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IGLD.DE vs. SXRS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLD.DE vs. SXRS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) and iShares Diversified Commodity Swap UCITS ETF (SXRS.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, IGLD.DE achieves a -9.48% return, which is significantly lower than SXRS.DE's 21.33% return.


IGLD.DE

1D
0.00%
1M
-6.58%
6M
-13.48%
YTD
-9.48%
1Y
16.23%
3Y*
24.33%
5Y*
10Y*

SXRS.DE

1D
0.12%
1M
3.69%
6M
18.42%
YTD
21.33%
1Y
32.60%
3Y*
11.96%
5Y*
10.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLD.DE vs. SXRS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IGLD.DE
iShares Physical Gold (EUR Hedged) ETC
-9.48%63.04%24.54%10.49%-0.31%
SXRS.DE
iShares Diversified Commodity Swap UCITS ETF
21.33%4.68%11.06%-10.49%-5.79%

Correlation

The correlation between IGLD.DE and SXRS.DE is 0.06, 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

0.06

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

0.17

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2022

0.15

The correlation between IGLD.DE and SXRS.DE shifts across timeframes, from 0.06 (1 year) to 0.17 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGLD.DE vs. SXRS.DE — Risk / Return Rank

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

IGLD.DE
IGLD.DE Risk / Return Rank: 2020
Overall Rank
IGLD.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IGLD.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
IGLD.DE Omega Ratio Rank: 2222
Omega Ratio Rank
IGLD.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
IGLD.DE Martin Ratio Rank: 1919
Martin Ratio Rank

SXRS.DE
SXRS.DE Risk / Return Rank: 6363
Overall Rank
SXRS.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SXRS.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
SXRS.DE Omega Ratio Rank: 6565
Omega Ratio Rank
SXRS.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
SXRS.DE Martin Ratio Rank: 5858
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.

IGLD.DE vs. SXRS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold (EUR Hedged) ETC (IGLD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGLD.DESXRS.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

1.13

1.31

-0.18

Calmar ratioReturn relative to maximum drawdown

0.64

2.62

-1.98

Martin ratioReturn relative to average drawdown

1.55

7.96

-6.41

IGLD.DE vs. SXRS.DE - Sharpe Ratio Comparison

The current IGLD.DE Sharpe Ratio is 0.61, which is lower than the SXRS.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of IGLD.DE and SXRS.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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Drawdowns

IGLD.DE vs. SXRS.DE - Drawdown Comparison

The maximum IGLD.DE drawdown since its inception was -25.14%, smaller than the maximum SXRS.DE drawdown of -37.23%. Use the drawdown chart below to compare losses from any high point for IGLD.DE and SXRS.DE.


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Drawdown Indicators


IGLD.DESXRS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.14%

-37.23%

+12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-25.14%

-12.39%

-12.75%

Max Drawdown (3Y)

Largest decline over 3 years

-25.14%

-15.96%

-9.18%

Max Drawdown (5Y)

Largest decline over 5 years

-27.58%

Current Drawdown

Current decline from peak

-24.44%

-6.86%

-17.58%

Average Drawdown

Average peak-to-trough decline

-4.30%

-16.36%

+12.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.46%

4.09%

+6.37%

Volatility

IGLD.DE vs. SXRS.DE - Volatility Comparison

iShares Physical Gold (EUR Hedged) ETC (IGLD.DE) has a higher volatility of 7.38% compared to iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) at 4.38%. This indicates that IGLD.DE's price experiences larger fluctuations and is considered to be riskier than SXRS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGLD.DESXRS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

4.38%

+3.00%

Volatility (6M)

Calculated over the trailing 6-month period

23.04%

16.71%

+6.33%

Volatility (1Y)

Calculated over the trailing 1-year period

26.39%

18.88%

+7.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.33%

17.20%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

16.58%

+1.75%

IGLD.DE vs. SXRS.DE - Expense Ratio Comparison

IGLD.DE has a 0.25% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IGLD.DE vs. SXRS.DE - Dividend Comparison

Neither IGLD.DE nor SXRS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IGLD.DE and SXRS.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.25% for IGLD.DE.

IGLD.DE is categorized as Gold, while SXRS.DE is Commodities. IGLD.DE tracks Gold (EUR Hedged), while SXRS.DE tracks Bloomberg Commodity. Their fees differ too: 0.25% for IGLD.DE and 0.19% for SXRS.DE.

Portfolio Optimizer

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