EXUS.DE vs. SXRS.DE
EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index, while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past year, EXUS.DE returned 20.10% vs 35.20% for SXRS.DE. At a 0.03 correlation, their price movements are largely independent. EXUS.DE charges 0.15%/yr vs 0.19%/yr for SXRS.DE.
Performance
EXUS.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXUS.DE achieves a 9.64% return, which is significantly lower than SXRS.DE's 23.84% return.
EXUS.DE
- 1D
- 0.19%
- 1M
- 3.48%
- YTD
- 9.64%
- 6M
- 11.67%
- 1Y
- 20.10%
- 3Y*
- —
- 5Y*
- —
- 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*
- —
EXUS.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 9.64% | 17.80% | 5.15% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 8.93% |
Correlation
The correlation between EXUS.DE and SXRS.DE is -0.18, 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 | -0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | 0.03 |
The correlation between EXUS.DE and SXRS.DE shifts across timeframes, from -0.18 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXUS.DE vs. SXRS.DE — Risk / Return Rank
EXUS.DE
SXRS.DE
EXUS.DE vs. SXRS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.
| EXUS.DE | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 4.00 | -1.70 |
| Martin ratioReturn relative to average drawdown | 9.01 | 8.95 | +0.06 |
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
| EXUS.DE | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 1.87 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.53 | +0.57 |
Drawdowns
EXUS.DE vs. SXRS.DE - Drawdown Comparison
The maximum EXUS.DE drawdown since its inception was -16.21%, smaller than the maximum SXRS.DE drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for EXUS.DE and SXRS.DE.
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Drawdown Indicators
| EXUS.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -27.64% | +11.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -8.75% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.03% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.56% | — |
Current DrawdownCurrent decline from peak | -0.76% | -4.99% | +4.23% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -13.12% | +11.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 3.92% | -1.69% |
Volatility
EXUS.DE vs. SXRS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) is 3.28%, while iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 5.76%. This indicates that EXUS.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
| EXUS.DE | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 5.76% | -2.48% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 16.67% | -6.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 18.76% | -6.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 17.13% | -3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.39% | 15.85% | -2.46% |
EXUS.DE vs. SXRS.DE - Expense Ratio Comparison
EXUS.DE has a 0.15% 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
EXUS.DE vs. SXRS.DE - Dividend Comparison
Neither EXUS.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
EXUS.DE and SXRS.DE have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for SXRS.DE.
EXUS.DE is categorized as Global Equities, while SXRS.DE is Commodities. EXUS.DE tracks MSCI World ex USA index, while SXRS.DE tracks Bloomberg Commodity. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for EXUS.DE and 0.19% for SXRS.DE.
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