SXRU.DE vs. IVV
Compare and contrast key facts about iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) and iShares Core S&P 500 ETF (IVV).
SXRU.DE and IVV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXRU.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 26, 2010. IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000. Both SXRU.DE and IVV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXRU.DE or IVV.
Key characteristics
| SXRU.DE | IVV | |
|---|---|---|
| YTD Return | 23.25% | 27.23% |
| 1Y Return | 32.21% | 37.83% |
| 3Y Return (Ann) | 11.07% | 10.34% |
| 5Y Return (Ann) | 12.07% | 16.03% |
| 10Y Return (Ann) | 13.56% | 13.44% |
| Sharpe Ratio | 2.68 | 3.26 |
| Sortino Ratio | 3.98 | 4.32 |
| Omega Ratio | 1.55 | 1.61 |
| Calmar Ratio | 4.83 | 4.75 |
| Martin Ratio | 16.90 | 21.54 |
| Ulcer Index | 1.83% | 1.86% |
| Daily Std Dev | 11.50% | 12.22% |
| Max Drawdown | -36.09% | -55.25% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SXRU.DE and IVV is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SXRU.DE vs. IVV - Performance Comparison
In the year-to-date period, SXRU.DE achieves a 23.25% return, which is significantly lower than IVV's 27.23% return. Both investments have delivered pretty close results over the past 10 years, with SXRU.DE having a 13.56% annualized return and IVV not far behind at 13.44%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SXRU.DE vs. IVV - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is higher than IVV's 0.03% expense ratio.
Risk-Adjusted Performance
SXRU.DE vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) and iShares Core S&P 500 ETF (IVV). 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.
Dividends
SXRU.DE vs. IVV - Dividend Comparison
SXRU.DE has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (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% |
IVV iShares Core S&P 500 ETF | 1.24% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
Drawdowns
SXRU.DE vs. IVV - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and IVV. For additional features, visit the drawdowns tool.
Volatility
SXRU.DE vs. IVV - Volatility Comparison
iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) has a higher volatility of 4.19% compared to iShares Core S&P 500 ETF (IVV) at 3.93%. This indicates that SXRU.DE's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.