PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SXR8.DE vs. SMSN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SXR8.DE vs. SMSN.L

Last updated Jun 13, 2026

SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index, while SMSN.L (Samsung Electronics Co. Ltd) is a stock. Over the past 10 years, SXR8.DE returned 14.87%/yr vs 27.58%/yr for SMSN.L. At a 0.40 correlation, their price movements are largely independent.

Performance

SXR8.DE vs. SMSN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and Samsung Electronics Co. Ltd (SMSN.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SXR8.DE is traded in EUR, while SMSN.L is traded in USD. To make them comparable, the SMSN.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXR8.DE achieves a 9.96% return, which is significantly lower than SMSN.L's 165.96% return. Over the past 10 years, SXR8.DE has underperformed SMSN.L with an annualized return of 14.87%, while SMSN.L has yielded a comparatively higher 27.58% annualized return.

SXR8.DE

1D
1.56%
1M
1.65%
YTD
9.96%
6M
11.01%
1Y
24.53%
3Y*
17.96%
5Y*
14.24%
10Y*
14.87%

SMSN.L

1D
6.60%
1M
14.93%
YTD
165.96%
6M
208.69%
1Y
400.14%
3Y*
55.53%
5Y*
27.97%
10Y*
27.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR8.DE vs. SMSN.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		9.96%4.73%32.32%22.47%-14.31%40.74%6.80%34.49%-1.05%6.67%
SMSN.L
Samsung Electronics Co. Ltd		165.96%103.42%-33.85%34.19%-27.07%-1.13%46.83%44.76%-21.84%42.91%

Correlation

The correlation between SXR8.DE and SMSN.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.49

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

0.41

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

0.43

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

0.43

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

0.40

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core S&P 500 UCITS ETF USD (Acc)

Samsung Electronics Co. Ltd

Often compared with SXR8.DE:
SXR8.DE vs. VUAA.LSXR8.DE vs. VWCE.DESXR8.DE vs. VOOSXR8.DE vs. SXRV.DESXR8.DE vs. SPY5.DESXR8.DE vs. VUAA.DESXR8.DE vs. I500.DE
Often compared with SMSN.L:
SMSN.L vs. MUSMSN.L vs. AAPLSMSN.L vs. MSFTSMSN.L vs. SONYSMSN.L vs. TSMSMSN.L vs. CXSMSN.L vs. VOD

Return for Risk

SXR8.DE vs. SMSN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SXR8.DE
SXR8.DE Risk / Return Rank: 7676
Overall Rank
SXR8.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7676
Martin Ratio Rank
SMSN.L
SMSN.L Risk / Return Rank: 9999
Overall Rank
SMSN.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SMSN.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
SMSN.L Omega Ratio Rank: 9898
Omega Ratio Rank
SMSN.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
SMSN.L Martin Ratio Rank: 9999
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.

SXR8.DE vs. SMSN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and Samsung Electronics Co. Ltd (SMSN.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

SXR8.DESMSN.LDifference
Sharpe ratioReturn per unit of total volatility
2.08
7.84

-5.75

Sortino ratioReturn per unit of downside risk
2.85
5.91

-3.06

Omega ratioGain probability vs. loss probability

1.39

1.76

-0.37

Calmar ratioReturn relative to maximum drawdown

3.52

19.65

-16.13

Martin ratioReturn relative to average drawdown

12.50

59.35

-46.85

SXR8.DE vs. SMSN.L - Sharpe Ratio Comparison

The current SXR8.DE Sharpe Ratio is 2.08, which is lower than the SMSN.L Sharpe Ratio of 7.84. The chart below compares the historical Sharpe Ratios of SXR8.DE and SMSN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

SXR8.DE vs. SMSN.L - Drawdown Comparison

The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum SMSN.L drawdown of -51.29%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and SMSN.L.

Loading charts...

Drawdown Indicators

SXR8.DESMSN.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.78%

-51.29%

+17.51%

Max Drawdown (1Y)

Largest decline over 1 year

-6.94%

-20.20%

+13.26%

Max Drawdown (3Y)

Largest decline over 3 years

-23.32%

-44.12%

+20.80%

Max Drawdown (5Y)

Largest decline over 5 years

-23.32%

-44.12%

+20.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.78%

-47.37%

+13.59%

Current Drawdown

Current decline from peak

-1.72%

-8.06%

+6.34%

Average Drawdown

Average peak-to-trough decline

-5.22%

-15.93%

+10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

6.70%

-4.74%

Volatility

SXR8.DE vs. SMSN.L - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 3.08%, while Samsung Electronics Co. Ltd (SMSN.L) has a volatility of 20.05%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than SMSN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

SXR8.DESMSN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

20.05%

-16.97%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

42.91%

-35.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.78%

50.67%

-38.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

33.94%

-18.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

32.40%

-16.32%

Dividends

SXR8.DE vs. SMSN.L - Dividend Comparison

SXR8.DE has not paid dividends to shareholders, while SMSN.L's dividend yield for the trailing twelve months is around 0.35%.

PositionTTM20252024202320222021202020192018201720162015
SMSN.L
Samsung Electronics Co. Ltd		0.35%0.94%2.88%1.79%2.50%1.85%3.60%2.47%3.65%1.62%1.68%1.71%
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

SXR8.DE and SMSN.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for SXR8.DE and SMSN.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer