UNVB.DE vs. SXR8.DE
Compare and contrast key facts about Unilever Plc (UNVB.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
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: UNVB.DE or SXR8.DE.
Key characteristics
| UNVB.DE | SXR8.DE | |
|---|---|---|
| YTD Return | 28.18% | 31.62% |
| 1Y Return | 25.09% | 39.26% |
| 3Y Return (Ann) | 8.88% | 12.57% |
| Sharpe Ratio | 1.70 | 3.13 |
| Sortino Ratio | 2.73 | 4.24 |
| Omega Ratio | 1.32 | 1.65 |
| Calmar Ratio | 2.05 | 4.52 |
| Martin Ratio | 9.82 | 20.09 |
| Ulcer Index | 2.72% | 1.86% |
| Daily Std Dev | 15.72% | 11.89% |
| Max Drawdown | -26.64% | -33.78% |
| Current Drawdown | -7.87% | 0.00% |
Correlation
The correlation between UNVB.DE and SXR8.DE is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
UNVB.DE vs. SXR8.DE - Performance Comparison
In the year-to-date period, UNVB.DE achieves a 28.18% return, which is significantly lower than SXR8.DE's 31.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
UNVB.DE vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Unilever Plc (UNVB.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.
Dividends
UNVB.DE vs. SXR8.DE - Dividend Comparison
UNVB.DE's dividend yield for the trailing twelve months is around 3.94%, while SXR8.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
UNVB.DE Unilever Plc | 3.94% | 3.93% | 3.63% | 3.63% | 3.35% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
UNVB.DE vs. SXR8.DE - Drawdown Comparison
The maximum UNVB.DE drawdown since its inception was -26.64%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for UNVB.DE and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
UNVB.DE vs. SXR8.DE - Volatility Comparison
Unilever Plc (UNVB.DE) has a higher volatility of 6.36% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.53%. This indicates that UNVB.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.