MOH.DE vs. SXR8.DE
MOH.DE (LVMH Moët Hennessy - Louis Vuitton Société Européenne) 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, MOH.DE returned 14.66%/yr vs 14.95%/yr for SXR8.DE. At a 0.47 correlation, their price movements are largely independent.
Performance
MOH.DE vs. SXR8.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MOH.DE achieves a -24.42% return, which is significantly lower than SXR8.DE's 11.37% return. Both investments have delivered pretty close results over the past 10 years, with MOH.DE having a 14.66% annualized return and SXR8.DE not far ahead at 14.95%.
MOH.DE
- 1D
- 2.64%
- 1M
- -0.09%
- YTD
- -24.42%
- 6M
- -23.29%
- 1Y
- 3.19%
- 3Y*
- -14.71%
- 5Y*
- -4.33%
- 10Y*
- 14.66%
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%
MOH.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MOH.DE LVMH Moët Hennessy - Louis Vuitton Société Européenne | -24.42% | 3.01% | -12.42% | 8.38% | -3.90% | 43.75% | 26.43% | 68.02% | 4.19% | 39.93% |
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 MOH.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 | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.47 |
The correlation between MOH.DE and SXR8.DE shifts across timeframes, from 0.28 (1 year) to 0.47 (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.
Return for Risk
MOH.DE vs. SXR8.DE — Risk / Return Rank
MOH.DE
SXR8.DE
MOH.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton Société Européenne (MOH.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.
| MOH.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.41 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | 3.58 | -3.52 |
| Martin ratioReturn relative to average drawdown | 0.12 | 12.71 | -12.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| MOH.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 2.21 | -2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.96 | -1.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.92 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.79 | -0.49 |
Drawdowns
MOH.DE vs. SXR8.DE - Drawdown Comparison
The maximum MOH.DE drawdown since its inception was -67.67%, 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 MOH.DE and SXR8.DE.
Loading charts...
Drawdown Indicators
| MOH.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.67% | -33.78% | -33.89% |
Max Drawdown (1Y)Largest decline over 1 year | -30.59% | -7.13% | -23.46% |
Max Drawdown (3Y)Largest decline over 3 years | -48.89% | -23.32% | -25.57% |
Max Drawdown (5Y)Largest decline over 5 years | -49.14% | -23.32% | -25.82% |
Max Drawdown (10Y)Largest decline over 10 years | -49.14% | -33.78% | -15.36% |
Current DrawdownCurrent decline from peak | -43.51% | -0.45% | -43.06% |
Average DrawdownAverage peak-to-trough decline | -17.23% | -5.17% | -12.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.12% | 2.01% | +13.11% |
Volatility
MOH.DE vs. SXR8.DE - Volatility Comparison
LVMH Moët Hennessy - Louis Vuitton Société Européenne (MOH.DE) has a higher volatility of 8.71% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that MOH.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.
Loading charts...
Volatility by Period
| MOH.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 2.65% | +6.06% |
Volatility (6M)Calculated over the trailing 6-month period | 21.12% | 7.57% | +13.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.15% | 11.56% | +19.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.70% | 15.16% | +14.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.05% | 16.09% | +11.96% |
Dividends
MOH.DE vs. SXR8.DE - Dividend Comparison
MOH.DE's dividend yield for the trailing twelve months is around 2.74%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MOH.DE LVMH Moët Hennessy - Louis Vuitton Société Européenne | 2.74% | 2.04% | 2.05% | 1.70% | 1.74% | 0.96% | 1.79% | 1.49% | 2.14% | 1.70% | 2.00% | 2.23% |
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% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MOH.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.
Find the right allocation for MOH.DE 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