VUSA.DE vs. SXRG.DE
VUSA.DE (Vanguard S&P 500 UCITS ETF) and SXRG.DE (iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)) are both exchange-traded funds - VUSA.DE is a S&P 500 fund tracking the S&P 500 Net Total Return, while SXRG.DE is a Small Cap Blend Equities fund tracking the MSCI USA Small Cap ESG Enhanced Focus CTB. Both are passively managed. Over the past 5 years, VUSA.DE returned 14.76%/yr vs 7.64%/yr for SXRG.DE. A 0.80 correlation means they provide meaningful diversification when combined. VUSA.DE charges 0.07%/yr vs 0.43%/yr for SXRG.DE.
Performance
VUSA.DE vs. SXRG.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VUSA.DE achieves a 11.38% return, which is significantly lower than SXRG.DE's 16.26% return.
VUSA.DE
- 1D
- -0.12%
- 1M
- 4.37%
- YTD
- 11.38%
- 6M
- 10.86%
- 1Y
- 25.53%
- 3Y*
- 18.87%
- 5Y*
- 14.76%
- 10Y*
- —
SXRG.DE
- 1D
- 0.84%
- 1M
- 3.27%
- YTD
- 16.26%
- 6M
- 15.73%
- 1Y
- 31.93%
- 3Y*
- 13.50%
- 5Y*
- 7.64%
- 10Y*
- 10.73%
VUSA.DE vs. SXRG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUSA.DE Vanguard S&P 500 UCITS ETF | 11.38% | 4.74% | 32.32% | 22.44% | -14.26% | 40.76% | 6.77% | 34.46% | -1.12% | 2.82% |
SXRG.DE iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 16.26% | -1.21% | 15.85% | 13.82% | -12.53% | 29.74% | 6.96% | 30.76% | -7.93% | 2.15% |
Correlation
The correlation between VUSA.DE and SXRG.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.80 |
The correlation between VUSA.DE and SXRG.DE has been stable across timeframes, ranging from 0.71 to 0.80 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VUSA.DE vs. SXRG.DE — Risk / Return Rank
VUSA.DE
SXRG.DE
VUSA.DE vs. SXRG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.DE) and iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.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.
| VUSA.DE | SXRG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.35 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 5.15 | -1.58 |
| Martin ratioReturn relative to average drawdown | 12.71 | 15.48 | -2.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VUSA.DE | SXRG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.01 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.38 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.52 | +0.37 |
Drawdowns
VUSA.DE vs. SXRG.DE - Drawdown Comparison
The maximum VUSA.DE drawdown since its inception was -33.63%, smaller than the maximum SXRG.DE drawdown of -41.79%. Use the drawdown chart below to compare losses from any high point for VUSA.DE and SXRG.DE.
Loading charts...
Drawdown Indicators
| VUSA.DE | SXRG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.63% | -41.79% | +8.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -6.17% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -23.24% | -31.54% | +8.30% |
Max Drawdown (5Y)Largest decline over 5 years | -23.24% | -31.54% | +8.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.79% | — |
Current DrawdownCurrent decline from peak | -0.44% | 0.00% | -0.44% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -7.92% | +3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.06% | -0.05% |
Volatility
VUSA.DE vs. SXRG.DE - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS ETF (VUSA.DE) is 2.68%, while iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) has a volatility of 3.75%. This indicates that VUSA.DE experiences smaller price fluctuations and is considered to be less risky than SXRG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VUSA.DE | SXRG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 3.75% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 10.11% | -2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 15.79% | -4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 19.72% | -4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.77% | 20.35% | -3.58% |
VUSA.DE vs. SXRG.DE - Expense Ratio Comparison
VUSA.DE has a 0.07% expense ratio, which is lower than SXRG.DE's 0.43% expense ratio.
Dividends
VUSA.DE vs. SXRG.DE - Dividend Comparison
VUSA.DE's dividend yield for the trailing twelve months is around 0.87%, while SXRG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SXRG.DE iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.87% | 0.97% | 1.00% | 1.25% | 1.45% | 1.02% | 1.43% | 1.45% | 1.74% | 0.41% |
Frequently Asked Questions
VUSA.DE and SXRG.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.43% for SXRG.DE.
VUSA.DE is categorized as S&P 500, while SXRG.DE is Small Cap Blend Equities. VUSA.DE tracks S&P 500 Net Total Return, while SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VUSA.DE and 0.43% for SXRG.DE.
Find the right allocation for VUSA.DE and SXRG.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer