UEEH.DE vs. SXR8.DE
UEEH.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - UEEH.DE is a Global Equities fund tracking the MSCI World Minimum Volatility, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, UEEH.DE returned 5.98%/yr vs 14.77%/yr for SXR8.DE. A 0.69 correlation means they provide meaningful diversification when combined. UEEH.DE charges 0.30%/yr vs 0.07%/yr for SXR8.DE.
Performance
UEEH.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UEEH.DE achieves a 1.54% return, which is significantly lower than SXR8.DE's 11.37% return.
UEEH.DE
- 1D
- -0.04%
- 1M
- 1.86%
- YTD
- 1.54%
- 6M
- 1.53%
- 1Y
- 0.02%
- 3Y*
- 6.19%
- 5Y*
- 5.98%
- 10Y*
- —
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%
UEEH.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.54% | -1.55% | 17.56% | 3.56% | -4.40% | 23.98% | 0.94% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.47% |
Correlation
The correlation between UEEH.DE and SXR8.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2020 | 0.69 |
Over the past year, the correlation between UEEH.DE and SXR8.DE has dropped to 0.32 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
UEEH.DE vs. SXR8.DE — Risk / Return Rank
UEEH.DE
SXR8.DE
UEEH.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.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.
| UEEH.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -3.04 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.41 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 3.58 | -3.68 |
| Martin ratioReturn relative to average drawdown | -0.22 | 12.71 | -12.93 |
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
| UEEH.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 2.21 | -2.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.96 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.79 | -0.14 |
Drawdowns
UEEH.DE vs. SXR8.DE - Drawdown Comparison
The maximum UEEH.DE drawdown since its inception was -12.82%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for UEEH.DE and SXR8.DE.
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Drawdown Indicators
| UEEH.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.82% | -33.78% | +20.96% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | -7.13% | +1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -23.32% | +10.50% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -23.32% | +10.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -6.93% | -0.45% | -6.48% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -5.17% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.01% | +0.51% |
Volatility
UEEH.DE vs. SXR8.DE - Volatility Comparison
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 2.62% and 2.65%, 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
| UEEH.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.65% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 5.56% | 7.57% | -2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.88% | 11.56% | -3.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.11% | 15.16% | -5.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.26% | 16.09% | -5.83% |
UEEH.DE vs. SXR8.DE - Expense Ratio Comparison
UEEH.DE has a 0.30% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
UEEH.DE vs. SXR8.DE - Dividend Comparison
UEEH.DE's dividend yield for the trailing twelve months is around 1.45%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.45% | 1.49% | 1.59% | 1.76% | 1.70% | 1.37% |
Frequently Asked Questions
UEEH.DE and SXR8.DE have a correlation of 0.32, 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 0.30% for UEEH.DE.
UEEH.DE is categorized as Global Equities, while SXR8.DE is S&P 500. UEEH.DE tracks MSCI World Minimum Volatility, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.30% for UEEH.DE and 0.07% for SXR8.DE.
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