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ITB.DE vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ITB.DE vs. SXR8.DE

Last updated Jun 5, 2026

ITB.DE (Imperial Brands PLC) 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 5 years, ITB.DE returned 19.78%/yr vs 14.77%/yr for SXR8.DE. At a 0.21 correlation, their price movements are largely independent.

Performance

ITB.DE vs. SXR8.DE - Performance Comparison

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

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Returns By Period

In the year-to-date period, ITB.DE achieves a -10.68% return, which is significantly lower than SXR8.DE's 11.37% return.

ITB.DE

1D
-0.64%
1M
-3.28%
YTD
-10.68%
6M
-15.31%
1Y
-2.37%
3Y*
24.44%
5Y*
19.78%
10Y*
—

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)

ITB.DE vs. SXR8.DE - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
ITB.DE
Imperial Brands PLC		-10.68%24.75%58.83%-1.47%28.37%25.08%-11.05%-6.87%-7.30%
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%-5.91%

Correlation

The correlation between ITB.DE and SXR8.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.03

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

0.08

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

0.14

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2018

0.21

The correlation between ITB.DE and SXR8.DE shifts across timeframes, from -0.03 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Imperial Brands PLC

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

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ITB.DE vs. PHM7.DEITB.DE vs. SPYITB.DE vs. AIL.DEITB.DE vs. IFX.DEITB.DE vs. RIO1.DEITB.DE vs. XDPP.LITB.DE vs. ELFE.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

ITB.DE vs. SXR8.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ITB.DE
ITB.DE Risk / Return Rank: 3434
Overall Rank
ITB.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ITB.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
ITB.DE Omega Ratio Rank: 3030
Omega Ratio Rank
ITB.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
ITB.DE Martin Ratio Rank: 3535
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.

ITB.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Imperial Brands PLC (ITB.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.

ITB.DESXR8.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.12
2.21

-2.33

Sortino ratioReturn per unit of downside risk
-0.03
3.00

-3.03

Omega ratioGain probability vs. loss probability

1.00

1.41

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.13

3.58

-3.71

Martin ratioReturn relative to average drawdown

-0.34

12.71

-13.05

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

ITB.DE vs. SXR8.DE - Sharpe Ratio Comparison

The current ITB.DE Sharpe Ratio is -0.12, which is lower than the SXR8.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of ITB.DE 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.

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Sharpe Ratios by Period

ITB.DESXR8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

2.21

-2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.96

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.92

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.79

-0.37

Drawdowns

ITB.DE vs. SXR8.DE - Drawdown Comparison

The maximum ITB.DE drawdown since its inception was -49.50%, 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 ITB.DE and SXR8.DE.

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Drawdown Indicators

ITB.DESXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.50%

-33.78%

-15.72%

Max Drawdown (1Y)

Largest decline over 1 year

-17.70%

-7.13%

-10.57%

Max Drawdown (3Y)

Largest decline over 3 years

-17.70%

-23.32%

+5.62%

Max Drawdown (5Y)

Largest decline over 5 years

-22.43%

-23.32%

+0.89%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.78%

—

Current Drawdown

Current decline from peak

-17.22%

-0.45%

-16.77%

Average Drawdown

Average peak-to-trough decline

-14.17%

-5.17%

-9.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.00%

2.01%

+4.99%

Volatility

ITB.DE vs. SXR8.DE - Volatility Comparison

Imperial Brands PLC (ITB.DE) has a higher volatility of 7.94% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that ITB.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

ITB.DESXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.94%

2.65%

+5.29%

Volatility (6M)

Calculated over the trailing 6-month period

16.07%

7.57%

+8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

19.68%

11.56%

+8.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.78%

15.16%

+5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.05%

16.09%

+8.96%

Dividends

ITB.DE vs. SXR8.DE - Dividend Comparison

ITB.DE's dividend yield for the trailing twelve months is around 6.93%, while SXR8.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018
ITB.DE
Imperial Brands PLC		6.93%6.62%6.71%9.08%8.22%9.51%12.34%12.02%3.23%
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%

Frequently Asked Questions

ITB.DE and SXR8.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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