MBG.DE vs. SXR8.DE
MBG.DE (Mercedes-Benz Group AG) 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, MBG.DE returned 6.24%/yr vs 14.95%/yr for SXR8.DE. At a 0.46 correlation, their price movements are largely independent.
Performance
MBG.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MBG.DE achieves a -12.57% return, which is significantly lower than SXR8.DE's 11.37% return. Over the past 10 years, MBG.DE has underperformed SXR8.DE with an annualized return of 6.24%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
MBG.DE
- 1D
- -1.76%
- 1M
- 1.84%
- YTD
- -12.57%
- 6M
- -13.07%
- 1Y
- 1.90%
- 3Y*
- -5.12%
- 5Y*
- 1.51%
- 10Y*
- 6.24%
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%
MBG.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MBG.DE Mercedes-Benz Group AG | -12.57% | 21.32% | -7.25% | 10.02% | -1.84% | 42.17% | 23.48% | 14.88% | -31.57% | 4.82% |
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 MBG.DE and SXR8.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.46 |
The correlation between MBG.DE and SXR8.DE shifts across timeframes, from 0.26 (3 years) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MBG.DE vs. SXR8.DE — Risk / Return Rank
MBG.DE
SXR8.DE
MBG.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercedes-Benz Group AG (MBG.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.
| MBG.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.41 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | 3.58 | -3.47 |
| Martin ratioReturn relative to average drawdown | 0.24 | 12.71 | -12.47 |
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
| MBG.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 2.21 | -2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.96 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.92 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.79 | -0.63 |
Drawdowns
MBG.DE vs. SXR8.DE - Drawdown Comparison
The maximum MBG.DE drawdown since its inception was -76.69%, 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 MBG.DE and SXR8.DE.
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Drawdown Indicators
| MBG.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.69% | -33.78% | -42.91% |
Max Drawdown (1Y)Largest decline over 1 year | -17.88% | -7.13% | -10.75% |
Max Drawdown (3Y)Largest decline over 3 years | -34.38% | -23.32% | -11.06% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -23.32% | -11.06% |
Max Drawdown (10Y)Largest decline over 10 years | -67.47% | -33.78% | -33.69% |
Current DrawdownCurrent decline from peak | -19.68% | -0.45% | -19.23% |
Average DrawdownAverage peak-to-trough decline | -29.45% | -5.17% | -24.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.90% | 2.01% | +5.89% |
Volatility
MBG.DE vs. SXR8.DE - Volatility Comparison
Mercedes-Benz Group AG (MBG.DE) has a higher volatility of 6.09% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that MBG.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
| MBG.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 2.65% | +3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 18.34% | 7.57% | +10.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.29% | 11.56% | +13.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.56% | 15.16% | +12.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.51% | 16.09% | +14.42% |
Dividends
MBG.DE vs. SXR8.DE - Dividend Comparison
MBG.DE's dividend yield for the trailing twelve months is around 7.13%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MBG.DE Mercedes-Benz Group AG | 7.13% | 7.16% | 9.80% | 8.31% | 8.14% | 1.67% | 3.42% | 6.58% | 7.95% | 4.59% | 4.60% | 3.16% |
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
MBG.DE and SXR8.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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