R6C0.DE vs. SXR8.DE
Compare and contrast key facts about Shell PLC (R6C0.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: R6C0.DE or SXR8.DE.
Key characteristics
| R6C0.DE | SXR8.DE | |
|---|---|---|
| YTD Return | 14.46% | 12.07% |
| 1Y Return | 26.91% | 28.89% |
| 3Y Return (Ann) | 31.40% | 13.31% |
| 5Y Return (Ann) | 7.89% | 14.74% |
| 10Y Return (Ann) | 7.48% | 15.12% |
| Sharpe Ratio | 1.54 | 2.54 |
| Daily Std Dev | 16.97% | 10.31% |
| Max Drawdown | -82.38% | -33.78% |
| Current Drawdown | -9.43% | -0.52% |
Correlation
The correlation between R6C0.DE and SXR8.DE is 0.49, 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
R6C0.DE vs. SXR8.DE - Performance Comparison
In the year-to-date period, R6C0.DE achieves a 14.46% return, which is significantly higher than SXR8.DE's 12.07% return. Over the past 10 years, R6C0.DE has underperformed SXR8.DE with an annualized return of 7.48%, while SXR8.DE has yielded a comparatively higher 15.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
R6C0.DE vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shell PLC (R6C0.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.
Dividends
R6C0.DE vs. SXR8.DE - Dividend Comparison
R6C0.DE's dividend yield for the trailing twelve months is around 3.81%, while SXR8.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
R6C0.DE Shell PLC | 3.81% | 4.12% | 3.73% | 4.23% | 5.82% | 6.76% | 7.38% | 6.46% | 6.50% | 8.04% | 5.14% | 5.20% |
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
R6C0.DE vs. SXR8.DE - Drawdown Comparison
The maximum R6C0.DE drawdown since its inception was -82.38%, 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 R6C0.DE and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
R6C0.DE vs. SXR8.DE - Volatility Comparison
Shell PLC (R6C0.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 3.82% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.