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XID.TO vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XID.TO vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares India Index ETF (XID.TO) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XID.TO is traded in CAD, while SXR8.DE is traded in EUR. To make them comparable, the SXR8.DE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XID.TO achieves a -9.92% return, which is significantly lower than SXR8.DE's 11.48% return. Over the past 10 years, XID.TO has underperformed SXR8.DE with an annualized return of 6.79%, while SXR8.DE has yielded a comparatively higher 15.66% annualized return.


XID.TO

1D
0.74%
1M
-0.22%
6M
-8.83%
YTD
-9.92%
1Y
-10.45%
3Y*
2.89%
5Y*
4.33%
10Y*
6.79%

SXR8.DE

1D
-1.37%
1M
0.38%
6M
8.98%
YTD
11.48%
1Y
22.76%
3Y*
21.78%
5Y*
15.21%
10Y*
15.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XID.TO vs. SXR8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XID.TO
iShares India Index ETF
-9.92%-0.28%12.36%14.07%-0.64%17.51%7.86%4.33%3.72%26.88%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
11.48%12.36%35.82%23.34%-14.15%29.24%14.99%26.38%2.20%13.52%

Correlation

The correlation between XID.TO and SXR8.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

0.28

The correlation between XID.TO and SXR8.DE shifts across timeframes, from 0.24 (3 years) to 0.37 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XID.TO vs. SXR8.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XID.TO
XID.TO Risk / Return Rank: 44
Overall Rank
XID.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
XID.TO Sortino Ratio Rank: 44
Sortino Ratio Rank
XID.TO Omega Ratio Rank: 44
Omega Ratio Rank
XID.TO Calmar Ratio Rank: 55
Calmar Ratio Rank
XID.TO Martin Ratio Rank: 44
Martin Ratio Rank

SXR8.DE
SXR8.DE Risk / Return Rank: 7373
Overall Rank
SXR8.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7171
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XID.TO vs. SXR8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares India Index ETF (XID.TO) 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.

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.


XID.TOSXR8.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.55

Sortino ratioReturn per unit of downside risk

-3.64

Omega ratioGain probability vs. loss probability

0.89

1.30

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.56

2.72

-3.27

Martin ratioReturn relative to average drawdown

-1.09

9.72

-10.81

XID.TO vs. SXR8.DE - Sharpe Ratio Comparison

The current XID.TO Sharpe Ratio is -0.70, which is lower than the SXR8.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of XID.TO and SXR8.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XID.TO vs. SXR8.DE - Drawdown Comparison

The maximum XID.TO drawdown since its inception was -42.26%, which is greater than SXR8.DE's maximum drawdown of -31.72%. Use the drawdown chart below to compare losses from any high point for XID.TO and SXR8.DE.


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Drawdown Indicators


XID.TOSXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.26%

-31.72%

-10.54%

Max Drawdown (1Y)

Largest decline over 1 year

-18.75%

-8.34%

-10.41%

Max Drawdown (3Y)

Largest decline over 3 years

-20.11%

-20.49%

+0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-20.11%

-22.12%

+2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-39.46%

-28.28%

-11.18%

Current Drawdown

Current decline from peak

-14.66%

-2.29%

-12.37%

Average Drawdown

Average peak-to-trough decline

-10.46%

-5.62%

-4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.59%

2.34%

+7.25%

Volatility

XID.TO vs. SXR8.DE - Volatility Comparison

iShares India Index ETF (XID.TO) has a higher volatility of 3.85% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.18%. This indicates that XID.TO'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


XID.TOSXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

3.18%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.85%

9.01%

+3.84%

Volatility (1Y)

Calculated over the trailing 1-year period

14.92%

12.38%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

16.38%

-2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

16.86%

+1.30%

XID.TO vs. SXR8.DE - Expense Ratio Comparison

XID.TO has a 1.08% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.


Dividends

XID.TO vs. SXR8.DE - Dividend Comparison

XID.TO's dividend yield for the trailing twelve months is around 16.24%, while SXR8.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XID.TO
iShares India Index ETF
16.24%14.32%0.17%0.42%3.45%6.82%0.03%0.43%0.38%0.17%0.35%0.35%

Frequently Asked Questions


XID.TO and SXR8.DE have a correlation of 0.37, 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 1.08% for XID.TO.

XID.TO is categorized as India Equities, while SXR8.DE is S&P 500. XID.TO tracks Morningstar Gbl GR CAD, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 1.08% for XID.TO and 0.07% for SXR8.DE.

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