EMEH.DE vs. SXRS.DE
Compare and contrast key facts about BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (EMEH.DE) and iShares Diversified Commodity Swap UCITS ETF (SXRS.DE).
EMEH.DE 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. EMEH.DE is a passively managed fund by BNP Paribas that tracks the performance of the BNP Paribas Energy & Metals Enhanced Roll (EUR Hedged). It was launched on Sep 22, 2017. 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 EMEH.DE 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
EMEH.DE vs. SXRS.DE - Performance Comparison
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EMEH.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EMEH.DE BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR | 17.62% | 25.40% | 6.63% | -12.26% | 11.15% | 27.11% | -4.42% | 7.62% | -90.25% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 22.41% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 9.72% | -6.15% |
Returns By Period
In the year-to-date period, EMEH.DE achieves a 17.62% return, which is significantly lower than SXRS.DE's 22.41% return.
EMEH.DE
- 1D
- -0.89%
- 1M
- 5.13%
- YTD
- 17.62%
- 6M
- 29.65%
- 1Y
- 34.92%
- 3Y*
- 13.44%
- 5Y*
- 13.07%
- 10Y*
- —
SXRS.DE
- 1D
- -1.86%
- 1M
- 9.71%
- YTD
- 22.41%
- 6M
- 32.00%
- 1Y
- 21.74%
- 3Y*
- 11.05%
- 5Y*
- 13.80%
- 10Y*
- —
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EMEH.DE vs. SXRS.DE - Expense Ratio Comparison
EMEH.DE has a 0.39% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.
Return for Risk
EMEH.DE vs. SXRS.DE — Risk / Return Rank
EMEH.DE
SXRS.DE
EMEH.DE vs. SXRS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (EMEH.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.
| EMEH.DE | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 1.25 | +0.62 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.70 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.24 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.93 | 2.55 | +1.38 |
Martin ratioReturn relative to average drawdown | 10.85 | 5.46 | +5.39 |
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
| EMEH.DE | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.25 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.82 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.49 | 0.55 | -1.04 |
Correlation
The correlation between EMEH.DE and SXRS.DE is 0.73, 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
EMEH.DE vs. SXRS.DE - Dividend Comparison
Neither EMEH.DE nor SXRS.DE has paid dividends to shareholders.
Drawdowns
EMEH.DE vs. SXRS.DE - Drawdown Comparison
The maximum EMEH.DE drawdown since its inception was -92.42%, 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 EMEH.DE and SXRS.DE.
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Drawdown Indicators
| EMEH.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.42% | -27.64% | -64.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -12.03% | +0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -32.73% | -27.56% | -5.17% |
Current DrawdownCurrent decline from peak | -80.94% | -1.92% | -79.02% |
Average DrawdownAverage peak-to-trough decline | -81.40% | -13.33% | -68.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 4.09% | -0.87% |
Volatility
EMEH.DE vs. SXRS.DE - Volatility Comparison
The current volatility for BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (EMEH.DE) is 6.74%, while iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 8.51%. This indicates that EMEH.DE experiences smaller price fluctuations and is considered to be less risky 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
| EMEH.DE | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.74% | 8.51% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 15.47% | 13.97% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.65% | 17.38% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 16.69% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.43% | 15.60% | +18.83% |