XMUS.L vs. SXR8.DE
Compare and contrast key facts about Xtrackers MSCI USA Swap UCITS ETF 1C (XMUS.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
XMUS.L and SXR8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMUS.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Jan 8, 2007. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both XMUS.L and SXR8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XMUS.L vs. SXR8.DE - Performance Comparison
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XMUS.L vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMUS.L Xtrackers MSCI USA Swap UCITS ETF 1C | -2.91% | 9.35% | 27.51% | 20.67% | -10.46% | 29.34% | 16.78% | 26.80% | 0.08% | 10.99% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | -2.79% | 10.18% | 26.55% | 20.03% | -9.61% | 30.81% | 12.83% | 27.49% | 0.35% | 11.23% |
Different Trading Currencies
XMUS.L is traded in GBp, while SXR8.DE is traded in EUR. To make them comparable, the SXR8.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XMUS.L achieves a -2.91% return, which is significantly lower than SXR8.DE's -2.76% return. Both investments have delivered pretty close results over the past 10 years, with XMUS.L having a 14.86% annualized return and SXR8.DE not far behind at 14.69%.
XMUS.L
- 1D
- 0.42%
- 1M
- -2.15%
- YTD
- -2.91%
- 6M
- -0.47%
- 1Y
- 14.99%
- 3Y*
- 15.93%
- 5Y*
- 12.37%
- 10Y*
- 14.86%
SXR8.DE
- 1D
- 0.00%
- 1M
- -2.18%
- YTD
- -2.76%
- 6M
- -0.04%
- 1Y
- 15.50%
- 3Y*
- 15.80%
- 5Y*
- 12.70%
- 10Y*
- 14.69%
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XMUS.L vs. SXR8.DE - Expense Ratio Comparison
XMUS.L has a 0.15% expense ratio, which is higher than SXR8.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
XMUS.L vs. SXR8.DE — Risk / Return Rank
XMUS.L
SXR8.DE
XMUS.L vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Swap UCITS ETF 1C (XMUS.L) 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.
| XMUS.L | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.95 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.38 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.75 | 2.96 | -0.21 |
Martin ratioReturn relative to average drawdown | 9.47 | 10.35 | -0.87 |
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
| XMUS.L | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.95 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.85 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.91 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.77 | -0.05 |
Correlation
The correlation between XMUS.L and SXR8.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XMUS.L vs. SXR8.DE - Dividend Comparison
Neither XMUS.L nor SXR8.DE has paid dividends to shareholders.
Drawdowns
XMUS.L vs. SXR8.DE - Drawdown Comparison
The maximum XMUS.L drawdown since its inception was -34.33%, which is greater than SXR8.DE's maximum drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for XMUS.L and SXR8.DE.
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Drawdown Indicators
| XMUS.L | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.33% | -33.78% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.68% | -8.40% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -21.47% | -23.32% | +1.85% |
Max Drawdown (10Y)Largest decline over 10 years | -25.90% | -33.78% | +7.88% |
Current DrawdownCurrent decline from peak | -4.91% | -5.01% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -5.22% | +0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 2.10% | +0.13% |
Volatility
XMUS.L vs. SXR8.DE - Volatility Comparison
Xtrackers MSCI USA Swap UCITS ETF 1C (XMUS.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 3.64% and 3.66%, 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
| XMUS.L | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 3.66% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.49% | 8.57% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.53% | 16.26% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 14.80% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.74% | 16.01% | -0.27% |