FDJ.PA vs. SXR8.DE
Compare and contrast key facts about La Francaise Des Jeux Sa (FDJ.PA) 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: FDJ.PA or SXR8.DE.
Correlation
The correlation between FDJ.PA and SXR8.DE is 0.43, 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.
Performance
FDJ.PA vs. SXR8.DE - Performance Comparison
Key characteristics
FDJ.PA:
0.86
SXR8.DE:
2.78
FDJ.PA:
1.41
SXR8.DE:
3.76
FDJ.PA:
1.19
SXR8.DE:
1.57
FDJ.PA:
0.60
SXR8.DE:
4.10
FDJ.PA:
2.70
SXR8.DE:
18.15
FDJ.PA:
7.07%
SXR8.DE:
1.87%
FDJ.PA:
22.07%
SXR8.DE:
12.19%
FDJ.PA:
-40.08%
SXR8.DE:
-33.78%
FDJ.PA:
-19.04%
SXR8.DE:
-1.35%
Returns By Period
In the year-to-date period, FDJ.PA achieves a 18.39% return, which is significantly lower than SXR8.DE's 33.56% return.
FDJ.PA
18.39%
-1.86%
13.95%
18.68%
12.39%
N/A
SXR8.DE
33.56%
1.18%
12.37%
33.80%
15.78%
14.43%
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Risk-Adjusted Performance
FDJ.PA vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for La Francaise Des Jeux Sa (FDJ.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.
Dividends
FDJ.PA vs. SXR8.DE - Dividend Comparison
FDJ.PA's dividend yield for the trailing twelve months is around 4.82%, while SXR8.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
FDJ.PA La Francaise Des Jeux Sa | 4.82% | 4.17% | 3.30% | 2.31% | 1.09% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDJ.PA vs. SXR8.DE - Drawdown Comparison
The maximum FDJ.PA drawdown since its inception was -40.08%, 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 FDJ.PA and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
FDJ.PA vs. SXR8.DE - Volatility Comparison
La Francaise Des Jeux Sa (FDJ.PA) has a higher volatility of 5.29% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.76%. This indicates that FDJ.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.