DJP vs. SXRS.DE
Compare and contrast key facts about iPath Bloomberg Commodity Index Total Return ETN (DJP) and iShares Diversified Commodity Swap UCITS ETF (SXRS.DE).
DJP and SXRS.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJP is a passively managed fund by Barclays Capital that tracks the performance of the Bloomberg Commodity Index. It was launched on Jun 6, 2006. SXRS.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity. It was launched on Jul 18, 2017. Both DJP and SXRS.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DJP vs. SXRS.DE - Performance Comparison
Loading graphics...
DJP vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DJP iPath Bloomberg Commodity Index Total Return ETN | 26.62% | 17.20% | 5.59% | -9.85% | 17.46% | 31.05% | -4.12% | 7.63% | -14.81% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 20.82% | 18.23% | 4.61% | -7.61% | 14.04% | 28.96% | -4.90% | 7.40% | -11.70% |
Different Trading Currencies
DJP is traded in USD, while SXRS.DE is traded in EUR. To make them comparable, the SXRS.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DJP achieves a 26.62% return, which is significantly higher than SXRS.DE's 20.82% return.
DJP
- 1D
- -1.08%
- 1M
- 9.10%
- YTD
- 26.62%
- 6M
- 33.73%
- 1Y
- 34.63%
- 3Y*
- 14.66%
- 5Y*
- 14.92%
- 10Y*
- 8.41%
SXRS.DE
- 1D
- -1.50%
- 1M
- 8.83%
- YTD
- 20.82%
- 6M
- 30.47%
- 1Y
- 30.80%
- 3Y*
- 13.57%
- 5Y*
- 13.45%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DJP vs. SXRS.DE - Expense Ratio Comparison
DJP has a 0.70% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.
Return for Risk
DJP vs. SXRS.DE — Risk / Return Rank
DJP
SXRS.DE
DJP vs. SXRS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iPath Bloomberg Commodity Index Total Return ETN (DJP) 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.
| DJP | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 1.78 | +0.02 |
Sortino ratioReturn per unit of downside risk | 2.36 | 2.33 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.28 | 4.04 | -0.76 |
Martin ratioReturn relative to average drawdown | 8.99 | 9.72 | -0.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DJP | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 1.78 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.80 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.50 | -0.51 |
Correlation
The correlation between DJP and SXRS.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DJP vs. SXRS.DE - Dividend Comparison
Neither DJP nor SXRS.DE has paid dividends to shareholders.
Drawdowns
DJP vs. SXRS.DE - Drawdown Comparison
The maximum DJP drawdown since its inception was -78.35%, which is greater than SXRS.DE's maximum drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for DJP and SXRS.DE.
Loading graphics...
Drawdown Indicators
| DJP | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.35% | -27.64% | -50.71% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -12.03% | +1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -28.98% | -27.56% | -1.42% |
Max Drawdown (10Y)Largest decline over 10 years | -38.36% | — | — |
Current DrawdownCurrent decline from peak | -34.88% | -1.92% | -32.96% |
Average DrawdownAverage peak-to-trough decline | -51.02% | -13.33% | -37.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 4.09% | -0.21% |
Volatility
DJP vs. SXRS.DE - Volatility Comparison
iPath Bloomberg Commodity Index Total Return ETN (DJP) has a higher volatility of 8.27% compared to iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) at 7.84%. This indicates that DJP'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 graphics...
Volatility by Period
| DJP | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.27% | 7.84% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 15.27% | 13.56% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.36% | 17.26% | +2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.78% | 16.73% | +2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 15.60% | +1.40% |