BAS.DE vs. SXR8.DE
BAS.DE (BASF 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, BAS.DE returned 2.39%/yr vs 14.95%/yr for SXR8.DE. At a 0.44 correlation, their price movements are largely independent.
Performance
BAS.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BAS.DE achieves a 18.89% return, which is significantly higher than SXR8.DE's 11.37% return. Over the past 10 years, BAS.DE has underperformed SXR8.DE with an annualized return of 2.39%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
BAS.DE
- 1D
- -0.26%
- 1M
- -5.24%
- YTD
- 18.89%
- 6M
- 23.50%
- 1Y
- 25.50%
- 3Y*
- 8.61%
- 5Y*
- 0.07%
- 10Y*
- 2.39%
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%
BAS.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAS.DE BASF SE | 18.89% | 10.23% | -6.74% | 13.17% | -19.48% | 0.14% | 3.40% | 16.63% | -31.73% | 7.48% |
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 BAS.DE and SXR8.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.44 |
Over the past year, the correlation between BAS.DE and SXR8.DE has dropped to 0.11 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
BAS.DE vs. SXR8.DE — Risk / Return Rank
BAS.DE
SXR8.DE
BAS.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BASF SE (BAS.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.
| BAS.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.41 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 3.58 | -1.71 |
| Martin ratioReturn relative to average drawdown | 3.71 | 12.71 | -9.00 |
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
| BAS.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.21 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.96 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.92 | -0.84 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.79 | -0.43 |
Drawdowns
BAS.DE vs. SXR8.DE - Drawdown Comparison
The maximum BAS.DE drawdown since its inception was -60.28%, 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 BAS.DE and SXR8.DE.
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Drawdown Indicators
| BAS.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.28% | -33.78% | -26.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.59% | -7.13% | -6.46% |
Max Drawdown (3Y)Largest decline over 3 years | -27.19% | -23.32% | -3.87% |
Max Drawdown (5Y)Largest decline over 5 years | -39.76% | -23.32% | -16.44% |
Max Drawdown (10Y)Largest decline over 10 years | -56.65% | -33.78% | -22.87% |
Current DrawdownCurrent decline from peak | -13.75% | -0.45% | -13.30% |
Average DrawdownAverage peak-to-trough decline | -15.68% | -5.17% | -10.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.85% | 2.01% | +4.84% |
Volatility
BAS.DE vs. SXR8.DE - Volatility Comparison
BASF SE (BAS.DE) has a higher volatility of 6.52% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that BAS.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
| BAS.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 2.65% | +3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 19.52% | 7.57% | +11.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.91% | 11.56% | +14.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.96% | 15.16% | +12.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.08% | 16.09% | +10.99% |
Dividends
BAS.DE vs. SXR8.DE - Dividend Comparison
BAS.DE's dividend yield for the trailing twelve months is around 4.44%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAS.DE BASF SE | 4.44% | 5.06% | 8.01% | 6.97% | 7.33% | 5.34% | 5.10% | 4.75% | 5.13% | 3.27% | 3.28% | 3.96% |
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
BAS.DE and SXR8.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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