SXR8.DE vs. BHP.L
Compare and contrast key facts about iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and BHP Group Limited (BHP.L).
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: SXR8.DE or BHP.L.
Performance
SXR8.DE vs. BHP.L - Performance Comparison
Returns By Period
In the year-to-date period, SXR8.DE achieves a 29.98% return, which is significantly higher than BHP.L's -18.11% return. Over the past 10 years, SXR8.DE has outperformed BHP.L with an annualized return of 14.65%, while BHP.L has yielded a comparatively lower 11.89% annualized return.
SXR8.DE
29.98%
4.12%
15.00%
36.22%
15.89%
14.65%
BHP.L
-18.11%
-6.08%
-11.10%
-9.81%
14.70%
11.89%
Key characteristics
| SXR8.DE | BHP.L | |
|---|---|---|
| Sharpe Ratio | 2.98 | -0.43 |
| Sortino Ratio | 4.03 | -0.47 |
| Omega Ratio | 1.61 | 0.95 |
| Calmar Ratio | 4.34 | -0.39 |
| Martin Ratio | 19.29 | -0.71 |
| Ulcer Index | 1.86% | 13.78% |
| Daily Std Dev | 11.97% | 22.89% |
| Max Drawdown | -33.78% | -73.16% |
| Current Drawdown | -1.74% | -18.43% |
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Correlation
The correlation between SXR8.DE and BHP.L is 0.48, 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.
Risk-Adjusted Performance
SXR8.DE vs. BHP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and BHP Group Limited (BHP.L). 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
SXR8.DE vs. BHP.L - Dividend Comparison
SXR8.DE has not paid dividends to shareholders, while BHP.L's dividend yield for the trailing twelve months is around 7.11%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BHP.L BHP Group Limited | 7.11% | 6.32% | 12.65% | 13.68% | 6.23% | 13.23% | 7.14% | 5.45% | 1.66% | 10.83% | 5.27% | 4.06% |
Drawdowns
SXR8.DE vs. BHP.L - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum BHP.L drawdown of -73.16%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and BHP.L. For additional features, visit the drawdowns tool.
Volatility
SXR8.DE vs. BHP.L - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 3.79%, while BHP Group Limited (BHP.L) has a volatility of 8.82%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than BHP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.