SXRW.DE vs. SPYL.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and SPYL.DE (State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc)) are both exchange-traded funds - SXRW.DE is a Europe Equities fund tracking the FTSE 100, while SPYL.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past year, SXRW.DE returned 18.23% vs 25.56% for SPYL.DE. At a 0.47 correlation, their price movements are largely independent. SXRW.DE charges 0.07%/yr vs 0.03%/yr for SPYL.DE.
Performance
SXRW.DE vs. SPYL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 6.50% return, which is significantly lower than SPYL.DE's 11.37% return.
SXRW.DE
- 1D
- 0.14%
- 1M
- -0.73%
- YTD
- 6.50%
- 6M
- 9.61%
- 1Y
- 18.23%
- 3Y*
- 14.51%
- 5Y*
- 11.57%
- 10Y*
- 8.04%
SPYL.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.86%
- 1Y
- 25.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRW.DE vs. SPYL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 6.50% | 20.63% | 13.57% | 6.10% |
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 SXRW.DE and SPYL.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023 | 0.47 |
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Return for Risk
SXRW.DE vs. SPYL.DE — Risk / Return Rank
SXRW.DE
SPYL.DE
SXRW.DE vs. SPYL.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 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.
| SXRW.DE | SPYL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.41 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 3.58 | -1.28 |
| Martin ratioReturn relative to average drawdown | 8.40 | 12.72 | -4.32 |
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
| SXRW.DE | SPYL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 2.21 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 1.54 | -1.03 |
Drawdowns
SXRW.DE vs. SPYL.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, 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 SXRW.DE and SPYL.DE.
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Drawdown Indicators
| SXRW.DE | SPYL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -23.27% | -17.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -7.13% | -0.78% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | — | — |
Current DrawdownCurrent decline from peak | -2.75% | -0.46% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -6.05% | -3.24% | -2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.01% | +0.16% |
Volatility
SXRW.DE vs. SPYL.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) has a higher volatility of 4.45% compared to State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) (SPYL.DE) at 2.66%. This indicates that SXRW.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
| SXRW.DE | SPYL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 2.66% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.16% | 7.57% | +2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 11.52% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 14.61% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 14.61% | +2.32% |
SXRW.DE vs. SPYL.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio. However, 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. SPYL.DE - Dividend Comparison
Neither SXRW.DE nor SPYL.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and SPYL.DE have a correlation of 0.49, 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 0.07% for SXRW.DE.
SXRW.DE is categorized as Europe Equities, while SPYL.DE is S&P 500. SXRW.DE tracks FTSE 100, while SPYL.DE tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.07% for SXRW.DE and 0.03% for SPYL.DE.
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