PortfoliosLab logoPortfoliosLab logo
CEBL.DE vs. SXRS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEBL.DE vs. SXRS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) and iShares Diversified Commodity Swap UCITS ETF (SXRS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CEBL.DE achieves a 31.90% return, which is significantly higher than SXRS.DE's 23.84% return.


CEBL.DE

1D
-1.89%
1M
5.19%
YTD
31.90%
6M
32.33%
1Y
54.45%
3Y*
22.99%
5Y*
8.97%
10Y*
11.02%

SXRS.DE

1D
-1.56%
1M
-0.35%
YTD
23.84%
6M
22.88%
1Y
34.67%
3Y*
12.54%
5Y*
12.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEBL.DE vs. SXRS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CEBL.DE
iShares MSCI EM Asia UCITS ETF (Acc)
31.90%19.13%18.60%3.15%-15.54%2.03%15.18%22.17%-9.16%
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 CEBL.DE and SXRS.DE is -0.05, 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

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2018

0.21

The correlation between CEBL.DE and SXRS.DE shifts across timeframes, from -0.05 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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

CEBL.DE vs. SXRS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEBL.DE
CEBL.DE Risk / Return Rank: 8585
Overall Rank
CEBL.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CEBL.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
CEBL.DE Omega Ratio Rank: 8383
Omega Ratio Rank
CEBL.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
CEBL.DE Martin Ratio Rank: 8585
Martin Ratio Rank

SXRS.DE
SXRS.DE Risk / Return Rank: 5959
Overall Rank
SXRS.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SXRS.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SXRS.DE Omega Ratio Rank: 5656
Omega Ratio Rank
SXRS.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
SXRS.DE Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CEBL.DE vs. SXRS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.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.


CEBL.DESXRS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.94

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.50

1.34

+0.15

Calmar ratioReturn relative to maximum drawdown

4.83

4.00

+0.83

Martin ratioReturn relative to average drawdown

17.67

8.95

+8.72

CEBL.DE vs. SXRS.DE - Sharpe Ratio Comparison

The current CEBL.DE Sharpe Ratio is 2.81, which is higher than the SXRS.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of CEBL.DE and SXRS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CEBL.DESXRS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

1.87

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.70

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.53

-0.10

Drawdowns

CEBL.DE vs. SXRS.DE - Drawdown Comparison

The maximum CEBL.DE drawdown since its inception was -35.09%, 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 CEBL.DE and SXRS.DE.


Loading charts...

Drawdown Indicators


CEBL.DESXRS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.09%

-27.64%

-7.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-8.75%

-2.68%

Max Drawdown (3Y)

Largest decline over 3 years

-20.53%

-16.03%

-4.50%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-27.56%

-1.44%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

Current Drawdown

Current decline from peak

-2.85%

-4.99%

+2.14%

Average Drawdown

Average peak-to-trough decline

-11.09%

-13.12%

+2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

3.92%

-0.79%

Volatility

CEBL.DE vs. SXRS.DE - Volatility Comparison

iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) has a higher volatility of 8.24% compared to iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) at 5.76%. This indicates that CEBL.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.


Loading charts...

Volatility by Period


CEBL.DESXRS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

5.76%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

16.36%

16.67%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

19.68%

18.76%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

17.13%

+1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.94%

15.85%

+3.09%

CEBL.DE vs. SXRS.DE - Expense Ratio Comparison

CEBL.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

CEBL.DE vs. SXRS.DE - Dividend Comparison

Neither CEBL.DE nor SXRS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEBL.DE and SXRS.DE have a correlation of -0.05, 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 CEBL.DE.

CEBL.DE is categorized as Asia Pacific Equities, while SXRS.DE is Commodities. CEBL.DE tracks MSCI Emerging Markets Asia, while SXRS.DE tracks Bloomberg Commodity. Their fees differ too: 0.20% for CEBL.DE and 0.19% for SXRS.DE.

Portfolio Optimizer

Find the right allocation for CEBL.DE and SXRS.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