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

Performance

EXXY.DE vs. XCMC.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 Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXXY.DE achieves a 23.43% return, which is significantly lower than XCMC.DE's 28.51% 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%

XCMC.DE

1D
-1.20%
1M
-1.31%
YTD
28.51%
6M
19.96%
1Y
29.14%
3Y*
11.29%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
EXXY.DE
iShares Diversified Commodity Swap UCITS ETF (DE)
23.43%3.90%10.13%-10.90%21.43%-0.09%
XCMC.DE
Xtrackers Bloomberg Commodity Swap UCITS ETF 1C
28.51%-2.66%11.92%-9.34%24.84%-11.32%

Correlation

The correlation between EXXY.DE and XCMC.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2021

0.93

The correlation between EXXY.DE and XCMC.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

EXXY.DE vs. XCMC.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: 5656
Overall Rank
EXXY.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EXXY.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
EXXY.DE Omega Ratio Rank: 5353
Omega Ratio Rank
EXXY.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
EXXY.DE Martin Ratio Rank: 5050
Martin Ratio Rank

XCMC.DE
XCMC.DE Risk / Return Rank: 5454
Overall Rank
XCMC.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XCMC.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XCMC.DE Omega Ratio Rank: 5252
Omega Ratio Rank
XCMC.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
XCMC.DE Martin Ratio Rank: 5151
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. XCMC.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 Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.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.DEXCMC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.32

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

3.78

3.72

+0.06

Martin ratioReturn relative to average drawdown

8.41

8.44

-0.02

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

The current EXXY.DE Sharpe Ratio is 1.78, which is comparable to the XCMC.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of EXXY.DE and XCMC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXXY.DEXCMC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

1.66

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

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

0.44

-0.43

Drawdowns

EXXY.DE vs. XCMC.DE - Drawdown Comparison

The maximum EXXY.DE drawdown since its inception was -65.58%, which is greater than XCMC.DE's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for EXXY.DE and XCMC.DE.


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Drawdown Indicators


EXXY.DEXCMC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.58%

-22.91%

-42.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-7.80%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-16.31%

-14.82%

-1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

Current Drawdown

Current decline from peak

-16.97%

-3.42%

-13.55%

Average Drawdown

Average peak-to-trough decline

-40.08%

-12.68%

-27.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

3.45%

+0.58%

Volatility

EXXY.DE vs. XCMC.DE - Volatility Comparison

iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) has a higher volatility of 5.99% compared to Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) at 4.94%. This indicates that EXXY.DE's price experiences larger fluctuations and is considered to be riskier than XCMC.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.DEXCMC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

4.94%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

16.80%

15.31%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

17.48%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

17.33%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.32%

17.33%

-2.01%

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

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


Dividends

EXXY.DE vs. XCMC.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, EXXY.DE and XCMC.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, XCMC.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCMC.DE is cheaper with a 0.19% expense ratio, compared with 0.46% for EXXY.DE.

EXXY.DE tracks Bloomberg Commodity, while XCMC.DE tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.46% for EXXY.DE and 0.19% for XCMC.DE.

Portfolio Optimizer

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