BATS.L vs. SXR8.DE
Compare and contrast key facts about British American Tobacco plc (BATS.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BATS.L or SXR8.DE.
Key characteristics
| BATS.L | SXR8.DE | |
|---|---|---|
| YTD Return | 10.09% | 12.07% |
| 1Y Return | -0.19% | 28.89% |
| 3Y Return (Ann) | 3.44% | 13.31% |
| 5Y Return (Ann) | 4.35% | 14.74% |
| 10Y Return (Ann) | 2.42% | 15.12% |
| Sharpe Ratio | -0.02 | 2.54 |
| Daily Std Dev | 19.58% | 10.31% |
| Max Drawdown | -63.73% | -33.78% |
| Current Drawdown | -29.38% | -0.52% |
Correlation
The correlation between BATS.L and SXR8.DE is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BATS.L vs. SXR8.DE - Performance Comparison
In the year-to-date period, BATS.L achieves a 10.09% return, which is significantly lower than SXR8.DE's 12.07% return. Over the past 10 years, BATS.L has underperformed SXR8.DE with an annualized return of 2.42%, while SXR8.DE has yielded a comparatively higher 15.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BATS.L vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for British American Tobacco plc (BATS.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.
Dividends
BATS.L vs. SXR8.DE - Dividend Comparison
BATS.L's dividend yield for the trailing twelve months is around 0.09%, while SXR8.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BATS.L British American Tobacco plc | 0.09% | 0.10% | 0.07% | 0.08% | 0.08% | 0.06% | 0.08% | 0.04% | 0.03% | 0.04% | 0.04% | 0.04% |
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% |
Drawdowns
BATS.L vs. SXR8.DE - Drawdown Comparison
The maximum BATS.L drawdown since its inception was -63.73%, 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 BATS.L and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
BATS.L vs. SXR8.DE - Volatility Comparison
The current volatility for British American Tobacco plc (BATS.L) is 3.55%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 3.75%. This indicates that BATS.L experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.