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iShares Diversified Commodity Swap UCITS ETF (SXRS...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BDFL4P12
WKNA2DK6R
IssueriShares
Inception DateJul 18, 2017
CategoryCommodities
Leveraged1x
Index TrackedBloomberg Commodity
DomicileIreland
Distribution PolicyAccumulating
Asset ClassCommodity

Expense Ratio

SXRS.DE has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for SXRS.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: SXRS.DE vs. DBC, SXRS.DE vs. ETL2.DE, SXRS.DE vs. EQQQ.L, SXRS.DE vs. DJP, SXRS.DE vs. COMT

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in iShares Diversified Commodity Swap UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctober
-2.20%
14.30%
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF)
Benchmark (^GSPC)

Returns By Period

iShares Diversified Commodity Swap UCITS ETF had a return of 5.48% year-to-date (YTD) and -3.85% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.48%21.88%
1 month1.34%0.89%
6 months-2.20%15.85%
1 year-3.85%38.63%
5 years (annualized)7.10%13.69%
10 years (annualized)N/A11.18%

Monthly Returns

The table below presents the monthly returns of SXRS.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.56%-1.22%3.10%4.27%-0.23%0.30%-5.57%-1.58%3.77%5.48%
2023-2.19%-2.41%-2.56%-2.52%-1.79%1.23%5.06%1.19%2.35%0.17%-5.95%-3.07%-10.44%
20228.60%6.30%11.29%8.61%0.95%-8.65%5.81%0.92%-4.53%-1.02%-1.00%-6.10%20.69%
20215.41%6.68%0.05%5.54%2.04%2.70%3.72%0.10%6.79%2.94%-4.80%3.56%40.00%
2020-6.80%-4.72%-12.14%-1.67%1.37%2.02%1.02%5.33%-2.05%2.39%1.63%0.69%-13.37%
20194.95%0.95%1.45%-0.53%-2.00%0.57%0.90%-1.14%1.89%-0.49%-0.88%3.86%9.72%
20181.36%5.35%-3.66%-2.35%-1.16%1.99%0.45%-1.33%-6.49%-6.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SXRS.DE is 4, indicating that it is in the bottom 4% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SXRS.DE is 44
Combined Rank
The Sharpe Ratio Rank of SXRS.DE is 44Sharpe Ratio Rank
The Sortino Ratio Rank of SXRS.DE is 44Sortino Ratio Rank
The Omega Ratio Rank of SXRS.DE is 44Omega Ratio Rank
The Calmar Ratio Rank of SXRS.DE is 44Calmar Ratio Rank
The Martin Ratio Rank of SXRS.DE is 44Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SXRS.DE
Sharpe ratio
The chart of Sharpe ratio for SXRS.DE, currently valued at -0.23, compared to the broader market-2.000.002.004.006.00-0.23
Sortino ratio
The chart of Sortino ratio for SXRS.DE, currently valued at -0.25, compared to the broader market0.005.0010.00-0.25
Omega ratio
The chart of Omega ratio for SXRS.DE, currently valued at 0.97, compared to the broader market1.001.502.002.503.003.500.97
Calmar ratio
The chart of Calmar ratio for SXRS.DE, currently valued at -0.10, compared to the broader market0.005.0010.0015.00-0.10
Martin ratio
The chart of Martin ratio for SXRS.DE, currently valued at -0.41, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.27, compared to the broader market-2.000.002.004.006.003.27
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.32, compared to the broader market0.005.0010.004.32
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.61, compared to the broader market1.001.502.002.503.003.501.61
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.15, compared to the broader market0.005.0010.0015.003.15
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 21.07, compared to the broader market0.0020.0040.0060.0080.00100.00120.0021.07

Sharpe Ratio

The current iShares Diversified Commodity Swap UCITS ETF Sharpe ratio is -0.23. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Diversified Commodity Swap UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctober
-0.23
3.05
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History

0

iShares Diversified Commodity Swap UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctober
-21.79%
-1.17%
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Diversified Commodity Swap UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Diversified Commodity Swap UCITS ETF was 27.64%, occurring on Apr 27, 2020. Recovery took 258 trading sessions.

The current iShares Diversified Commodity Swap UCITS ETF drawdown is 21.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.64%May 30, 2018481Apr 27, 2020258May 4, 2021739
-27.56%Jun 9, 2022579Sep 10, 2024
-11.34%Mar 9, 20226Mar 16, 202221Apr 14, 202227
-9.26%Nov 25, 202118Dec 20, 202120Jan 19, 202238
-5.72%May 6, 20223May 10, 202219Jun 6, 202222

Volatility

Volatility Chart

The current iShares Diversified Commodity Swap UCITS ETF volatility is 3.91%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctober
3.91%
2.88%
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF)
Benchmark (^GSPC)