IGLD.DE vs. SXRS.DE
IGLD.DE (iShares Physical Gold (EUR Hedged) ETC) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - IGLD.DE is a Gold fund tracking the Gold (EUR Hedged), while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 3 years, IGLD.DE returned 24.33%/yr vs 11.96%/yr for SXRS.DE. At a 0.15 correlation, their price movements are largely independent. IGLD.DE charges 0.25%/yr vs 0.19%/yr for SXRS.DE.
Performance
IGLD.DE vs. SXRS.DE - Performance Comparison
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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*
- —
IGLD.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
IGLD.DE
SXRS.DE
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.DE | SXRS.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -24.44% | -6.86% | -17.58% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -16.36% | +12.06% |
Ulcer IndexDepth 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.DE | SXRS.DE | Difference | |
|---|---|---|---|
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.
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.
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