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M9SA.DE vs. SXRS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

M9SA.DE vs. SXRS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Market Access Rogers International Commodity UCITS ETF (M9SA.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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M9SA.DE vs. SXRS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
M9SA.DE
Market Access Rogers International Commodity UCITS ETF
27.52%-4.38%10.96%-8.16%23.00%52.58%-18.26%13.66%-8.46%
SXRS.DE
iShares Diversified Commodity Swap UCITS ETF
22.41%4.72%10.95%-10.44%20.69%40.00%-13.37%9.72%-6.15%

Returns By Period

In the year-to-date period, M9SA.DE achieves a 27.52% return, which is significantly higher than SXRS.DE's 22.41% return.


M9SA.DE

1D
-2.85%
1M
13.95%
YTD
27.52%
6M
32.94%
1Y
19.69%
3Y*
9.77%
5Y*
14.90%
10Y*
8.72%

SXRS.DE

1D
-1.86%
1M
9.71%
YTD
22.41%
6M
32.00%
1Y
21.74%
3Y*
11.05%
5Y*
13.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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M9SA.DE vs. SXRS.DE - Expense Ratio Comparison

M9SA.DE has a 0.60% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.


Return for Risk

M9SA.DE vs. SXRS.DE — Risk / Return Rank

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

M9SA.DE
M9SA.DE Risk / Return Rank: 5050
Overall Rank
M9SA.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
M9SA.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
M9SA.DE Omega Ratio Rank: 4646
Omega Ratio Rank
M9SA.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
M9SA.DE Martin Ratio Rank: 3737
Martin Ratio Rank

SXRS.DE
SXRS.DE Risk / Return Rank: 6666
Overall Rank
SXRS.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SXRS.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SXRS.DE Omega Ratio Rank: 6262
Omega Ratio Rank
SXRS.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
SXRS.DE Martin Ratio Rank: 5353
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.

M9SA.DE vs. SXRS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Market Access Rogers International Commodity UCITS ETF (M9SA.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.


M9SA.DESXRS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.25

-0.32

Sortino ratio

Return per unit of downside risk

1.31

1.70

-0.39

Omega ratio

Gain probability vs. loss probability

1.19

1.24

-0.05

Calmar ratio

Return relative to maximum drawdown

2.30

2.55

-0.26

Martin ratio

Return relative to average drawdown

4.11

5.46

-1.35

M9SA.DE vs. SXRS.DE - Sharpe Ratio Comparison

The current M9SA.DE Sharpe Ratio is 0.93, which is comparable to the SXRS.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of M9SA.DE and SXRS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


M9SA.DESXRS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.25

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.82

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.55

-0.49

Correlation

The correlation between M9SA.DE and SXRS.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

M9SA.DE vs. SXRS.DE - Dividend Comparison

Neither M9SA.DE nor SXRS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

M9SA.DE vs. SXRS.DE - Drawdown Comparison

The maximum M9SA.DE drawdown since its inception was -68.53%, which is greater than SXRS.DE's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for M9SA.DE and SXRS.DE.


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Drawdown Indicators


M9SA.DESXRS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.53%

-27.64%

-40.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-12.03%

-0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

-27.56%

+0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-42.54%

Current Drawdown

Current decline from peak

-2.85%

-1.92%

-0.93%

Average Drawdown

Average peak-to-trough decline

-33.95%

-13.33%

-20.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

4.09%

+0.93%

Volatility

M9SA.DE vs. SXRS.DE - Volatility Comparison

Market Access Rogers International Commodity UCITS ETF (M9SA.DE) has a higher volatility of 12.67% compared to iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) at 8.51%. This indicates that M9SA.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


M9SA.DESXRS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.67%

8.51%

+4.16%

Volatility (6M)

Calculated over the trailing 6-month period

16.77%

13.97%

+2.80%

Volatility (1Y)

Calculated over the trailing 1-year period

21.14%

17.38%

+3.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

16.69%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

15.60%

+2.34%