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 | 27.96% | 31.62% |
| 1Y Return | 21.59% | 39.26% |
| 3Y Return (Ann) | 10.22% | 12.57% |
| 5Y Return (Ann) | 6.93% | 16.31% |
| 10Y Return (Ann) | 3.41% | 14.82% |
| Sharpe Ratio | 0.95 | 3.13 |
| Sortino Ratio | 1.41 | 4.24 |
| Omega Ratio | 1.21 | 1.65 |
| Calmar Ratio | 0.49 | 4.52 |
| Martin Ratio | 3.74 | 20.09 |
| Ulcer Index | 4.93% | 1.86% |
| Daily Std Dev | 19.56% | 11.89% |
| Max Drawdown | -64.53% | -33.78% |
| Current Drawdown | -17.92% | 0.00% |
Correlation
The correlation between BATS.L and SXR8.DE is 0.37, 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 27.96% return, which is significantly lower than SXR8.DE's 31.62% return. Over the past 10 years, BATS.L has underperformed SXR8.DE with an annualized return of 3.41%, while SXR8.DE has yielded a comparatively higher 14.82% 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 8.55%, 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 | 8.55% | 10.06% | 6.64% | 7.89% | 7.77% | 6.28% | 7.81% | 4.35% | 3.37% | 3.98% | 4.14% | 4.25% |
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 -64.53%, 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 BATS.L and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
BATS.L vs. SXR8.DE - Volatility Comparison
British American Tobacco plc (BATS.L) has a higher volatility of 4.65% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.53%. This indicates that BATS.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.