EXXY.DE vs. SXRS.DE
EXXY.DE (iShares Diversified Commodity Swap UCITS ETF (DE)) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both Commodities funds from iShares tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, EXXY.DE returned 11.46%/yr vs 12.06%/yr for SXRS.DE. With a 0.99 correlation, they move nearly in lockstep. EXXY.DE charges 0.46%/yr vs 0.19%/yr for SXRS.DE.
Performance
EXXY.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EXXY.DE having a 23.43% return and SXRS.DE slightly higher at 23.84%.
EXXY.DE
- 1D
- -1.47%
- 1M
- -0.31%
- YTD
- 23.43%
- 6M
- 22.49%
- 1Y
- 33.55%
- 3Y*
- 11.64%
- 5Y*
- 11.46%
- 10Y*
- 5.66%
SXRS.DE
- 1D
- -1.56%
- 1M
- -0.35%
- YTD
- 23.84%
- 6M
- 22.88%
- 1Y
- 34.67%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
EXXY.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -6.38% |
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 EXXY.DE and SXRS.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.99 |
The correlation between EXXY.DE and SXRS.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
EXXY.DE vs. SXRS.DE — Risk / Return Rank
EXXY.DE
SXRS.DE
EXXY.DE vs. SXRS.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 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.
| EXXY.DE | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 4.00 | -0.23 |
| Martin ratioReturn relative to average drawdown | 8.41 | 8.95 | -0.54 |
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 | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 1.87 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.70 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.53 | -0.52 |
Drawdowns
EXXY.DE vs. SXRS.DE - Drawdown Comparison
The maximum EXXY.DE drawdown since its inception was -65.58%, 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 EXXY.DE and SXRS.DE.
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Drawdown Indicators
| EXXY.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -27.64% | -37.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -8.75% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -16.31% | -16.03% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -28.03% | -27.56% | -0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -33.54% | — | — |
Current DrawdownCurrent decline from peak | -16.97% | -4.99% | -11.98% |
Average DrawdownAverage peak-to-trough decline | -40.08% | -13.12% | -26.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 3.92% | +0.11% |
Volatility
EXXY.DE vs. SXRS.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) and iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) have volatilities of 5.99% and 5.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXXY.DE | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 5.76% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 16.80% | 16.67% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 18.76% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 17.13% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 15.85% | -0.53% |
EXXY.DE vs. SXRS.DE - Expense Ratio Comparison
EXXY.DE has a 0.46% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.
Dividends
EXXY.DE vs. SXRS.DE - Dividend Comparison
Neither EXXY.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.99, EXXY.DE and SXRS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.46% for EXXY.DE.
Both ETFs track Bloomberg Commodity. Their fees differ too: 0.46% for EXXY.DE and 0.19% for SXRS.DE.
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