SXRW.DE vs. IUSE.L
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and IUSE.L (iShares S&P 500 EUR Hedged UCITS ETF Acc) are both exchange-traded funds - SXRW.DE is a Europe Equities fund tracking the FTSE 100, while IUSE.L is a S&P 500 fund tracking the S&P 500 EUR Hedged Index. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.45%/yr vs 12.04%/yr for IUSE.L. A 0.63 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.20%/yr for IUSE.L.
Performance
SXRW.DE vs. IUSE.L - 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 higher than IUSE.L's 7.54% return. Over the past 10 years, SXRW.DE has underperformed IUSE.L with an annualized return of 8.45%, while IUSE.L has yielded a comparatively higher 12.04% 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%
IUSE.L
- 1D
- -1.30%
- 1M
- -0.21%
- 6M
- 6.68%
- YTD
- 7.54%
- 1Y
- 17.02%
- 3Y*
- 16.87%
- 5Y*
- 10.14%
- 10Y*
- 12.04%
SXRW.DE vs. IUSE.L - 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% |
IUSE.L iShares S&P 500 EUR Hedged UCITS ETF Acc | 7.54% | 14.95% | 23.21% | 23.05% | -21.17% | 27.85% | 14.81% | 26.33% | -8.40% | 19.04% |
Correlation
The correlation between SXRW.DE and IUSE.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2010 | 0.63 |
The correlation between SXRW.DE and IUSE.L shifts across timeframes, from 0.46 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRW.DE vs. IUSE.L — Risk / Return Rank
SXRW.DE
IUSE.L
SXRW.DE vs. IUSE.L - 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 S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L). 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 | IUSE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.26 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 1.98 | +1.05 |
| Martin ratioReturn relative to average drawdown | 11.09 | 7.93 | +3.16 |
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Drawdowns
SXRW.DE vs. IUSE.L - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, which is greater than IUSE.L's maximum drawdown of -34.75%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and IUSE.L.
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Drawdown Indicators
| SXRW.DE | IUSE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -34.75% | -5.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -8.67% | +0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -18.33% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -26.23% | +9.37% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -34.75% | -5.56% |
Current DrawdownCurrent decline from peak | -0.27% | -1.97% | +1.70% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -4.25% | -1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.16% | 0.00% |
Volatility
SXRW.DE vs. IUSE.L - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) have volatilities of 3.02% and 3.05%, 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 | IUSE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 3.05% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.38% | 9.34% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.34% | 12.08% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 16.07% | -2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 16.29% | +0.02% |
SXRW.DE vs. IUSE.L - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than IUSE.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXRW.DE vs. IUSE.L - Dividend Comparison
Neither SXRW.DE nor IUSE.L has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and IUSE.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for IUSE.L.
SXRW.DE is categorized as Europe Equities, while IUSE.L is S&P 500. SXRW.DE tracks FTSE 100, while IUSE.L tracks S&P 500 EUR Hedged Index. Their fees differ too: 0.07% for SXRW.DE and 0.20% for IUSE.L.
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