I wouldn't say there's one, this one seems more or less on par with Ronaldo signing for us, just a little more surprising because Messi never left Barça prior to this. Ronaldo had played for 11 years for Real too and it seemed like he would end his career there. But there have been lots of huge transfers in history. I don't remember them all but there isn't one that stands out as bigger to me, mostly because "big" could mean it cost a lot, or it was a genius buy, or the player was already a huge name in football (which on its own doesn't mean it's a good transfer).