EQQQ.DE vs. SXRS.DE
EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - EQQQ.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, EQQQ.DE returned 16.01%/yr vs 10.87%/yr for SXRS.DE. At a 0.16 correlation, their price movements are largely independent. EQQQ.DE charges 0.30%/yr vs 0.19%/yr for SXRS.DE.
Performance
EQQQ.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EQQQ.DE achieves a 18.72% return, which is significantly lower than SXRS.DE's 21.18% return.
EQQQ.DE
- 1D
- -0.68%
- 1M
- -2.09%
- 6M
- 18.29%
- YTD
- 18.72%
- 1Y
- 30.28%
- 3Y*
- 23.06%
- 5Y*
- 16.01%
- 10Y*
- 20.60%
SXRS.DE
- 1D
- -0.12%
- 1M
- 2.94%
- 6M
- 17.95%
- YTD
- 21.18%
- 1Y
- 31.82%
- 3Y*
- 11.79%
- 5Y*
- 10.87%
- 10Y*
- —
EQQQ.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 18.72% | 6.94% | 33.67% | 51.32% | -30.10% | 39.43% | 34.58% | 42.87% | 3.12% | 5.98% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 21.18% | 4.68% | 11.06% | -10.49% | 20.61% | 40.00% | -13.38% | 9.88% | -21.55% | 5.80% |
Correlation
The correlation between EQQQ.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 | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2017 | 0.16 |
The correlation between EQQQ.DE and SXRS.DE shifts across timeframes, from 0.03 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EQQQ.DE vs. SXRS.DE — Risk / Return Rank
EQQQ.DE
SXRS.DE
EQQQ.DE vs. SXRS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EQQQ.DE | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.30 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 2.56 | +0.44 |
| Martin ratioReturn relative to average drawdown | 8.65 | 7.81 | +0.84 |
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Drawdowns
EQQQ.DE vs. SXRS.DE - Drawdown Comparison
The maximum EQQQ.DE drawdown since its inception was -60.10%, which is greater than SXRS.DE's maximum drawdown of -37.23%. Use the drawdown chart below to compare losses from any high point for EQQQ.DE and SXRS.DE.
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Drawdown Indicators
| EQQQ.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.10% | -37.23% | -22.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.05% | -12.39% | +2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -26.70% | -15.96% | -10.74% |
Max Drawdown (5Y)Largest decline over 5 years | -31.30% | -27.58% | -3.72% |
Max Drawdown (10Y)Largest decline over 10 years | -31.30% | — | — |
Current DrawdownCurrent decline from peak | -2.83% | -6.97% | +4.14% |
Average DrawdownAverage peak-to-trough decline | -12.41% | -16.37% | +3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 4.06% | -0.57% |
Volatility
EQQQ.DE vs. SXRS.DE - Volatility Comparison
Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) has a higher volatility of 5.77% compared to iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) at 4.39%. This indicates that EQQQ.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
| EQQQ.DE | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 4.39% | +1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 16.72% | -4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.05% | 18.90% | -1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.03% | 17.20% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.47% | 16.59% | +3.88% |
EQQQ.DE vs. SXRS.DE - Expense Ratio Comparison
EQQQ.DE has a 0.30% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.
Dividends
EQQQ.DE vs. SXRS.DE - Dividend Comparison
EQQQ.DE's dividend yield for the trailing twelve months is around 0.23%, while SXRS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 0.23% | 0.29% | 0.37% | 0.39% | 0.57% | 0.25% | 0.41% | 0.54% | 0.64% | 0.68% | 0.78% | 0.73% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EQQQ.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 0.30% for EQQQ.DE.
EQQQ.DE is categorized as Nasdaq-100, while SXRS.DE is Commodities. EQQQ.DE tracks NASDAQ-100 Index, while SXRS.DE tracks Bloomberg Commodity. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.30% for EQQQ.DE and 0.19% for SXRS.DE.
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