EUNA.DE vs. SXRS.DE
EUNA.DE (iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - EUNA.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate Bond (EUR Hedged), while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, EUNA.DE returned -1.29%/yr vs 12.06%/yr for SXRS.DE. At a correlation of -0.14, they often move in opposite directions. EUNA.DE charges 0.10%/yr vs 0.19%/yr for SXRS.DE.
Performance
EUNA.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUNA.DE achieves a -0.46% return, which is significantly lower than SXRS.DE's 23.84% return.
EUNA.DE
- 1D
- 0.22%
- 1M
- 0.18%
- YTD
- -0.46%
- 6M
- -0.29%
- 1Y
- 1.18%
- 3Y*
- 2.28%
- 5Y*
- -1.29%
- 10Y*
- —
SXRS.DE
- 1D
- -1.56%
- 1M
- -3.05%
- YTD
- 23.84%
- 6M
- 24.41%
- 1Y
- 35.20%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
EUNA.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EUNA.DE iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc | -0.46% | 2.79% | 1.60% | 4.36% | -13.52% | -2.37% | 3.70% | 5.06% | 0.57% |
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 EUNA.DE and SXRS.DE is -0.41, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.19 |
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 | -0.14 |
Over the past year, the inverse relationship between EUNA.DE and SXRS.DE has strengthened: their correlation has moved from -0.14 to -0.41, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
EUNA.DE vs. SXRS.DE — Risk / Return Rank
EUNA.DE
SXRS.DE
EUNA.DE vs. SXRS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.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.
| EUNA.DE | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.34 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | 4.00 | -3.58 |
| Martin ratioReturn relative to average drawdown | 1.18 | 8.95 | -7.77 |
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
| EUNA.DE | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 1.87 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | 0.70 | -0.97 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.53 | -0.59 |
Drawdowns
EUNA.DE vs. SXRS.DE - Drawdown Comparison
The maximum EUNA.DE drawdown since its inception was -17.79%, smaller than the maximum SXRS.DE drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for EUNA.DE and SXRS.DE.
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Drawdown Indicators
| EUNA.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.79% | -27.64% | +9.85% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -8.75% | +6.00% |
Max Drawdown (3Y)Largest decline over 3 years | -4.02% | -16.03% | +12.01% |
Max Drawdown (5Y)Largest decline over 5 years | -17.03% | -27.56% | +10.53% |
Current DrawdownCurrent decline from peak | -8.66% | -4.99% | -3.67% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -13.12% | +6.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 3.92% | -2.93% |
Volatility
EUNA.DE vs. SXRS.DE - Volatility Comparison
The current volatility for iShares Core Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (EUNA.DE) is 1.35%, while iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 5.76%. This indicates that EUNA.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
| EUNA.DE | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 5.76% | -4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 2.82% | 16.67% | -13.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.46% | 18.76% | -15.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.64% | 17.13% | -12.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.27% | 15.85% | -11.58% |
EUNA.DE vs. SXRS.DE - Expense Ratio Comparison
EUNA.DE has a 0.10% expense ratio, which is lower than SXRS.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EUNA.DE vs. SXRS.DE - Dividend Comparison
Neither EUNA.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
EUNA.DE and SXRS.DE have a correlation of -0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNA.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNA.DE is cheaper with a 0.10% expense ratio, compared with 0.19% for SXRS.DE.
EUNA.DE is categorized as Global Bonds, while SXRS.DE is Commodities. EUNA.DE tracks Bloomberg Global Aggregate Bond (EUR Hedged), while SXRS.DE tracks Bloomberg Commodity. Their fees differ too: 0.10% for EUNA.DE and 0.19% for SXRS.DE.
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