SXRT.DE vs. VUAG.L

Last updated Jun 13, 2026

SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) and VUAG.L (Vanguard S&P 500 UCITS ETF (USD) Accumulating) are both exchange-traded funds - SXRT.DE is a Europe Equities fund tracking the EURO STOXX® 50, while VUAG.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, SXRT.DE returned 11.63%/yr vs 14.24%/yr for VUAG.L. A 0.63 correlation means they provide meaningful diversification when combined. SXRT.DE charges 0.10%/yr vs 0.07%/yr for VUAG.L.

Performance

SXRT.DE vs. VUAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SXRT.DE is traded in EUR, while VUAG.L is traded in GBP. To make them comparable, the VUAG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXRT.DE achieves a 8.68% return, which is significantly lower than VUAG.L's 9.97% return.

SXRT.DE

• 1D: 2.06%
• 1M: 4.61%
• YTD: 8.68%
• 6M: 10.17%
• 1Y: 19.84%
• 3Y*: 15.63%
• 5Y*: 11.63%
• 10Y*: 11.41%

VUAG.L

• 1D: 1.40%
• 1M: 0.51%
• YTD: 9.97%
• 6M: 11.02%
• 1Y: 24.83%
• 3Y*: 17.88%
• 5Y*: 14.24%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRT.DE vs. VUAG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)	8.68%	22.21%	11.08%	22.49%	-8.80%	23.52%	-2.93%	15.36%
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating	9.97%	3.66%	33.48%	22.18%	-13.57%	39.49%	9.91%	-10.68%

Correlation

The correlation between SXRT.DE and VUAG.L is 0.61, 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	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (All Time) Calculated using the full available price history since May 14, 2019	0.63

The correlation between SXRT.DE and VUAG.L shifts across timeframes, from 0.53 (3 years) to 0.63 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SXRT.DE vs. VUAG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXRT.DE

SXRT.DE Risk / Return Rank: 37
SXRT.DE Sharpe Ratio Rank: 35
SXRT.DE Sortino Ratio Rank: 37
SXRT.DE Omega Ratio Rank: 35
SXRT.DE Calmar Ratio Rank: 38
SXRT.DE Martin Ratio Rank: 41

VUAG.L

VUAG.L Risk / Return Rank: 82
VUAG.L Sharpe Ratio Rank: 85
VUAG.L Sortino Ratio Rank: 83
VUAG.L Omega Ratio Rank: 85
VUAG.L Calmar Ratio Rank: 80
VUAG.L Martin Ratio Rank: 79

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXRT.DE vs. VUAG.L - 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 Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). 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.

	SXRT.DE	VUAG.L	Difference
Sharpe ratio: Return per unit of total volatility	1.12	2.11	-0.99
Sortino ratio: Return per unit of downside risk	1.74	2.88	-1.14
Omega ratio: Gain probability vs. loss probability	1.21	1.39	-0.18
Calmar ratio: Return relative to maximum drawdown	1.66	3.41	-1.75
Martin ratio: Return relative to average drawdown	5.74	12.31	-6.56

SXRT.DE vs. VUAG.L - Sharpe Ratio Comparison

The current SXRT.DE Sharpe Ratio is 1.12, which is lower than the VUAG.L Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of SXRT.DE and VUAG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SXRT.DE vs. VUAG.L - Drawdown Comparison

The maximum SXRT.DE drawdown since its inception was -38.41%, which is greater than VUAG.L's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and VUAG.L.

Drawdown Indicators

	SXRT.DE	VUAG.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.41%	-35.04%	-3.37%
Max Drawdown (1Y) Largest decline over 1 year	-10.93%	-7.11%	-3.82%
Max Drawdown (3Y) Largest decline over 3 years	-16.39%	-22.34%	+5.95%
Max Drawdown (5Y) Largest decline over 5 years	-23.36%	-22.34%	-1.02%
Max Drawdown (10Y) Largest decline over 10 years	-38.41%	—	—
Current Drawdown Current decline from peak	0.00%	-1.81%	+1.81%
Average Drawdown Average peak-to-trough decline	-7.25%	-6.30%	-0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.17%	1.97%	+1.20%

Volatility

SXRT.DE vs. VUAG.L - Volatility Comparison

iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a higher volatility of 4.80% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.04%. This indicates that SXRT.DE's price experiences larger fluctuations and is considered to be riskier than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SXRT.DE	VUAG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	3.04%	+1.76%
Volatility (6M) Calculated over the trailing 6-month period	13.23%	7.77%	+5.46%
Volatility (1Y) Calculated over the trailing 1-year period	16.19%	11.53%	+4.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.57%	15.13%	+2.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.18%	18.75%	-0.57%

SXRT.DE vs. VUAG.L - Expense Ratio Comparison

SXRT.DE has a 0.10% expense ratio, which is higher than VUAG.L'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

SXRT.DE vs. VUAG.L - Dividend Comparison

Neither SXRT.DE nor VUAG.L has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
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%
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.80%

Frequently Asked Questions

Can I hold both SXRT.DE and VUAG.L in my portfolio?

SXRT.DE and VUAG.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SXRT.DE or VUAG.L?

On fees, VUAG.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SXRT.DE or VUAG.L?

VUAG.L is cheaper with a 0.07% expense ratio, compared with 0.10% for SXRT.DE.

What is the main difference between SXRT.DE and VUAG.L?

SXRT.DE is categorized as Europe Equities, while VUAG.L is S&P 500. SXRT.DE tracks EURO STOXX® 50, while VUAG.L tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.10% for SXRT.DE and 0.07% for VUAG.L.