PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
DSY.PA vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DSY.PA vs. SXR8.DE

Last updated Jun 5, 2026

DSY.PA (Dassault Systèmes SE) 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, DSY.PA returned 4.38%/yr vs 14.95%/yr for SXR8.DE. At a 0.42 correlation, their price movements are largely independent.

Performance

DSY.PA vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Dassault Systèmes SE (DSY.PA) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DSY.PA achieves a -14.30% return, which is significantly lower than SXR8.DE's 11.37% return. Over the past 10 years, DSY.PA has underperformed SXR8.DE with an annualized return of 4.38%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.

DSY.PA

1D
5.94%
1M
4.24%
YTD
-14.30%
6M
-14.01%
1Y
-37.99%
3Y*
-20.63%
5Y*
-10.99%
10Y*
4.38%

SXR8.DE

1D
-0.15%
1M
5.22%
YTD
11.37%
6M
11.42%
1Y
25.63%
3Y*
18.87%
5Y*
14.77%
10Y*
14.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DSY.PA vs. SXR8.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DSY.PA
Dassault Systèmes SE		-14.30%-28.28%-23.82%32.75%-35.68%57.89%13.92%42.01%17.64%23.17%
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 DSY.PA and SXR8.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since May 28, 2010

0.43

The correlation between DSY.PA and SXR8.DE shifts across timeframes, from 0.32 (1 year) to 0.44 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Dassault Systèmes SE

iShares Core S&P 500 UCITS ETF USD (Acc)

Often compared with DSY.PA:
DSY.PA vs. PTCDSY.PA vs. PRGSDSY.PA vs. ^GSPCDSY.PA vs. SPYDSY.PA vs. RMS.PADSY.PA vs. VUSA.ASDSY.PA vs. SAP.DE
Often compared with SXR8.DE:
SXR8.DE vs. VUAA.LSXR8.DE vs. VWCE.DESXR8.DE vs. VOOSXR8.DE vs. SXRV.DESXR8.DE vs. SPY5.DESXR8.DE vs. VUAA.DESXR8.DE vs. I500.DE

Return for Risk

DSY.PA vs. SXR8.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DSY.PA
DSY.PA Risk / Return Rank: 99
Overall Rank
DSY.PA Sharpe Ratio Rank: 55
Sharpe Ratio Rank
DSY.PA Sortino Ratio Rank: 99
Sortino Ratio Rank
DSY.PA Omega Ratio Rank: 66
Omega Ratio Rank
DSY.PA Calmar Ratio Rank: 1414
Calmar Ratio Rank
DSY.PA Martin Ratio Rank: 1313
Martin Ratio Rank
SXR8.DE
SXR8.DE Risk / Return Rank: 6969
Overall Rank
SXR8.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DSY.PA vs. SXR8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dassault Systèmes SE (DSY.PA) 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.

DSY.PASXR8.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.99
2.21

-3.20

Sortino ratioReturn per unit of downside risk
-1.20
3.00

-4.21

Omega ratioGain probability vs. loss probability

0.80

1.41

-0.61

Calmar ratioReturn relative to maximum drawdown

-0.73

3.58

-4.31

Martin ratioReturn relative to average drawdown

-1.27

12.71

-13.98

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DSY.PA vs. SXR8.DE - Sharpe Ratio Comparison

The current DSY.PA Sharpe Ratio is -0.99, which is lower than the SXR8.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of DSY.PA and SXR8.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

DSY.PASXR8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.99

2.21

-3.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.96

-1.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.92

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.79

-0.51

Drawdowns

DSY.PA vs. SXR8.DE - Drawdown Comparison

The maximum DSY.PA drawdown since its inception was -86.77%, 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 DSY.PA and SXR8.DE.

Loading charts...

Drawdown Indicators

DSY.PASXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-86.77%

-33.78%

-52.99%

Max Drawdown (1Y)

Largest decline over 1 year

-51.27%

-7.13%

-44.14%

Max Drawdown (3Y)

Largest decline over 3 years

-66.60%

-23.32%

-43.28%

Max Drawdown (5Y)

Largest decline over 5 years

-70.94%

-23.32%

-47.62%

Max Drawdown (10Y)

Largest decline over 10 years

-70.94%

-33.78%

-37.16%

Current Drawdown

Current decline from peak

-62.80%

-0.45%

-62.35%

Average Drawdown

Average peak-to-trough decline

-34.44%

-5.17%

-29.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.15%

2.01%

+27.14%

Volatility

DSY.PA vs. SXR8.DE - Volatility Comparison

Dassault Systèmes SE (DSY.PA) has a higher volatility of 13.75% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that DSY.PA'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.

Loading charts...

Volatility by Period

DSY.PASXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.75%

2.65%

+11.10%

Volatility (6M)

Calculated over the trailing 6-month period

34.34%

7.57%

+26.77%

Volatility (1Y)

Calculated over the trailing 1-year period

38.09%

11.56%

+26.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.39%

15.16%

+15.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.34%

16.09%

+12.25%

Dividends

DSY.PA vs. SXR8.DE - Dividend Comparison

DSY.PA's dividend yield for the trailing twelve months is around 1.34%, while SXR8.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
DSY.PA
Dassault Systèmes SE		1.34%1.09%0.69%0.47%0.51%0.21%0.42%0.44%0.56%0.60%0.65%0.58%
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

DSY.PA and SXR8.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for DSY.PA and SXR8.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer