ALV.DE vs. SXR8.DE
ALV.DE (Allianz SE) is a stock, while SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ALV.DE returned 15.44%/yr vs 14.95%/yr for SXR8.DE. At a 0.46 correlation, their price movements are largely independent.
Performance
ALV.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ALV.DE achieves a -0.54% return, which is significantly lower than SXR8.DE's 11.37% return. Both investments have delivered pretty close results over the past 10 years, with ALV.DE having a 15.44% annualized return and SXR8.DE not far behind at 14.95%.
ALV.DE
- 1D
- 0.73%
- 1M
- -1.05%
- YTD
- -0.54%
- 6M
- 5.91%
- 1Y
- 9.74%
- 3Y*
- 26.66%
- 5Y*
- 16.73%
- 10Y*
- 15.44%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
ALV.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALV.DE Allianz SE | -0.54% | 37.66% | 28.79% | 26.98% | 1.90% | 8.15% | -2.29% | 30.31% | -4.70% | 27.47% |
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% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between ALV.DE and SXR8.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.46 |
The correlation between ALV.DE and SXR8.DE shifts across timeframes, from 0.28 (3 years) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ALV.DE vs. SXR8.DE — Risk / Return Rank
ALV.DE
SXR8.DE
ALV.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allianz SE (ALV.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.
| ALV.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.41 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 3.58 | -2.77 |
| Martin ratioReturn relative to average drawdown | 2.05 | 12.71 | -10.66 |
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
| ALV.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 2.21 | -1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.96 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.92 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.79 | -0.57 |
Drawdowns
ALV.DE vs. SXR8.DE - Drawdown Comparison
The maximum ALV.DE drawdown since its inception was -89.53%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for ALV.DE and SXR8.DE.
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Drawdown Indicators
| ALV.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.53% | -33.78% | -55.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -7.13% | -5.22% |
Max Drawdown (3Y)Largest decline over 3 years | -12.35% | -23.32% | +10.97% |
Max Drawdown (5Y)Largest decline over 5 years | -27.52% | -23.32% | -4.20% |
Max Drawdown (10Y)Largest decline over 10 years | -48.71% | -33.78% | -14.93% |
Current DrawdownCurrent decline from peak | -5.04% | -0.45% | -4.59% |
Average DrawdownAverage peak-to-trough decline | -35.08% | -5.17% | -29.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.89% | 2.01% | +2.88% |
Volatility
ALV.DE vs. SXR8.DE - Volatility Comparison
Allianz SE (ALV.DE) has a higher volatility of 5.68% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that ALV.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.
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Volatility by Period
| ALV.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 2.65% | +3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 14.27% | 7.57% | +6.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.28% | 11.56% | +7.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 15.16% | +4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.51% | 16.09% | +6.42% |
Dividends
ALV.DE vs. SXR8.DE - Dividend Comparison
ALV.DE's dividend yield for the trailing twelve months is around 4.61%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALV.DE Allianz SE | 4.61% | 3.94% | 4.66% | 4.71% | 5.38% | 4.62% | 4.78% | 4.12% | 4.57% | 3.97% | 4.65% | 4.19% |
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% |
Frequently Asked Questions
ALV.DE and SXR8.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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