EXXY.DE vs. EXSA.DE
EXXY.DE (iShares Diversified Commodity Swap UCITS ETF (DE)) and EXSA.DE (iShares STOXX Europe 600 UCITS ETF (DE)) are both exchange-traded funds - EXXY.DE is a Commodities fund tracking the Bloomberg Commodity, while EXSA.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, EXXY.DE returned 5.66%/yr vs 9.18%/yr for EXSA.DE. At a 0.25 correlation, their price movements are largely independent. EXXY.DE charges 0.46%/yr vs 0.20%/yr for EXSA.DE.
Performance
EXXY.DE vs. EXSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXXY.DE achieves a 23.43% return, which is significantly higher than EXSA.DE's 7.58% return. Over the past 10 years, EXXY.DE has underperformed EXSA.DE with an annualized return of 5.66%, while EXSA.DE has yielded a comparatively higher 9.18% annualized return.
EXXY.DE
- 1D
- -1.47%
- 1M
- -3.12%
- YTD
- 23.43%
- 6M
- 24.08%
- 1Y
- 33.97%
- 3Y*
- 11.64%
- 5Y*
- 11.46%
- 10Y*
- 5.66%
EXSA.DE
- 1D
- 0.61%
- 1M
- 3.15%
- YTD
- 7.58%
- 6M
- 10.11%
- 1Y
- 16.27%
- 3Y*
- 13.94%
- 5Y*
- 9.65%
- 10Y*
- 9.18%
EXXY.DE vs. EXSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXXY.DE iShares Diversified Commodity Swap UCITS ETF (DE) | 23.43% | 3.90% | 10.13% | -10.90% | 21.43% | 38.49% | -14.34% | 8.73% | -6.18% | -12.20% |
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 7.58% | 20.49% | 8.50% | 15.46% | -10.09% | 24.22% | -1.80% | 28.41% | -10.99% | 10.67% |
Correlation
The correlation between EXXY.DE and EXSA.DE is -0.21, 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 | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2007 | 0.25 |
The correlation between EXXY.DE and EXSA.DE shifts across timeframes, from -0.21 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXXY.DE vs. EXSA.DE — Risk / Return Rank
EXXY.DE
EXSA.DE
EXXY.DE vs. EXSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) and iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.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.
| EXXY.DE | EXSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.24 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 1.68 | +2.10 |
| Martin ratioReturn relative to average drawdown | 8.41 | 6.32 | +2.09 |
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
| EXXY.DE | EXSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 1.25 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.66 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.58 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.39 | -0.37 |
Drawdowns
EXXY.DE vs. EXSA.DE - Drawdown Comparison
The maximum EXXY.DE drawdown since its inception was -65.58%, which is greater than EXSA.DE's maximum drawdown of -58.34%. Use the drawdown chart below to compare losses from any high point for EXXY.DE and EXSA.DE.
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Drawdown Indicators
| EXXY.DE | EXSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -58.34% | -7.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -9.64% | +0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -16.31% | -16.33% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -28.03% | -20.68% | -7.35% |
Max Drawdown (10Y)Largest decline over 10 years | -33.54% | -35.69% | +2.15% |
Current DrawdownCurrent decline from peak | -16.97% | -1.64% | -15.33% |
Average DrawdownAverage peak-to-trough decline | -40.08% | -11.13% | -28.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 2.57% | +1.46% |
Volatility
EXXY.DE vs. EXSA.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) has a higher volatility of 5.99% compared to iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) at 4.33%. This indicates that EXXY.DE's price experiences larger fluctuations and is considered to be riskier than EXSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXXY.DE | EXSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 4.33% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 16.80% | 10.68% | +6.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 12.96% | +6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 14.44% | +3.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 15.78% | -0.46% |
EXXY.DE vs. EXSA.DE - Expense Ratio Comparison
EXXY.DE has a 0.46% expense ratio, which is higher than EXSA.DE's 0.20% expense ratio.
Dividends
EXXY.DE vs. EXSA.DE - Dividend Comparison
EXXY.DE has not paid dividends to shareholders, while EXSA.DE's dividend yield for the trailing twelve months is around 2.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 2.36% | 2.54% | 2.79% | 2.68% | 2.76% | 2.23% | 1.85% | 2.87% | 3.03% | 4.42% | 3.42% | 2.97% |
EXXY.DE iShares Diversified Commodity Swap UCITS ETF (DE) | 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
EXXY.DE and EXSA.DE have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSA.DE is cheaper with a 0.20% expense ratio, compared with 0.46% for EXXY.DE.
EXXY.DE is categorized as Commodities, while EXSA.DE is Europe Equities. EXXY.DE tracks Bloomberg Commodity, while EXSA.DE tracks STOXX® Europe 600. Their fees differ too: 0.46% for EXXY.DE and 0.20% for EXSA.DE.
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