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EUNZ.DE vs. SXRS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNZ.DE vs. SXRS.DE - Performance Comparison

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

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Returns By Period

In the year-to-date period, EUNZ.DE achieves a 18.69% return, which is significantly lower than SXRS.DE's 23.84% return.


EUNZ.DE

1D
-1.19%
1M
3.85%
YTD
18.69%
6M
17.92%
1Y
22.13%
3Y*
11.07%
5Y*
6.48%
10Y*
6.20%

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)

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


2026 (YTD)20252024202320222021202020192018
EUNZ.DE
iShares Edge MSCI EM Minimum Volatility UCITS ETF
18.69%-0.15%15.73%3.85%-8.85%13.05%-2.49%10.59%-0.66%
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 EUNZ.DE and SXRS.DE is 0.01, 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

0.01

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

0.19

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

0.20

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

0.26

Over the past year, the correlation between EUNZ.DE and SXRS.DE has dropped to 0.01 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

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Return for Risk

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

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

EUNZ.DE
EUNZ.DE Risk / Return Rank: 5858
Overall Rank
EUNZ.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EUNZ.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
EUNZ.DE Omega Ratio Rank: 5858
Omega Ratio Rank
EUNZ.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
EUNZ.DE Martin Ratio Rank: 6060
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.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.


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

-0.02

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.35

1.34

+0.01

Calmar ratioReturn relative to maximum drawdown

3.00

4.00

-1.00

Martin ratioReturn relative to average drawdown

10.57

8.95

+1.62

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

The current EUNZ.DE Sharpe Ratio is 1.85, which is comparable to the SXRS.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of EUNZ.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.


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Sharpe Ratios by Period


EUNZ.DESXRS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

1.87

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.70

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.53

-0.18

Drawdowns

EUNZ.DE vs. SXRS.DE - Drawdown Comparison

The maximum EUNZ.DE drawdown since its inception was -30.47%, 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 EUNZ.DE and SXRS.DE.


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Drawdown Indicators


EUNZ.DESXRS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.47%

-27.64%

-2.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.50%

-8.75%

+1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-14.00%

-16.03%

+2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-14.00%

-27.56%

+13.56%

Max Drawdown (10Y)

Largest decline over 10 years

-26.15%

Current Drawdown

Current decline from peak

-1.96%

-4.99%

+3.03%

Average Drawdown

Average peak-to-trough decline

-7.62%

-13.12%

+5.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

3.92%

-1.79%

Volatility

EUNZ.DE vs. SXRS.DE - Volatility Comparison

The current volatility for iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) is 4.75%, while iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 5.76%. This indicates that EUNZ.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


EUNZ.DESXRS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

5.76%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.35%

16.67%

-6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

12.18%

18.76%

-6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.41%

17.13%

-5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.32%

15.85%

-2.53%

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

EUNZ.DE has a 0.40% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.


Dividends

EUNZ.DE vs. SXRS.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EUNZ.DE and SXRS.DE have a correlation of 0.01, 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 0.40% for EUNZ.DE.

EUNZ.DE is categorized as Emerging Markets Equities, while SXRS.DE is Commodities. EUNZ.DE tracks MSCI Emerging Markets Minimum Volatility, while SXRS.DE tracks Bloomberg Commodity. Their fees differ too: 0.40% for EUNZ.DE and 0.19% for SXRS.DE.

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