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EXXY.DE vs. XAAG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EXXY.DE vs. XAAG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) and Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE). The values are adjusted to include any dividend payments, if applicable.

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EXXY.DE vs. XAAG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXXY.DE
iShares Diversified Commodity Swap UCITS ETF (DE)
24.61%3.90%10.13%-10.90%21.43%38.49%-14.34%8.73%-6.18%-1.51%
XAAG.DE
Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc
24.33%12.13%14.84%-14.76%23.35%39.76%-19.46%12.99%-5.11%4.28%

Returns By Period

The year-to-date returns for both stocks are quite close, with EXXY.DE having a 24.61% return and XAAG.DE slightly lower at 24.33%.


EXXY.DE

1D
2.18%
1M
9.37%
YTD
24.61%
6M
33.52%
1Y
23.73%
3Y*
10.57%
5Y*
13.67%
10Y*
7.11%

XAAG.DE

1D
-1.47%
1M
8.59%
YTD
24.33%
6M
38.58%
1Y
28.92%
3Y*
15.06%
5Y*
16.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EXXY.DE vs. XAAG.DE - Expense Ratio Comparison

EXXY.DE has a 0.46% expense ratio, which is higher than XAAG.DE's 0.19% expense ratio.


Return for Risk

EXXY.DE vs. XAAG.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXXY.DE
EXXY.DE Risk / Return Rank: 7171
Overall Rank
EXXY.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
EXXY.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
EXXY.DE Omega Ratio Rank: 6565
Omega Ratio Rank
EXXY.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
EXXY.DE Martin Ratio Rank: 6464
Martin Ratio Rank

XAAG.DE
XAAG.DE Risk / Return Rank: 6565
Overall Rank
XAAG.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
XAAG.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
XAAG.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XAAG.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
XAAG.DE Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXXY.DE vs. XAAG.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 Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.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.DEXAAG.DEDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.30

+0.04

Sortino ratio

Return per unit of downside risk

1.83

1.74

+0.09

Omega ratio

Gain probability vs. loss probability

1.25

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

3.25

2.54

+0.71

Martin ratio

Return relative to average drawdown

7.57

5.46

+2.11

EXXY.DE vs. XAAG.DE - Sharpe Ratio Comparison

The current EXXY.DE Sharpe Ratio is 1.35, which is comparable to the XAAG.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of EXXY.DE and XAAG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EXXY.DEXAAG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.30

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.79

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.48

-0.46

Correlation

The correlation between EXXY.DE and XAAG.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EXXY.DE vs. XAAG.DE - Dividend Comparison

Neither EXXY.DE nor XAAG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EXXY.DE vs. XAAG.DE - Drawdown Comparison

The maximum EXXY.DE drawdown since its inception was -65.58%, which is greater than XAAG.DE's maximum drawdown of -33.85%. Use the drawdown chart below to compare losses from any high point for EXXY.DE and XAAG.DE.


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Drawdown Indicators


EXXY.DEXAAG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.58%

-33.85%

-31.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-14.18%

+5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

-33.85%

+5.82%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

Current Drawdown

Current decline from peak

-16.18%

-2.33%

-13.85%

Average Drawdown

Average peak-to-trough decline

-40.29%

-14.09%

-26.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

5.36%

-1.51%

Volatility

EXXY.DE vs. XAAG.DE - Volatility Comparison

The current volatility for iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) is 8.64%, while Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) has a volatility of 9.37%. This indicates that EXXY.DE experiences smaller price fluctuations and is considered to be less risky than XAAG.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.DEXAAG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.64%

9.37%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

14.08%

17.80%

-3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

17.59%

22.14%

-4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.10%

20.06%

-2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.10%

18.32%

-3.22%