XMLC.DE vs. SXR8.DE
XMLC.DE (L&G Clean Water UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - XMLC.DE is a Water Equities fund tracking the Solactive Clean Water, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, XMLC.DE returned 6.47%/yr vs 14.77%/yr for SXR8.DE. A 0.73 correlation means they provide meaningful diversification when combined. XMLC.DE charges 0.49%/yr vs 0.07%/yr for SXR8.DE.
Performance
XMLC.DE vs. SXR8.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XMLC.DE achieves a 2.11% return, which is significantly lower than SXR8.DE's 11.37% return.
XMLC.DE
- 1D
- 0.01%
- 1M
- -1.48%
- YTD
- 2.11%
- 6M
- 1.67%
- 1Y
- 6.86%
- 3Y*
- 8.21%
- 5Y*
- 6.47%
- 10Y*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 5.22%
- YTD
- 11.37%
- 6M
- 11.42%
- 1Y
- 25.63%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
XMLC.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XMLC.DE L&G Clean Water UCITS ETF | 2.11% | 3.88% | 9.96% | 17.08% | -12.64% | 37.15% | 7.97% | 11.56% |
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% | 8.55% |
Correlation
The correlation between XMLC.DE and SXR8.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2019 | 0.73 |
The correlation between XMLC.DE and SXR8.DE shifts across timeframes, from 0.56 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
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
XMLC.DE vs. SXR8.DE — Risk / Return Rank
XMLC.DE
SXR8.DE
XMLC.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Clean Water UCITS ETF (XMLC.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.
| XMLC.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.41 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | 3.58 | -2.96 |
| Martin ratioReturn relative to average drawdown | 1.60 | 12.71 | -11.11 |
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
| XMLC.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 2.21 | -1.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.96 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.79 | -0.23 |
Drawdowns
XMLC.DE vs. SXR8.DE - Drawdown Comparison
The maximum XMLC.DE drawdown since its inception was -35.25%, roughly equal to the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for XMLC.DE and SXR8.DE.
Loading charts...
Drawdown Indicators
| XMLC.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.25% | -33.78% | -1.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -7.13% | -3.89% |
Max Drawdown (3Y)Largest decline over 3 years | -19.51% | -23.32% | +3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -20.54% | -23.32% | +2.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -7.57% | -0.45% | -7.12% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -5.17% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 2.01% | +2.27% |
Volatility
XMLC.DE vs. SXR8.DE - Volatility Comparison
L&G Clean Water UCITS ETF (XMLC.DE) has a higher volatility of 4.03% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that XMLC.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.
Loading charts...
Volatility by Period
| XMLC.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 2.65% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 7.57% | +3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.11% | 11.56% | +2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 15.16% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.66% | 16.09% | +2.57% |
XMLC.DE vs. SXR8.DE - Expense Ratio Comparison
XMLC.DE has a 0.49% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
XMLC.DE vs. SXR8.DE - Dividend Comparison
Neither XMLC.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
XMLC.DE and SXR8.DE have a correlation of 0.56, 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 0.49% for XMLC.DE.
XMLC.DE is categorized as Water Equities, while SXR8.DE is S&P 500. XMLC.DE tracks Solactive Clean Water, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.49% for XMLC.DE and 0.07% for SXR8.DE.
Find the right allocation for XMLC.DE and SXR8.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