AMEM.DE vs. SXRS.DE
AMEM.DE (Amundi MSCI Emerging Markets UCITS ETF EUR) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - AMEM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets, while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, AMEM.DE returned 8.42%/yr vs 12.06%/yr for SXRS.DE. At a 0.24 correlation, their price movements are largely independent. AMEM.DE charges 0.20%/yr vs 0.19%/yr for SXRS.DE.
Performance
AMEM.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMEM.DE achieves a 27.34% return, which is significantly higher than SXRS.DE's 23.84% return.
AMEM.DE
- 1D
- -1.57%
- 1M
- 5.93%
- YTD
- 27.34%
- 6M
- 29.35%
- 1Y
- 49.79%
- 3Y*
- 20.85%
- 5Y*
- 8.42%
- 10Y*
- 9.86%
SXRS.DE
- 1D
- -1.56%
- 1M
- -3.05%
- YTD
- 23.84%
- 6M
- 24.41%
- 1Y
- 35.20%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
AMEM.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AMEM.DE Amundi MSCI Emerging Markets UCITS ETF EUR | 27.34% | 19.31% | 13.70% | 5.24% | -13.78% | 3.95% | 6.30% | 21.51% | -8.11% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 9.72% | -6.15% |
Correlation
The correlation between AMEM.DE and SXRS.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.24 |
The correlation between AMEM.DE and SXRS.DE shifts across timeframes, from -0.03 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AMEM.DE vs. SXRS.DE — Risk / Return Rank
AMEM.DE
SXRS.DE
AMEM.DE vs. SXRS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) and iShares Diversified Commodity Swap UCITS ETF (SXRS.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.
| AMEM.DE | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.34 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.65 | 4.00 | +0.65 |
| Martin ratioReturn relative to average drawdown | 16.89 | 8.95 | +7.94 |
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
| AMEM.DE | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.80 | 1.87 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.70 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.53 | -0.19 |
Drawdowns
AMEM.DE vs. SXRS.DE - Drawdown Comparison
The maximum AMEM.DE drawdown since its inception was -35.87%, which is greater than SXRS.DE's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for AMEM.DE and SXRS.DE.
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Drawdown Indicators
| AMEM.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.87% | -27.64% | -8.23% |
Max Drawdown (1Y)Largest decline over 1 year | -10.65% | -8.75% | -1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -16.03% | -3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -23.53% | -27.56% | +4.03% |
Max Drawdown (10Y)Largest decline over 10 years | -31.93% | — | — |
Current DrawdownCurrent decline from peak | -2.62% | -4.99% | +2.37% |
Average DrawdownAverage peak-to-trough decline | -10.29% | -13.12% | +2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.92% | -0.98% |
Volatility
AMEM.DE vs. SXRS.DE - Volatility Comparison
Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) has a higher volatility of 7.41% compared to iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) at 5.76%. This indicates that AMEM.DE's price experiences larger fluctuations and is considered to be riskier than SXRS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMEM.DE | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 5.76% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 15.02% | 16.67% | -1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 18.76% | -1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 17.13% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 15.85% | +2.43% |
AMEM.DE vs. SXRS.DE - Expense Ratio Comparison
AMEM.DE has a 0.20% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AMEM.DE vs. SXRS.DE - Dividend Comparison
Neither AMEM.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
AMEM.DE and SXRS.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRS.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRS.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for AMEM.DE.
AMEM.DE is categorized as Emerging Markets Equities, while SXRS.DE is Commodities. AMEM.DE tracks MSCI Emerging Markets, while SXRS.DE tracks Bloomberg Commodity. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for AMEM.DE and 0.19% for SXRS.DE.
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