SXRY.DE vs. SXR8.DE
SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - SXRY.DE is a Europe Equities fund tracking the FTSE MIB, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, SXRY.DE returned 15.00%/yr vs 14.95%/yr for SXR8.DE. A 0.53 correlation means they provide meaningful diversification when combined. SXRY.DE charges 0.33%/yr vs 0.07%/yr for SXR8.DE.
Performance
SXRY.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRY.DE achieves a 14.40% return, which is significantly higher than SXR8.DE's 11.37% return. Both investments have delivered pretty close results over the past 10 years, with SXRY.DE having a 15.00% annualized return and SXR8.DE not far behind at 14.95%.
SXRY.DE
- 1D
- 0.28%
- 1M
- 2.66%
- YTD
- 14.40%
- 6M
- 18.51%
- 1Y
- 29.82%
- 3Y*
- 28.94%
- 5Y*
- 19.74%
- 10Y*
- 15.00%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
SXRY.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 14.40% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between SXRY.DE and SXR8.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.53 |
The correlation between SXRY.DE and SXR8.DE shifts across timeframes, from 0.45 (3 years) to 0.56 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXRY.DE vs. SXR8.DE — Risk / Return Rank
SXRY.DE
SXR8.DE
SXRY.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
| SXRY.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.16 | 3.58 | -0.42 |
| Martin ratioReturn relative to average drawdown | 11.35 | 12.71 | -1.36 |
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
| SXRY.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.21 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.96 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.92 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.79 | -0.41 |
Drawdowns
SXRY.DE vs. SXR8.DE - Drawdown Comparison
The maximum SXRY.DE drawdown since its inception was -43.59%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for SXRY.DE and SXR8.DE.
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Drawdown Indicators
| SXRY.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -33.78% | -9.81% |
Max Drawdown (1Y)Largest decline over 1 year | -9.69% | -7.13% | -2.56% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -23.32% | +5.71% |
Max Drawdown (5Y)Largest decline over 5 years | -25.00% | -23.32% | -1.68% |
Max Drawdown (10Y)Largest decline over 10 years | -40.81% | -33.78% | -7.03% |
Current DrawdownCurrent decline from peak | -0.76% | -0.45% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -5.17% | -6.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.01% | +0.69% |
Volatility
SXRY.DE vs. SXR8.DE - Volatility Comparison
iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a higher volatility of 4.82% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that SXRY.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRY.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 2.65% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 7.57% | +4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.91% | 11.56% | +4.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 15.16% | +3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 16.09% | +4.09% |
SXRY.DE vs. SXR8.DE - Expense Ratio Comparison
SXRY.DE has a 0.33% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
SXRY.DE vs. SXR8.DE - Dividend Comparison
Neither SXRY.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRY.DE and SXR8.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.33% for SXRY.DE.
SXRY.DE is categorized as Europe Equities, while SXR8.DE is S&P 500. SXRY.DE tracks FTSE MIB, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.33% for SXRY.DE and 0.07% for SXR8.DE.
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