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SDF.DE vs. ECH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDF.DE vs. ECH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in K+S Aktiengesellschaft (SDF.DE) and iShares MSCI Chile ETF (ECH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SDF.DE is traded in EUR, while ECH is traded in USD. To make them comparable, the ECH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SDF.DE achieves a 15.66% return, which is significantly higher than ECH's -2.53% return. Over the past 10 years, SDF.DE has underperformed ECH with an annualized return of -1.72%, while ECH has yielded a comparatively higher 3.52% annualized return.


SDF.DE

1D
-2.59%
1M
-8.09%
YTD
15.66%
6M
20.61%
1Y
-13.10%
3Y*
-0.49%
5Y*
6.64%
10Y*
-1.72%

ECH

1D
-2.68%
1M
-6.34%
YTD
-2.53%
6M
2.58%
1Y
22.26%
3Y*
9.53%
5Y*
11.45%
10Y*
3.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDF.DE vs. ECH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDF.DE
K+S Aktiengesellschaft
15.66%19.93%-23.13%-17.50%21.87%94.98%-27.47%-28.25%-22.24%-7.31%
ECH
iShares MSCI Chile ETF
-2.53%45.78%-2.64%5.75%32.87%-13.80%-14.79%-15.93%-15.17%24.36%

Correlation

The correlation between SDF.DE and ECH is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2007

0.25

The correlation between SDF.DE and ECH shifts across timeframes, from -0.03 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SDF.DE vs. ECH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDF.DE
SDF.DE Risk / Return Rank: 2626
Overall Rank
SDF.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SDF.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SDF.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SDF.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SDF.DE Martin Ratio Rank: 3030
Martin Ratio Rank

ECH
ECH Risk / Return Rank: 2626
Overall Rank
ECH Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ECH Sortino Ratio Rank: 2626
Sortino Ratio Rank
ECH Omega Ratio Rank: 2626
Omega Ratio Rank
ECH Calmar Ratio Rank: 2626
Calmar Ratio Rank
ECH Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SDF.DE vs. ECH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for K+S Aktiengesellschaft (SDF.DE) and iShares MSCI Chile ETF (ECH). 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.


SDF.DEECHDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

0.95

1.17

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.38

1.27

-1.65

Martin ratioReturn relative to average drawdown

-0.61

3.11

-3.72

SDF.DE vs. ECH - Sharpe Ratio Comparison

The current SDF.DE Sharpe Ratio is -0.39, which is lower than the ECH Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SDF.DE and ECH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SDF.DEECHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.39

0.96

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.44

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.04

0.13

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.10

+0.14

Drawdowns

SDF.DE vs. ECH - Drawdown Comparison

The maximum SDF.DE drawdown since its inception was -92.29%, which is greater than ECH's maximum drawdown of -68.78%. Use the drawdown chart below to compare losses from any high point for SDF.DE and ECH.


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Drawdown Indicators


SDF.DEECHDifference

Max Drawdown

Largest peak-to-trough decline

-92.29%

-68.78%

-23.51%

Max Drawdown (1Y)

Largest decline over 1 year

-35.96%

-17.62%

-18.34%

Max Drawdown (3Y)

Largest decline over 3 years

-41.68%

-21.87%

-19.81%

Max Drawdown (5Y)

Largest decline over 5 years

-68.08%

-22.71%

-45.37%

Max Drawdown (10Y)

Largest decline over 10 years

-79.24%

-62.67%

-16.57%

Current Drawdown

Current decline from peak

-74.99%

-18.94%

-56.05%

Average Drawdown

Average peak-to-trough decline

-46.63%

-31.68%

-14.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.49%

7.18%

+15.31%

Volatility

SDF.DE vs. ECH - Volatility Comparison

K+S Aktiengesellschaft (SDF.DE) and iShares MSCI Chile ETF (ECH) have volatilities of 6.50% and 6.44%, 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.


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Volatility by Period


SDF.DEECHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

6.44%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

29.78%

18.63%

+11.15%

Volatility (1Y)

Calculated over the trailing 1-year period

35.71%

23.22%

+12.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.92%

25.99%

+11.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.83%

26.37%

+12.46%

Dividends

SDF.DE vs. ECH - Dividend Comparison

SDF.DE's dividend yield for the trailing twelve months is around 0.49%, less than ECH's 2.11% yield.


PositionTTM20252024202320222021202020192018201720162015
ECH
iShares MSCI Chile ETF
2.11%2.01%3.12%4.77%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%
SDF.DE
K+S Aktiengesellschaft
0.49%1.21%6.69%6.99%1.09%0.00%2.44%2.25%4.17%1.45%5.07%3.81%

Frequently Asked Questions


SDF.DE and ECH have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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