VODI.DE vs. SXR8.DE
VODI.DE (Vodafone Group PLC) 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, VODI.DE returned -1.76%/yr vs 14.95%/yr for SXR8.DE. At a 0.35 correlation, their price movements are largely independent.
Performance
VODI.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VODI.DE achieves a 15.38% return, which is significantly higher than SXR8.DE's 11.37% return. Over the past 10 years, VODI.DE has underperformed SXR8.DE with an annualized return of -1.76%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
VODI.DE
- 1D
- -0.50%
- 1M
- -4.72%
- YTD
- 15.38%
- 6M
- 21.30%
- 1Y
- 52.38%
- 3Y*
- 21.65%
- 5Y*
- 4.18%
- 10Y*
- -1.76%
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%
VODI.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VODI.DE Vodafone Group PLC | 15.38% | 45.79% | 10.20% | -7.73% | -23.68% | 4.02% | -16.41% | 7.05% | -30.85% | 20.55% |
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 VODI.DE and SXR8.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.35 |
Over the past year, the correlation between VODI.DE and SXR8.DE has dropped to 0.11 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.
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Return for Risk
VODI.DE vs. SXR8.DE — Risk / Return Rank
VODI.DE
SXR8.DE
VODI.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vodafone Group PLC (VODI.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.
| VODI.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.77 | 3.58 | +2.19 |
| Martin ratioReturn relative to average drawdown | 13.79 | 12.71 | +1.08 |
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
| VODI.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 2.21 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.96 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.07 | 0.92 | -0.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.79 | -0.79 |
Drawdowns
VODI.DE vs. SXR8.DE - Drawdown Comparison
The maximum VODI.DE drawdown since its inception was -79.82%, 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 VODI.DE and SXR8.DE.
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Drawdown Indicators
| VODI.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.82% | -33.78% | -46.04% |
Max Drawdown (1Y)Largest decline over 1 year | -8.81% | -7.13% | -1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -18.45% | -23.32% | +4.87% |
Max Drawdown (5Y)Largest decline over 5 years | -46.20% | -23.32% | -22.88% |
Max Drawdown (10Y)Largest decline over 10 years | -57.94% | -33.78% | -24.16% |
Current DrawdownCurrent decline from peak | -32.90% | -0.45% | -32.45% |
Average DrawdownAverage peak-to-trough decline | -50.62% | -5.17% | -45.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 2.01% | +1.68% |
Volatility
VODI.DE vs. SXR8.DE - Volatility Comparison
Vodafone Group PLC (VODI.DE) has a higher volatility of 11.10% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that VODI.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
| VODI.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.10% | 2.65% | +8.45% |
Volatility (6M)Calculated over the trailing 6-month period | 17.81% | 7.57% | +10.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.48% | 11.56% | +11.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.16% | 15.16% | +10.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.22% | 16.09% | +10.13% |
Dividends
VODI.DE vs. SXR8.DE - Dividend Comparison
VODI.DE's dividend yield for the trailing twelve months is around 5.37%, 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% |
VODI.DE Vodafone Group PLC | 3.61% | 3.99% | 8.32% | 11.31% | 9.41% | 6.69% | 6.54% | 4.95% | 8.75% | 5.55% | 5.80% | 4.42% |
Frequently Asked Questions
VODI.DE and SXR8.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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