BHP.L vs. SXR8.DE
Compare and contrast key facts about BHP Group Limited (BHP.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: BHP.L or SXR8.DE.
Performance
BHP.L vs. SXR8.DE - Performance Comparison
Returns By Period
In the year-to-date period, BHP.L achieves a -17.83% return, which is significantly lower than SXR8.DE's 30.34% return. Over the past 10 years, BHP.L has underperformed SXR8.DE with an annualized return of 11.38%, while SXR8.DE has yielded a comparatively higher 14.49% annualized return.
BHP.L
-17.83%
-5.76%
-12.12%
-9.50%
14.96%
11.38%
SXR8.DE
30.34%
3.61%
14.59%
36.50%
16.02%
14.49%
Key characteristics
| BHP.L | SXR8.DE | |
|---|---|---|
| Sharpe Ratio | -0.44 | 2.90 |
| Sortino Ratio | -0.49 | 3.93 |
| Omega Ratio | 0.94 | 1.60 |
| Calmar Ratio | -0.40 | 4.22 |
| Martin Ratio | -0.73 | 18.71 |
| Ulcer Index | 13.83% | 1.86% |
| Daily Std Dev | 22.92% | 11.98% |
| Max Drawdown | -73.16% | -33.78% |
| Current Drawdown | -18.15% | -1.48% |
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Correlation
The correlation between BHP.L and SXR8.DE is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
BHP.L vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BHP Group Limited (BHP.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
BHP.L vs. SXR8.DE - Dividend Comparison
BHP.L's dividend yield for the trailing twelve months is around 7.08%, while SXR8.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHP.L BHP Group Limited | 7.08% | 6.32% | 12.65% | 13.68% | 6.23% | 13.23% | 7.14% | 5.45% | 1.66% | 10.83% | 5.27% | 4.06% |
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
BHP.L vs. SXR8.DE - Drawdown Comparison
The maximum BHP.L drawdown since its inception was -73.16%, 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 BHP.L and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
BHP.L vs. SXR8.DE - Volatility Comparison
BHP Group Limited (BHP.L) has a higher volatility of 8.86% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.88%. This indicates that BHP.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.