RHM.DE vs. SXR8.DE
RHM.DE (Rheinmetall 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, RHM.DE returned 37.62%/yr vs 14.95%/yr for SXR8.DE. At a 0.35 correlation, their price movements are largely independent.
Performance
RHM.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, RHM.DE achieves a -22.99% return, which is significantly lower than SXR8.DE's 11.37% return. Over the past 10 years, RHM.DE has outperformed SXR8.DE with an annualized return of 37.62%, while SXR8.DE has yielded a comparatively lower 14.95% annualized return.
RHM.DE
- 1D
- -0.85%
- 1M
- -16.25%
- YTD
- -22.99%
- 6M
- -21.94%
- 1Y
- -34.42%
- 3Y*
- 72.88%
- 5Y*
- 70.83%
- 10Y*
- 37.62%
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%
RHM.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RHM.DE Rheinmetall AG | -22.99% | 155.27% | 116.51% | 56.82% | 128.13% | -1.77% | -8.85% | 35.55% | -26.03% | 68.49% |
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 RHM.DE and SXR8.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.35 |
The correlation between RHM.DE and SXR8.DE shifts across timeframes, from 0.16 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RHM.DE vs. SXR8.DE — Risk / Return Rank
RHM.DE
SXR8.DE
RHM.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rheinmetall AG (RHM.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.
| RHM.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.97 | ||
| Sortino ratioReturn per unit of downside risk | -3.92 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.41 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 3.58 | -4.37 |
| Martin ratioReturn relative to average drawdown | -1.81 | 12.71 | -14.52 |
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
| RHM.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.76 | 2.21 | -2.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.67 | 0.96 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.99 | 0.92 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.79 | -0.35 |
Drawdowns
RHM.DE vs. SXR8.DE - Drawdown Comparison
The maximum RHM.DE drawdown since its inception was -76.51%, 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 RHM.DE and SXR8.DE.
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Drawdown Indicators
| RHM.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.51% | -33.78% | -42.73% |
Max Drawdown (1Y)Largest decline over 1 year | -43.11% | -7.13% | -35.98% |
Max Drawdown (3Y)Largest decline over 3 years | -43.11% | -23.32% | -19.79% |
Max Drawdown (5Y)Largest decline over 5 years | -43.11% | -23.32% | -19.79% |
Max Drawdown (10Y)Largest decline over 10 years | -62.18% | -33.78% | -28.40% |
Current DrawdownCurrent decline from peak | -39.55% | -0.45% | -39.10% |
Average DrawdownAverage peak-to-trough decline | -23.08% | -5.17% | -17.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.88% | 2.01% | +16.87% |
Volatility
RHM.DE vs. SXR8.DE - Volatility Comparison
Rheinmetall AG (RHM.DE) has a higher volatility of 16.69% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that RHM.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
| RHM.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.69% | 2.65% | +14.04% |
Volatility (6M)Calculated over the trailing 6-month period | 33.84% | 7.57% | +26.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.11% | 11.56% | +33.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.92% | 15.16% | +26.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.85% | 16.09% | +21.76% |
Dividends
RHM.DE vs. SXR8.DE - Dividend Comparison
RHM.DE's dividend yield for the trailing twelve months is around 0.97%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RHM.DE Rheinmetall AG | 0.97% | 0.52% | 0.93% | 1.50% | 1.77% | 2.41% | 5.54% | 2.05% | 2.20% | 1.37% | 1.72% | 0.49% |
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
RHM.DE and SXR8.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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