DCO.DE vs. SXR8.DE
DCO.DE (Deere & Company) 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, DCO.DE returned 22.65%/yr vs 14.95%/yr for SXR8.DE. At a 0.41 correlation, their price movements are largely independent.
Performance
DCO.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DCO.DE achieves a 33.29% return, which is significantly higher than SXR8.DE's 11.37% return. Over the past 10 years, DCO.DE has outperformed SXR8.DE with an annualized return of 22.65%, while SXR8.DE has yielded a comparatively lower 14.95% annualized return.
DCO.DE
- 1D
- 1.57%
- 1M
- 2.78%
- YTD
- 33.29%
- 6M
- 24.89%
- 1Y
- 17.16%
- 3Y*
- 16.28%
- 5Y*
- 13.35%
- 10Y*
- 22.65%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
DCO.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCO.DE Deere & Company | 33.29% | -3.37% | 14.31% | -9.17% | 33.19% | 42.35% | 39.56% | 25.63% | -1.84% | 36.29% |
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 DCO.DE and SXR8.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2012 | 0.41 |
Over the past year, the correlation between DCO.DE and SXR8.DE has dropped to 0.18 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
DCO.DE vs. SXR8.DE — Risk / Return Rank
DCO.DE
SXR8.DE
DCO.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DCO.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.
| DCO.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.41 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 3.58 | -2.78 |
| Martin ratioReturn relative to average drawdown | 1.63 | 12.71 | -11.08 |
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
| DCO.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 2.21 | -1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.96 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.92 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.79 | -0.16 |
Drawdowns
DCO.DE vs. SXR8.DE - Drawdown Comparison
The maximum DCO.DE drawdown since its inception was -40.61%, 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 DCO.DE and SXR8.DE.
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Drawdown Indicators
| DCO.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.61% | -33.78% | -6.83% |
Max Drawdown (1Y)Largest decline over 1 year | -20.77% | -7.13% | -13.64% |
Max Drawdown (3Y)Largest decline over 3 years | -21.27% | -23.32% | +2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -30.88% | -23.32% | -7.56% |
Max Drawdown (10Y)Largest decline over 10 years | -40.61% | -33.78% | -6.83% |
Current DrawdownCurrent decline from peak | -8.45% | -0.45% | -8.00% |
Average DrawdownAverage peak-to-trough decline | -8.86% | -5.17% | -3.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.15% | 2.01% | +8.14% |
Volatility
DCO.DE vs. SXR8.DE - Volatility Comparison
Deere & Company (DCO.DE) has a higher volatility of 13.01% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that DCO.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
| DCO.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.01% | 2.65% | +10.36% |
Volatility (6M)Calculated over the trailing 6-month period | 25.29% | 7.57% | +17.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.09% | 11.56% | +19.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.30% | 15.16% | +14.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.89% | 16.09% | +15.80% |
Dividends
DCO.DE vs. SXR8.DE - Dividend Comparison
DCO.DE's dividend yield for the trailing twelve months is around 0.92%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCO.DE Deere & Company | 0.92% | 1.29% | 0.85% | 1.17% | 0.92% | 0.95% | 1.05% | 1.49% | 1.59% | 1.37% | 1.92% | 2.62% |
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
DCO.DE and SXR8.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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