UNH.DE vs. SXR8.DE
UNH.DE (UnitedHealth Group Incorporated) 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, UNH.DE returned 12.23%/yr vs 14.95%/yr for SXR8.DE. At a 0.37 correlation, their price movements are largely independent.
Performance
UNH.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UNH.DE achieves a 22.89% return, which is significantly higher than SXR8.DE's 11.37% return. Over the past 10 years, UNH.DE has underperformed SXR8.DE with an annualized return of 12.23%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
UNH.DE
- 1D
- 3.63%
- 1M
- 9.39%
- YTD
- 22.89%
- 6M
- 21.90%
- 1Y
- 33.89%
- 3Y*
- -8.39%
- 5Y*
- 1.94%
- 10Y*
- 12.23%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
UNH.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UNH.DE UnitedHealth Group Incorporated | 22.89% | -40.99% | 3.02% | -2.33% | 12.13% | 59.72% | 7.48% | 24.00% | 15.80% | 23.04% |
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 UNH.DE and SXR8.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.37 |
The correlation between UNH.DE and SXR8.DE shifts across timeframes, from 0.13 (3 years) to 0.37 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
UNH.DE vs. SXR8.DE — Risk / Return Rank
UNH.DE
SXR8.DE
UNH.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UnitedHealth Group Incorporated (UNH.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.
| UNH.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.41 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 3.58 | -2.50 |
| Martin ratioReturn relative to average drawdown | 2.33 | 12.71 | -10.38 |
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
| UNH.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 2.21 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.96 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.92 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.79 | -0.53 |
Drawdowns
UNH.DE vs. SXR8.DE - Drawdown Comparison
The maximum UNH.DE drawdown since its inception was -88.31%, 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 UNH.DE and SXR8.DE.
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Drawdown Indicators
| UNH.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.31% | -33.78% | -54.53% |
Max Drawdown (1Y)Largest decline over 1 year | -30.00% | -7.13% | -22.87% |
Max Drawdown (3Y)Largest decline over 3 years | -64.33% | -23.32% | -41.01% |
Max Drawdown (5Y)Largest decline over 5 years | -64.33% | -23.32% | -41.01% |
Max Drawdown (10Y)Largest decline over 10 years | -64.33% | -33.78% | -30.55% |
Current DrawdownCurrent decline from peak | -40.14% | -0.45% | -39.69% |
Average DrawdownAverage peak-to-trough decline | -29.65% | -5.17% | -24.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.95% | 2.01% | +11.94% |
Volatility
UNH.DE vs. SXR8.DE - Volatility Comparison
UnitedHealth Group Incorporated (UNH.DE) has a higher volatility of 8.58% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that UNH.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
| UNH.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.58% | 2.65% | +5.93% |
Volatility (6M)Calculated over the trailing 6-month period | 31.83% | 7.57% | +24.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.16% | 11.56% | +28.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.10% | 15.16% | +17.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.59% | 16.09% | +14.50% |
Dividends
UNH.DE vs. SXR8.DE - Dividend Comparison
UNH.DE's dividend yield for the trailing twelve months is around 1.91%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UNH.DE UnitedHealth Group Incorporated | 1.91% | 2.34% | 1.34% | 1.22% | 1.06% | 0.92% | 1.27% | 0.31% | 0.00% | 1.16% | 1.21% | 1.33% |
Frequently Asked Questions
UNH.DE and SXR8.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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