. EXV8.DE - Dividend Comparison
SXRT.DE has not paid dividends to shareholders, while EXV8.DE's dividend yield for the trailing twelve months is around 1.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.39% | 1.39% | 1.69% | 1.59% | 1.78% | 1.34% | 0.53% | 1.55% | 1.66% | 2.87% | 2.80% | 2.79% |
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXRT.DE and EXV8.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRT.DE is cheaper with a 0.10% expense ratio, compared with 0.46% for EXV8.DE.
SXRT.DE is categorized as Europe Equities, while EXV8.DE is Industrials Equities. SXRT.DE tracks EURO STOXX® 50, while EXV8.DE tracks STOXX® Europe 600 Construction & Materials. Their fees differ too: 0.10% for SXRT.DE and 0.46% for EXV8.DE.
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