SXR8.DE vs. EXXY.DE
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and EXXY.DE (iShares Diversified Commodity Swap UCITS ETF (DE)) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while EXXY.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 10 years, SXR8.DE returned 14.52%/yr vs 5.30%/yr for EXXY.DE. At a 0.34 correlation, their price movements are largely independent. SXR8.DE charges 0.07%/yr vs 0.46%/yr for EXXY.DE.
Performance
SXR8.DE vs. EXXY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXR8.DE achieves a 13.10% return, which is significantly lower than EXXY.DE's 20.95% return. Over the past 10 years, SXR8.DE has outperformed EXXY.DE with an annualized return of 14.52%, while EXXY.DE has yielded a comparatively lower 5.30% annualized return.
SXR8.DE
- 1D
- 0.23%
- 1M
- 1.43%
- 6M
- 12.05%
- YTD
- 13.10%
- 1Y
- 23.52%
- 3Y*
- 19.30%
- 5Y*
- 13.73%
- 10Y*
- 14.52%
EXXY.DE
- 1D
- -0.09%
- 1M
- 3.07%
- 6M
- 17.23%
- YTD
- 20.95%
- 1Y
- 30.97%
- 3Y*
- 11.04%
- 5Y*
- 10.33%
- 10Y*
- 5.30%
SXR8.DE vs. EXXY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 13.10% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
EXXY.DE iShares Diversified Commodity Swap UCITS ETF (DE) | 20.95% | 3.90% | 10.13% | -10.88% | 20.77% | 39.23% | -14.34% | 8.73% | -6.17% | -12.22% |
Correlation
The correlation between SXR8.DE and EXXY.DE is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | 0.34 |
The correlation between SXR8.DE and EXXY.DE shifts across timeframes, from -0.03 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXR8.DE vs. EXXY.DE — Risk / Return Rank
SXR8.DE
EXXY.DE
SXR8.DE vs. EXXY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.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.
| SXR8.DE | EXXY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 2.49 | +0.88 |
| Martin ratioReturn relative to average drawdown | 11.97 | 7.61 | +4.36 |
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Drawdowns
SXR8.DE vs. EXXY.DE - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum EXXY.DE drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and EXXY.DE.
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Drawdown Indicators
| SXR8.DE | EXXY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -65.59% | +31.81% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -12.37% | +5.43% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -16.32% | -7.00% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -28.01% | +4.69% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -33.55% | -0.23% |
Current DrawdownCurrent decline from peak | -0.18% | -18.63% | +18.45% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -39.97% | +34.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 4.06% | -2.10% |
Volatility
SXR8.DE vs. EXXY.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 2.75%, while iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) has a volatility of 4.58%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than EXXY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR8.DE | EXXY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 4.58% | -1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 7.92% | 16.84% | -8.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.87% | 19.20% | -7.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 17.66% | -2.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 15.39% | +0.68% |
SXR8.DE vs. EXXY.DE - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than EXXY.DE's 0.46% expense ratio.
Dividends
SXR8.DE vs. EXXY.DE - Dividend Comparison
Neither SXR8.DE nor EXXY.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and EXXY.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.46% for EXXY.DE.
SXR8.DE is categorized as S&P 500, while EXXY.DE is Commodities. SXR8.DE tracks S&P 500 Index, while EXXY.DE tracks Bloomberg Commodity. Their fees differ too: 0.07% for SXR8.DE and 0.46% for EXXY.DE.
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