SXR1.DE vs. SXRS.DE
SXR1.DE (iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - SXR1.DE is a Asia Pacific Equities fund tracking the MSCI Pacific ex Japan, while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, SXR1.DE returned 5.82%/yr vs 12.06%/yr for SXRS.DE. At a 0.29 correlation, their price movements are largely independent. SXR1.DE charges 0.20%/yr vs 0.19%/yr for SXRS.DE.
Performance
SXR1.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR1.DE achieves a 8.90% return, which is significantly lower than SXRS.DE's 23.84% return.
SXR1.DE
- 1D
- -0.90%
- 1M
- -2.17%
- YTD
- 8.90%
- 6M
- 10.35%
- 1Y
- 13.62%
- 3Y*
- 10.41%
- 5Y*
- 5.82%
- 10Y*
- 7.48%
SXRS.DE
- 1D
- -1.56%
- 1M
- -0.35%
- YTD
- 23.84%
- 6M
- 22.88%
- 1Y
- 34.67%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
SXR1.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXR1.DE iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) | 8.90% | 7.00% | 11.91% | 2.20% | -0.86% | 13.17% | -2.98% | 21.74% | -2.44% |
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 SXR1.DE and SXRS.DE is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.29 |
The correlation between SXR1.DE and SXRS.DE shifts across timeframes, from -0.07 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXR1.DE vs. SXRS.DE — Risk / Return Rank
SXR1.DE
SXRS.DE
SXR1.DE vs. SXRS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.
| SXR1.DE | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 4.00 | -1.75 |
| Martin ratioReturn relative to average drawdown | 6.64 | 8.95 | -2.31 |
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
| SXR1.DE | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.87 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.70 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.53 | -0.26 |
Drawdowns
SXR1.DE vs. SXRS.DE - Drawdown Comparison
The maximum SXR1.DE drawdown since its inception was -38.62%, 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 SXR1.DE and SXRS.DE.
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Drawdown Indicators
| SXR1.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.62% | -27.64% | -10.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.21% | -8.75% | +2.54% |
Max Drawdown (3Y)Largest decline over 3 years | -20.28% | -16.03% | -4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -20.28% | -27.56% | +7.28% |
Max Drawdown (10Y)Largest decline over 10 years | -36.91% | — | — |
Current DrawdownCurrent decline from peak | -2.17% | -4.99% | +2.82% |
Average DrawdownAverage peak-to-trough decline | -9.79% | -13.12% | +3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 3.92% | -1.81% |
Volatility
SXR1.DE vs. SXRS.DE - Volatility Comparison
The current volatility for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) is 3.06%, while iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 5.76%. This indicates that SXR1.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
| SXR1.DE | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 5.76% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 16.67% | -7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 18.76% | -7.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 17.13% | -2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 15.85% | +0.75% |
SXR1.DE vs. SXRS.DE - Expense Ratio Comparison
SXR1.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
SXR1.DE vs. SXRS.DE - Dividend Comparison
Neither SXR1.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR1.DE and SXRS.DE have a correlation of -0.07, 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 SXR1.DE.
SXR1.DE is categorized as Asia Pacific Equities, while SXRS.DE is Commodities. SXR1.DE tracks MSCI Pacific ex Japan, while SXRS.DE tracks Bloomberg Commodity. Their fees differ too: 0.20% for SXR1.DE and 0.19% for SXRS.DE.
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