WAF.DE vs. SXR8.DE
WAF.DE (Siltronic AG) 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, WAF.DE returned 22.26%/yr vs 15.05%/yr for SXR8.DE. At a 0.38 correlation, their price movements are largely independent.
Performance
WAF.DE vs. SXR8.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WAF.DE achieves a 67.69% return, which is significantly higher than SXR8.DE's 10.68% return. Over the past 10 years, WAF.DE has outperformed SXR8.DE with an annualized return of 22.26%, while SXR8.DE has yielded a comparatively lower 15.05% annualized return.
WAF.DE
- 1D
- -5.64%
- 1M
- -14.49%
- YTD
- 67.69%
- 6M
- 76.50%
- 1Y
- 97.12%
- 3Y*
- 7.15%
- 5Y*
- -8.35%
- 10Y*
- 22.26%
SXR8.DE
- 1D
- -0.16%
- 1M
- -0.18%
- YTD
- 10.68%
- 6M
- 10.91%
- 1Y
- 23.81%
- 3Y*
- 18.92%
- 5Y*
- 13.88%
- 10Y*
- 15.05%
WAF.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAF.DE Siltronic AG | 67.69% | 5.70% | -46.56% | 36.13% | -50.09% | 11.98% | 47.73% | 32.15% | -39.43% | 175.49% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 10.68% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between WAF.DE and SXR8.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 11, 2015 | 0.38 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WAF.DE vs. SXR8.DE — Risk / Return Rank
WAF.DE
SXR8.DE
WAF.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Siltronic AG (WAF.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.
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.
| WAF.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.38 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 3.55 | -0.20 |
| Martin ratioReturn relative to average drawdown | 7.36 | 12.58 | -5.22 |
Loading charts...
Drawdowns
WAF.DE vs. SXR8.DE - Drawdown Comparison
The maximum WAF.DE drawdown since its inception was -75.74%, 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 WAF.DE and SXR8.DE.
Loading charts...
Drawdown Indicators
| WAF.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.74% | -33.78% | -41.96% |
Max Drawdown (1Y)Largest decline over 1 year | -29.23% | -6.94% | -22.29% |
Max Drawdown (3Y)Largest decline over 3 years | -64.93% | -23.32% | -41.61% |
Max Drawdown (5Y)Largest decline over 5 years | -75.21% | -23.32% | -51.89% |
Max Drawdown (10Y)Largest decline over 10 years | -75.74% | -33.78% | -41.96% |
Current DrawdownCurrent decline from peak | -37.50% | -1.07% | -36.43% |
Average DrawdownAverage peak-to-trough decline | -36.07% | -5.21% | -30.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.32% | 1.96% | +11.36% |
Volatility
WAF.DE vs. SXR8.DE - Volatility Comparison
Siltronic AG (WAF.DE) has a higher volatility of 23.97% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.33%. This indicates that WAF.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.
Loading charts...
Volatility by Period
| WAF.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.97% | 3.33% | +20.64% |
Volatility (6M)Calculated over the trailing 6-month period | 47.15% | 7.88% | +39.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.98% | 11.83% | +50.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.84% | 15.20% | +28.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.46% | 16.08% | +30.38% |
Dividends
WAF.DE vs. SXR8.DE - Dividend Comparison
Neither WAF.DE nor SXR8.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
WAF.DE Siltronic AG | 0.00% | 0.41% | 2.58% | 3.39% | 4.40% | 1.41% | 2.34% | 5.57% | 3.46% |
Frequently Asked Questions
WAF.DE and SXR8.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for WAF.DE and SXR8.DE
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