XXSC.L vs. SXR8.DE
XXSC.L (Xtrackers MSCI Europe Small Cap UCITS ETF 1C) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - XXSC.L is a Europe Equities fund tracking the MSCI Europe Small Cap NR EUR, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, XXSC.L returned 8.44%/yr vs 16.07%/yr for SXR8.DE. A 0.52 correlation means they provide meaningful diversification when combined. XXSC.L charges 0.30%/yr vs 0.07%/yr for SXR8.DE.
Performance
XXSC.L vs. SXR8.DE - Performance Comparison
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Different Trading Currencies
XXSC.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, XXSC.L achieves a 6.58% return, which is significantly lower than SXR8.DE's 10.49% return. Over the past 10 years, XXSC.L has underperformed SXR8.DE with an annualized return of 8.44%, while SXR8.DE has yielded a comparatively higher 16.07% annualized return.
XXSC.L
- 1D
- 0.56%
- 1M
- 2.62%
- YTD
- 6.58%
- 6M
- 9.35%
- 1Y
- 15.64%
- 3Y*
- 11.84%
- 5Y*
- 4.26%
- 10Y*
- 8.44%
SXR8.DE
- 1D
- -0.02%
- 1M
- 5.45%
- YTD
- 10.49%
- 6M
- 10.34%
- 1Y
- 29.02%
- 3Y*
- 19.04%
- 5Y*
- 14.93%
- 10Y*
- 16.07%
XXSC.L vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XXSC.L Xtrackers MSCI Europe Small Cap UCITS ETF 1C | 6.58% | 22.28% | 0.76% | 10.44% | -17.50% | 15.39% | 10.55% | 24.87% | -14.91% | 23.58% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 10.49% | 10.18% | 26.55% | 20.03% | -9.61% | 30.81% | 12.83% | 27.49% | 0.35% | 11.23% |
Correlation
The correlation between XXSC.L 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 | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.52 |
The correlation between XXSC.L and SXR8.DE has been stable across timeframes, ranging from 0.47 to 0.57 - a consistent structural relationship.
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Return for Risk
XXSC.L vs. SXR8.DE — Risk / Return Rank
XXSC.L
SXR8.DE
XXSC.L vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.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.
| XXSC.L | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.48 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 4.08 | -2.64 |
| Martin ratioReturn relative to average drawdown | 5.17 | 14.71 | -9.53 |
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
| XXSC.L | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.61 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 1.00 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 1.00 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.81 | -0.05 |
Drawdowns
XXSC.L vs. SXR8.DE - Drawdown Comparison
The maximum XXSC.L drawdown since its inception was -35.12%, 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 XXSC.L and SXR8.DE.
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Drawdown Indicators
| XXSC.L | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.12% | -30.78% | -4.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.79% | -7.08% | -3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -22.03% | +9.19% |
Max Drawdown (5Y)Largest decline over 5 years | -30.74% | -22.03% | -8.71% |
Max Drawdown (10Y)Largest decline over 10 years | -35.12% | -26.38% | -8.74% |
Current DrawdownCurrent decline from peak | -1.31% | -0.26% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -4.92% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 1.97% | +1.05% |
Volatility
XXSC.L vs. SXR8.DE - Volatility Comparison
Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) has a higher volatility of 3.95% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.03%. This indicates that XXSC.L'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
| XXSC.L | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 3.03% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 7.42% | +3.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.50% | 11.09% | +1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 14.73% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.27% | 15.98% | +0.29% |
XXSC.L vs. SXR8.DE - Expense Ratio Comparison
XXSC.L has a 0.30% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
XXSC.L vs. SXR8.DE - Dividend Comparison
Neither XXSC.L nor SXR8.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XXSC.L Xtrackers MSCI Europe Small Cap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.95% |
Frequently Asked Questions
XXSC.L 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 0.30% for XXSC.L.
XXSC.L is categorized as Europe Equities, while SXR8.DE is S&P 500. XXSC.L tracks MSCI Europe Small Cap NR EUR, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: DWS and iShares. Their fees differ too: 0.30% for XXSC.L and 0.07% for SXR8.DE.
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