IUS5.DE vs. SXRS.DE
IUS5.DE (iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - IUS5.DE is a Inflation-Protected Bonds fund tracking the Bloomberg World Government Inflation-Linked Bond, while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, IUS5.DE returned -1.92%/yr vs 11.08%/yr for SXRS.DE. At a 0.14 correlation, their price movements are largely independent. IUS5.DE charges 0.20%/yr vs 0.19%/yr for SXRS.DE.
Performance
IUS5.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS5.DE achieves a 2.69% return, which is significantly lower than SXRS.DE's 22.33% return.
IUS5.DE
- 1D
- 0.03%
- 1M
- 0.11%
- 6M
- 1.28%
- YTD
- 2.69%
- 1Y
- 3.74%
- 3Y*
- 1.59%
- 5Y*
- -1.92%
- 10Y*
- 0.54%
SXRS.DE
- 1D
- 0.83%
- 1M
- 4.04%
- 6M
- 19.75%
- YTD
- 22.33%
- 1Y
- 32.45%
- 3Y*
- 11.96%
- 5Y*
- 11.08%
- 10Y*
- —
IUS5.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUS5.DE iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) | 2.69% | -3.37% | 2.59% | 1.53% | -17.30% | 12.12% | 2.24% | 10.07% | 0.53% | 0.80% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 22.33% | 4.68% | 11.06% | -10.49% | 20.61% | 40.00% | -13.38% | 9.88% | -21.55% | 5.80% |
Correlation
The correlation between IUS5.DE and SXRS.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2017 | 0.14 |
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Return for Risk
IUS5.DE vs. SXRS.DE — Risk / Return Rank
IUS5.DE
SXRS.DE
IUS5.DE vs. SXRS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.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.
| IUS5.DE | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.31 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 2.61 | -0.99 |
| Martin ratioReturn relative to average drawdown | 3.36 | 7.89 | -4.53 |
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Drawdowns
IUS5.DE vs. SXRS.DE - Drawdown Comparison
The maximum IUS5.DE drawdown since its inception was -35.18%, smaller than the maximum SXRS.DE drawdown of -37.23%. Use the drawdown chart below to compare losses from any high point for IUS5.DE and SXRS.DE.
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Drawdown Indicators
| IUS5.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.18% | -37.23% | +2.05% |
Max Drawdown (1Y)Largest decline over 1 year | -2.31% | -12.39% | +10.08% |
Max Drawdown (3Y)Largest decline over 3 years | -8.42% | -15.96% | +7.54% |
Max Drawdown (5Y)Largest decline over 5 years | -22.31% | -27.58% | +5.27% |
Max Drawdown (10Y)Largest decline over 10 years | -22.31% | — | — |
Current DrawdownCurrent decline from peak | -16.99% | -6.08% | -10.91% |
Average DrawdownAverage peak-to-trough decline | -14.95% | -16.36% | +1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 4.07% | -2.96% |
Volatility
IUS5.DE vs. SXRS.DE - Volatility Comparison
The current volatility for iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.DE) is 0.94%, while iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 4.33%. This indicates that IUS5.DE experiences smaller price fluctuations and is considered to be less risky 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
| IUS5.DE | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 4.33% | -3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 3.53% | 16.66% | -13.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.03% | 18.88% | -13.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.54% | 17.20% | -8.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.48% | 16.58% | -7.10% |
IUS5.DE vs. SXRS.DE - Expense Ratio Comparison
IUS5.DE has a 0.20% 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
IUS5.DE vs. SXRS.DE - Dividend Comparison
Neither IUS5.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
IUS5.DE and SXRS.DE have a correlation of 0.11, 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 0.20% for IUS5.DE.
IUS5.DE is categorized as Inflation-Protected Bonds, while SXRS.DE is Commodities. IUS5.DE tracks Bloomberg World Government Inflation-Linked Bond, while SXRS.DE tracks Bloomberg Commodity. Their fees differ too: 0.20% for IUS5.DE and 0.19% for SXRS.DE.
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