MOH.DE vs. SXRS.DE
MOH.DE (LVMH Moët Hennessy - Louis Vuitton Société Européenne) is a stock, while SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) is Commodities fund tracking the Bloomberg Commodity. Over the past 5 years, MOH.DE returned -4.33%/yr vs 12.06%/yr for SXRS.DE. At a 0.05 correlation, their price movements are largely independent.
Performance
MOH.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MOH.DE achieves a -24.42% return, which is significantly lower than SXRS.DE's 23.84% return.
MOH.DE
- 1D
- 2.64%
- 1M
- -0.09%
- YTD
- -24.42%
- 6M
- -23.29%
- 1Y
- 3.19%
- 3Y*
- -14.71%
- 5Y*
- -4.33%
- 10Y*
- 14.66%
SXRS.DE
- 1D
- -1.56%
- 1M
- -0.35%
- YTD
- 23.84%
- 6M
- 22.88%
- 1Y
- 34.67%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
MOH.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MOH.DE LVMH Moët Hennessy - Louis Vuitton Société Européenne | -24.42% | 3.01% | -12.42% | 8.38% | -3.90% | 43.75% | 26.43% | 68.02% | -9.41% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 9.72% | -6.15% |
Correlation
The correlation between MOH.DE and SXRS.DE is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.05 |
The correlation between MOH.DE and SXRS.DE shifts across timeframes, from -0.20 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MOH.DE vs. SXRS.DE — Risk / Return Rank
MOH.DE
SXRS.DE
MOH.DE vs. SXRS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LVMH Moët Hennessy - Louis Vuitton Société Européenne (MOH.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.
| MOH.DE | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.34 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | 4.00 | -3.94 |
| Martin ratioReturn relative to average drawdown | 0.12 | 8.95 | -8.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MOH.DE | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 1.87 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.70 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.53 | -0.23 |
Drawdowns
MOH.DE vs. SXRS.DE - Drawdown Comparison
The maximum MOH.DE drawdown since its inception was -67.67%, 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 MOH.DE and SXRS.DE.
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Drawdown Indicators
| MOH.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.67% | -27.64% | -40.03% |
Max Drawdown (1Y)Largest decline over 1 year | -30.59% | -8.75% | -21.84% |
Max Drawdown (3Y)Largest decline over 3 years | -48.89% | -16.03% | -32.86% |
Max Drawdown (5Y)Largest decline over 5 years | -49.14% | -27.56% | -21.58% |
Max Drawdown (10Y)Largest decline over 10 years | -49.14% | — | — |
Current DrawdownCurrent decline from peak | -43.51% | -4.99% | -38.52% |
Average DrawdownAverage peak-to-trough decline | -17.23% | -13.12% | -4.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.12% | 3.92% | +11.20% |
Volatility
MOH.DE vs. SXRS.DE - Volatility Comparison
LVMH Moët Hennessy - Louis Vuitton Société Européenne (MOH.DE) has a higher volatility of 8.71% compared to iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) at 5.76%. This indicates that MOH.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
| MOH.DE | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.71% | 5.76% | +2.95% |
Volatility (6M)Calculated over the trailing 6-month period | 21.12% | 16.67% | +4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.15% | 18.76% | +12.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.70% | 17.13% | +12.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.05% | 15.85% | +12.20% |
Dividends
MOH.DE vs. SXRS.DE - Dividend Comparison
MOH.DE's dividend yield for the trailing twelve months is around 2.74%, while SXRS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MOH.DE LVMH Moët Hennessy - Louis Vuitton Société Européenne | 2.74% | 2.04% | 2.05% | 1.70% | 1.74% | 0.96% | 1.79% | 1.49% | 2.14% | 1.70% | 2.00% | 2.23% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MOH.DE and SXRS.DE have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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