SXRW.DE vs. IUSA.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) are both exchange-traded funds - SXRW.DE is a Europe Equities fund tracking the FTSE 100, while IUSA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.45%/yr vs 14.31%/yr for IUSA.DE. A 0.65 correlation means they provide meaningful diversification when combined. Both charge a 0.07% expense ratio.
Performance
SXRW.DE vs. IUSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 11.21% return, which is significantly lower than IUSA.DE's 11.82% return. Over the past 10 years, SXRW.DE has underperformed IUSA.DE with an annualized return of 8.45%, while IUSA.DE has yielded a comparatively higher 14.31% annualized return.
SXRW.DE
- 1D
- 0.06%
- 1M
- 4.10%
- 6M
- 7.30%
- YTD
- 11.21%
- 1Y
- 24.18%
- 3Y*
- 16.83%
- 5Y*
- 12.74%
- 10Y*
- 8.45%
IUSA.DE
- 1D
- -1.23%
- 1M
- 0.29%
- 6M
- 9.52%
- YTD
- 11.82%
- 1Y
- 21.99%
- 3Y*
- 18.64%
- 5Y*
- 13.46%
- 10Y*
- 14.31%
SXRW.DE vs. IUSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 11.21% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 11.82% | 4.69% | 32.36% | 22.47% | -14.25% | 40.75% | 6.77% | 34.55% | -1.14% | 6.67% |
Correlation
The correlation between SXRW.DE and IUSA.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.65 |
Over the past year, the correlation between SXRW.DE and IUSA.DE has dropped to 0.44 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
SXRW.DE vs. IUSA.DE — Risk / Return Rank
SXRW.DE
IUSA.DE
SXRW.DE vs. IUSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and iShares Core S&P 500 UCITS ETF USD Dist (IUSA.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.
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.
| SXRW.DE | IUSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 3.11 | -0.08 |
| Martin ratioReturn relative to average drawdown | 11.09 | 11.06 | +0.02 |
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Drawdowns
SXRW.DE vs. IUSA.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, smaller than the maximum IUSA.DE drawdown of -52.05%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and IUSA.DE.
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Drawdown Indicators
| SXRW.DE | IUSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -52.05% | +11.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -6.90% | -1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -23.36% | +6.50% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -23.36% | +6.50% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -33.67% | -6.64% |
Current DrawdownCurrent decline from peak | -0.27% | -1.33% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -8.41% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 1.94% | +0.22% |
Volatility
SXRW.DE vs. IUSA.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) have volatilities of 3.02% and 3.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRW.DE | IUSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 3.00% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.38% | 7.88% | +2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.34% | 11.64% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 15.21% | -1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 16.04% | +0.27% |
SXRW.DE vs. IUSA.DE - Expense Ratio Comparison
Both SXRW.DE and IUSA.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SXRW.DE vs. IUSA.DE - Dividend Comparison
SXRW.DE has not paid dividends to shareholders, while IUSA.DE's dividend yield for the trailing twelve months is around 0.86%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 0.86% | 0.94% | 0.99% | 1.25% | 1.46% | 0.99% | 1.40% | 1.48% | 1.70% | 1.51% | 1.37% | 1.52% |
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (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% |
Frequently Asked Questions
SXRW.DE and IUSA.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE and IUSA.DE have the same expense ratio: 0.07% per year.
SXRW.DE is categorized as Europe Equities, while IUSA.DE is S&P 500. SXRW.DE tracks FTSE 100, while IUSA.DE tracks S&P 500 Index.
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