EXXY.DE vs. SXRV.DE
EXXY.DE (iShares Diversified Commodity Swap UCITS ETF (DE)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - EXXY.DE is a Commodities fund tracking the Bloomberg Commodity, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, EXXY.DE returned 5.66%/yr vs 21.24%/yr for SXRV.DE. At a 0.27 correlation, their price movements are largely independent. EXXY.DE charges 0.46%/yr vs 0.36%/yr for SXRV.DE.
Performance
EXXY.DE vs. SXRV.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 SXRV.DE's 20.57% return. Over the past 10 years, EXXY.DE has underperformed SXRV.DE with an annualized return of 5.66%, while SXRV.DE has yielded a comparatively higher 21.24% 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%
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
EXXY.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between EXXY.DE and SXRV.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 | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 10, 2010 | 0.27 |
Over the past year, the correlation between EXXY.DE and SXRV.DE has dropped to 0.01 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
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Return for Risk
EXXY.DE vs. SXRV.DE — Risk / Return Rank
EXXY.DE
SXRV.DE
EXXY.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.42 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 3.75 | +0.02 |
| Martin ratioReturn relative to average drawdown | 8.41 | 11.16 | -2.75 |
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 | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 2.40 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.93 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 1.07 | -0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.91 | -0.89 |
Drawdowns
EXXY.DE vs. SXRV.DE - Drawdown Comparison
The maximum EXXY.DE drawdown since its inception was -65.58%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for EXXY.DE and SXRV.DE.
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Drawdown Indicators
| EXXY.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -32.80% | -32.78% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -10.03% | +1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -16.31% | -26.69% | +10.38% |
Max Drawdown (5Y)Largest decline over 5 years | -28.03% | -31.33% | +3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -33.54% | -31.33% | -2.21% |
Current DrawdownCurrent decline from peak | -16.97% | -0.83% | -16.14% |
Average DrawdownAverage peak-to-trough decline | -40.08% | -6.56% | -33.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 3.38% | +0.65% |
Volatility
EXXY.DE vs. SXRV.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) has a higher volatility of 5.99% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that EXXY.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 4.26% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 16.80% | 10.98% | +5.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 15.67% | +3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 19.84% | -2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 19.65% | -4.33% |
EXXY.DE vs. SXRV.DE - Expense Ratio Comparison
EXXY.DE has a 0.46% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
EXXY.DE vs. SXRV.DE - Dividend Comparison
Neither EXXY.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
EXXY.DE and SXRV.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, SXRV.DE is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRV.DE is cheaper with a 0.36% expense ratio, compared with 0.46% for EXXY.DE.
EXXY.DE is categorized as Commodities, while SXRV.DE is Nasdaq-100. EXXY.DE tracks Bloomberg Commodity, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.46% for EXXY.DE and 0.36% for SXRV.DE.
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