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SXRU.DE vs. LCUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRU.DE vs. LCUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) and Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

LCUS.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRU.DE vs. LCUS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SXRU.DE
iShares Dow Jones Industrial Average UCITS ETF (Acc)
8.17%2.08%21.16%11.74%-2.47%31.86%-1.58%28.17%1.48%
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%3.40%32.87%22.96%-15.87%37.82%9.09%34.14%-0.91%

Correlation

The correlation between SXRU.DE and LCUS.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2018

0.78

The correlation between SXRU.DE and LCUS.DE shifts across timeframes, from 0.49 (3 years) to 0.78 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SXRU.DE vs. LCUS.DE — Risk / Return Rank

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

SXRU.DE
SXRU.DE Risk / Return Rank: 5252
Overall Rank
SXRU.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SXRU.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
SXRU.DE Omega Ratio Rank: 5050
Omega Ratio Rank
SXRU.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
SXRU.DE Martin Ratio Rank: 5454
Martin Ratio Rank

LCUS.DE
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.

SXRU.DE vs. LCUS.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 Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.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.DELCUS.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.79

Martin ratioReturn relative to average drawdown

9.23

SXRU.DE vs. LCUS.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SXRU.DELCUS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

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

Drawdowns

SXRU.DE vs. LCUS.DE - Drawdown Comparison


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Drawdown Indicators


SXRU.DELCUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

Max Drawdown (3Y)

Largest decline over 3 years

-21.13%

Max Drawdown (5Y)

Largest decline over 5 years

-21.13%

Max Drawdown (10Y)

Largest decline over 10 years

-36.09%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

Volatility

SXRU.DE vs. LCUS.DE - Volatility Comparison


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Volatility by Period


SXRU.DELCUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

SXRU.DE vs. LCUS.DE - Expense Ratio Comparison

SXRU.DE has a 0.33% expense ratio, which is higher than LCUS.DE's 0.04% expense ratio.


Dividends

SXRU.DE vs. LCUS.DE - Dividend Comparison

Neither SXRU.DE nor LCUS.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%0.00%0.84%0.78%2.27%1.12%1.52%1.10%1.30%
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%

Frequently Asked Questions


SXRU.DE and LCUS.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCUS.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUS.DE is cheaper with a 0.04% expense ratio, compared with 0.33% for SXRU.DE.

SXRU.DE tracks Dow Jones Industrial Average, while LCUS.DE tracks Russell 1000 TR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.33% for SXRU.DE and 0.04% for LCUS.DE.

Portfolio Optimizer

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