SXRU.DE vs. ETLS.DE
SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) and ETLS.DE (L&G US Equity UCITS ETF) are both Large Cap Blend Equities funds - SXRU.DE tracks the Dow Jones Industrial Average while ETLS.DE tracks the Solactive Core United States Large & Mid Cap. Both are passively managed. Over the past 5 years, SXRU.DE returned 10.67%/yr vs 14.64%/yr for ETLS.DE. Their correlation of 0.84 suggests significant overlap in exposure. SXRU.DE charges 0.33%/yr vs 0.05%/yr for ETLS.DE.
Performance
SXRU.DE vs. ETLS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRU.DE achieves a 8.17% return, which is significantly lower than ETLS.DE's 11.28% return.
SXRU.DE
- 1D
- 1.22%
- 1M
- 4.78%
- YTD
- 8.17%
- 6M
- 8.26%
- 1Y
- 20.63%
- 3Y*
- 13.55%
- 5Y*
- 10.67%
- 10Y*
- 12.56%
ETLS.DE
- 1D
- -0.11%
- 1M
- 4.61%
- YTD
- 11.28%
- 6M
- 10.60%
- 1Y
- 25.37%
- 3Y*
- 19.26%
- 5Y*
- 14.64%
- 10Y*
- —
SXRU.DE vs. ETLS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 8.17% | 2.08% | 21.16% | 11.74% | -2.47% | 31.86% | -1.58% | 22.45% |
ETLS.DE L&G US Equity UCITS ETF | 11.28% | 5.06% | 32.53% | 24.21% | -16.00% | 38.89% | 10.12% | 27.92% |
Correlation
The correlation between SXRU.DE and ETLS.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 17, 2019 | 0.84 |
The correlation between SXRU.DE and ETLS.DE has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
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Return for Risk
SXRU.DE vs. ETLS.DE — Risk / Return Rank
SXRU.DE
ETLS.DE
SXRU.DE vs. ETLS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) and L&G US Equity UCITS ETF (ETLS.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.
| SXRU.DE | ETLS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.37 | -0.59 |
| Martin ratioReturn relative to average drawdown | 9.23 | 12.00 | -2.76 |
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
| SXRU.DE | ETLS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.21 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.94 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.98 | -0.31 |
Drawdowns
SXRU.DE vs. ETLS.DE - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, which is greater than ETLS.DE's maximum drawdown of -33.98%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and ETLS.DE.
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Drawdown Indicators
| SXRU.DE | ETLS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -33.98% | -2.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -7.57% | +0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -21.13% | -23.68% | +2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -21.13% | -23.68% | +2.55% |
Max Drawdown (10Y)Largest decline over 10 years | -36.09% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.45% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -4.63% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.13% | +0.08% |
Volatility
SXRU.DE vs. ETLS.DE - Volatility Comparison
iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) has a higher volatility of 2.91% compared to L&G US Equity UCITS ETF (ETLS.DE) at 2.76%. This indicates that SXRU.DE's price experiences larger fluctuations and is considered to be riskier than ETLS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRU.DE | ETLS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 2.76% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 7.67% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 11.54% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 15.45% | -1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 17.17% | -1.16% |
SXRU.DE vs. ETLS.DE - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is higher than ETLS.DE's 0.05% expense ratio.
Dividends
SXRU.DE vs. ETLS.DE - Dividend Comparison
Neither SXRU.DE nor ETLS.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRU.DE and ETLS.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ETLS.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ETLS.DE is cheaper with a 0.05% expense ratio, compared with 0.33% for SXRU.DE.
SXRU.DE tracks Dow Jones Industrial Average, while ETLS.DE tracks Solactive Core United States Large & Mid Cap. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.33% for SXRU.DE and 0.05% for ETLS.DE.
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