SXRU.DE vs. SPYL.DE
SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) and SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) are both exchange-traded funds - SXRU.DE is a Large Cap Blend Equities fund tracking the Dow Jones Industrial Average, while SPYL.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, SXRU.DE returned 20.63% vs 25.56% for SPYL.DE. A 0.78 correlation means they provide meaningful diversification when combined. SXRU.DE charges 0.33%/yr vs 0.03%/yr for SPYL.DE.
Performance
SXRU.DE vs. SPYL.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 SPYL.DE's 11.37% 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%
SPYL.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.86%
- 1Y
- 25.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRU.DE vs. SPYL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 8.17% | 2.08% | 21.16% | 8.97% |
SPYL.DE State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) | 11.37% | 4.71% | 32.33% | 9.54% |
Correlation
The correlation between SXRU.DE and SPYL.DE is 0.76, 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 | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023 | 0.78 |
The correlation between SXRU.DE and SPYL.DE has been stable across timeframes, ranging from 0.76 to 0.78 - a consistent structural relationship.
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Return for Risk
SXRU.DE vs. SPYL.DE — Risk / Return Rank
SXRU.DE
SPYL.DE
SXRU.DE vs. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.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 | SPYL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.58 | -0.79 |
| Martin ratioReturn relative to average drawdown | 9.23 | 12.72 | -3.49 |
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 | SPYL.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 | — | — |
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 | 1.54 | -0.87 |
Drawdowns
SXRU.DE vs. SPYL.DE - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and SPYL.DE.
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Drawdown Indicators
| SXRU.DE | SPYL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.09% | -23.27% | -12.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -7.13% | -0.17% |
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 DrawdownCurrent decline from peak | 0.00% | -0.46% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -5.41% | -3.24% | -2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.01% | +0.20% |
Volatility
SXRU.DE vs. SPYL.DE - Volatility Comparison
iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) has a higher volatility of 2.91% compared to State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 2.66%. This indicates that SXRU.DE's price experiences larger fluctuations and is considered to be riskier than SPYL.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 | SPYL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 2.66% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 7.57% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 11.52% | +0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 14.61% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.01% | 14.61% | +1.40% |
SXRU.DE vs. SPYL.DE - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio.
Dividends
SXRU.DE vs. SPYL.DE - Dividend Comparison
Neither SXRU.DE nor SPYL.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRU.DE and SPYL.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYL.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYL.DE is cheaper with a 0.03% expense ratio, compared with 0.33% for SXRU.DE.
SXRU.DE is categorized as Large Cap Blend Equities, while SPYL.DE is S&P 500. SXRU.DE tracks Dow Jones Industrial Average, while SPYL.DE tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.33% for SXRU.DE and 0.03% for SPYL.DE.
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