EXXY.DE vs. SXR8.DE
EXXY.DE (iShares Diversified Commodity Swap UCITS ETF (DE)) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - EXXY.DE is a Commodities fund tracking the Bloomberg Commodity, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, EXXY.DE returned 5.66%/yr vs 14.95%/yr for SXR8.DE. At a 0.34 correlation, their price movements are largely independent. EXXY.DE charges 0.46%/yr vs 0.07%/yr for SXR8.DE.
Performance
EXXY.DE vs. SXR8.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 SXR8.DE's 11.37% return. Over the past 10 years, EXXY.DE has underperformed SXR8.DE with an annualized return of 5.66%, while SXR8.DE has yielded a comparatively higher 14.95% 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%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
EXXY.DE vs. SXR8.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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between EXXY.DE and SXR8.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 | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.34 |
The correlation between EXXY.DE and SXR8.DE shifts across timeframes, from -0.01 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EXXY.DE vs. SXR8.DE — Risk / Return Rank
EXXY.DE
SXR8.DE
EXXY.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.41 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 3.58 | +0.20 |
| Martin ratioReturn relative to average drawdown | 8.41 | 12.71 | -4.30 |
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 | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 2.21 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.96 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.92 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.79 | -0.77 |
Drawdowns
EXXY.DE vs. SXR8.DE - Drawdown Comparison
The maximum EXXY.DE drawdown since its inception was -65.58%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EXXY.DE and SXR8.DE.
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Drawdown Indicators
| EXXY.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -33.78% | -31.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -7.13% | -1.82% |
Max Drawdown (3Y)Largest decline over 3 years | -16.31% | -23.32% | +7.01% |
Max Drawdown (5Y)Largest decline over 5 years | -28.03% | -23.32% | -4.71% |
Max Drawdown (10Y)Largest decline over 10 years | -33.54% | -33.78% | +0.24% |
Current DrawdownCurrent decline from peak | -16.97% | -0.45% | -16.52% |
Average DrawdownAverage peak-to-trough decline | -40.08% | -5.17% | -34.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 2.01% | +2.02% |
Volatility
EXXY.DE vs. SXR8.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) has a higher volatility of 5.99% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that EXXY.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 2.65% | +3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 16.80% | 7.57% | +9.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 11.56% | +7.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 15.16% | +2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 16.09% | -0.77% |
EXXY.DE vs. SXR8.DE - Expense Ratio Comparison
EXXY.DE has a 0.46% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
EXXY.DE vs. SXR8.DE - Dividend Comparison
Neither EXXY.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
EXXY.DE and SXR8.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, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.46% for EXXY.DE.
EXXY.DE is categorized as Commodities, while SXR8.DE is S&P 500. EXXY.DE tracks Bloomberg Commodity, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.46% for EXXY.DE and 0.07% for SXR8.DE.
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