BNP.DE vs. SXR8.DE
Compare and contrast key facts about BNP Paribas SA (BNP.DE) 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.
Performance
BNP.DE vs. SXR8.DE - Performance Comparison
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BNP.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNP.DE BNP Paribas SA | 4.96% | 51.68% | 0.14% | 25.22% | -5.20% | 46.59% | -18.15% | 44.69% | -33.27% | 8.28% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | -3.01% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Returns By Period
In the year-to-date period, BNP.DE achieves a 4.96% return, which is significantly higher than SXR8.DE's -3.01% return. Over the past 10 years, BNP.DE has underperformed SXR8.DE with an annualized return of 13.01%, while SXR8.DE has yielded a comparatively higher 13.67% annualized return.
BNP.DE
- 1D
- 5.19%
- 1M
- -7.40%
- YTD
- 4.96%
- 6M
- 8.80%
- 1Y
- 19.66%
- 3Y*
- 24.76%
- 5Y*
- 18.22%
- 10Y*
- 13.01%
SXR8.DE
- 1D
- 1.70%
- 1M
- -3.07%
- YTD
- -3.01%
- 6M
- 0.06%
- 1Y
- 10.20%
- 3Y*
- 16.07%
- 5Y*
- 12.10%
- 10Y*
- 13.67%
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Return for Risk
BNP.DE vs. SXR8.DE — Risk / Return Rank
BNP.DE
SXR8.DE
BNP.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas SA (BNP.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.
| BNP.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | 0.59 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.05 | 0.90 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.13 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.22 | -0.16 |
Martin ratioReturn relative to average drawdown | 2.74 | 4.41 | -1.66 |
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
| BNP.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.59 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.79 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.84 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.74 | -0.51 |
Correlation
The correlation between BNP.DE and SXR8.DE is 0.39, 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.
Dividends
BNP.DE vs. SXR8.DE - Dividend Comparison
BNP.DE's dividend yield for the trailing twelve months is around 8.65%, while SXR8.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNP.DE BNP Paribas SA | 8.65% | 9.08% | 7.80% | 6.21% | 6.84% | 4.38% | 0.00% | 5.69% | 7.67% | 4.33% | 3.85% | 2.84% |
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
BNP.DE vs. SXR8.DE - Drawdown Comparison
The maximum BNP.DE drawdown since its inception was -75.65%, 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 BNP.DE and SXR8.DE.
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Drawdown Indicators
| BNP.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.65% | -33.78% | -41.87% |
Max Drawdown (1Y)Largest decline over 1 year | -19.63% | -13.42% | -6.21% |
Max Drawdown (5Y)Largest decline over 5 years | -34.15% | -23.32% | -10.83% |
Max Drawdown (10Y)Largest decline over 10 years | -59.33% | -33.78% | -25.55% |
Current DrawdownCurrent decline from peak | -11.52% | -5.21% | -6.31% |
Average DrawdownAverage peak-to-trough decline | -20.68% | -5.22% | -15.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.56% | 2.32% | +5.24% |
Volatility
BNP.DE vs. SXR8.DE - Volatility Comparison
BNP Paribas SA (BNP.DE) has a higher volatility of 10.30% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.77%. This indicates that BNP.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
| BNP.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.30% | 3.77% | +6.53% |
Volatility (6M)Calculated over the trailing 6-month period | 20.59% | 8.64% | +11.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.85% | 17.20% | +11.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.18% | 15.19% | +12.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.84% | 16.14% | +15.70% |