PHM7.DE vs. SXR8.DE
Compare and contrast key facts about Altria Group Inc (PHM7.DE) 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.
Performance
PHM7.DE vs. SXR8.DE - Performance Comparison
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PHM7.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHM7.DE Altria Group Inc | 18.67% | 4.03% | 47.83% | -8.48% | 9.72% | 33.45% | -19.94% | 11.09% | -24.82% | -4.94% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | -2.80% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Returns By Period
In the year-to-date period, PHM7.DE achieves a 18.67% return, which is significantly higher than SXR8.DE's -2.80% return. Over the past 10 years, PHM7.DE has underperformed SXR8.DE with an annualized return of 6.40%, while SXR8.DE has yielded a comparatively higher 13.67% annualized return.
PHM7.DE
- 1D
- 2.50%
- 1M
- -0.97%
- YTD
- 18.67%
- 6M
- 5.12%
- 1Y
- 15.60%
- 3Y*
- 19.16%
- 5Y*
- 13.18%
- 10Y*
- 6.40%
SXR8.DE
- 1D
- 0.21%
- 1M
- -2.54%
- YTD
- -2.80%
- 6M
- -0.13%
- 1Y
- 10.46%
- 3Y*
- 16.02%
- 5Y*
- 12.15%
- 10Y*
- 13.67%
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Return for Risk
PHM7.DE vs. SXR8.DE — Risk / Return Rank
PHM7.DE
SXR8.DE
PHM7.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altria Group Inc (PHM7.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.
| PHM7.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 0.61 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.11 | 0.92 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.14 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.84 | 2.37 | -1.53 |
Martin ratioReturn relative to average drawdown | 2.14 | 8.02 | -5.88 |
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
| PHM7.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 0.61 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.79 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.84 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.74 | — |
Correlation
The correlation between PHM7.DE and SXR8.DE is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PHM7.DE vs. SXR8.DE - Dividend Comparison
PHM7.DE's dividend yield for the trailing twelve months is around 5.44%, while SXR8.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHM7.DE Altria Group Inc | 5.44% | 6.42% | 6.44% | 8.47% | 7.11% | 6.21% | 7.70% | 5.66% | 5.20% | 3.24% | 2.87% | 3.14% |
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% |
Drawdowns
PHM7.DE vs. SXR8.DE - Drawdown Comparison
The maximum PHM7.DE drawdown since its inception was -1,241.25%, 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 PHM7.DE and SXR8.DE.
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Drawdown Indicators
| PHM7.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1,241.25% | -33.78% | -1,207.47% |
Max Drawdown (1Y)Largest decline over 1 year | -17.00% | -8.40% | -8.60% |
Max Drawdown (5Y)Largest decline over 5 years | -25.18% | -23.32% | -1.86% |
Max Drawdown (10Y)Largest decline over 10 years | -52.75% | -33.78% | -18.97% |
Current DrawdownCurrent decline from peak | -1,216.71% | -5.01% | -1,211.70% |
Average DrawdownAverage peak-to-trough decline | -468.19% | -5.22% | -462.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.65% | 2.10% | +4.55% |
Volatility
PHM7.DE vs. SXR8.DE - Volatility Comparison
Altria Group Inc (PHM7.DE) has a higher volatility of 7.20% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.62%. This indicates that PHM7.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
| PHM7.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 3.62% | +3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 16.53% | 8.61% | +7.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.99% | 17.16% | +3.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.18% | 15.18% | +6.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.12% | 16.14% | +6.98% |