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IUS5.DE vs. SXRS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUS5.DE vs. SXRS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (IUS5.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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUS5.DE vs. SXRS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

IUS5.DE
IUS5.DE Risk / Return Rank: 2929
Overall Rank
IUS5.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IUS5.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
IUS5.DE Omega Ratio Rank: 2424
Omega Ratio Rank
IUS5.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
IUS5.DE Martin Ratio Rank: 3030
Martin Ratio Rank

SXRS.DE
SXRS.DE Risk / Return Rank: 6464
Overall Rank
SXRS.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SXRS.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
SXRS.DE Omega Ratio Rank: 6565
Omega Ratio Rank
SXRS.DE Calmar Ratio Rank: 6767
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.

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.DESXRS.DEDifference
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

IUS5.DE vs. SXRS.DE - Sharpe Ratio Comparison

The current IUS5.DE Sharpe Ratio is 0.75, which is lower than the SXRS.DE Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of IUS5.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

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.DESXRS.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-16.99%

-6.08%

-10.91%

Average Drawdown

Average peak-to-trough decline

-14.95%

-16.36%

+1.41%

Ulcer Index

Depth 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.DESXRS.DEDifference

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.


Tickers have no history of dividend payments

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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