SDF.DE vs. ECH
SDF.DE (K+S Aktiengesellschaft) is a stock, while ECH (iShares MSCI Chile ETF) is Foreign Large Cap Equities fund tracking the MSCI Chile Investable Market Index. Over the past 10 years, SDF.DE returned -1.72%/yr vs 3.52%/yr for ECH. At a 0.25 correlation, their price movements are largely independent.
Performance
SDF.DE vs. ECH - Performance Comparison
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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%
SDF.DE vs. ECH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SDF.DE
ECH
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.DE | ECH | Difference | |
|---|---|---|---|
| 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 |
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
| SDF.DE | ECH | Difference | |
|---|---|---|---|
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.DE | ECH | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -74.99% | -18.94% | -56.05% |
Average DrawdownAverage peak-to-trough decline | -46.63% | -31.68% | -14.95% |
Ulcer IndexDepth 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.DE | ECH | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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