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SXR8.DE vs. EXXY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR8.DE vs. EXXY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR8.DE vs. EXXY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

SXR8.DE
SXR8.DE Risk / Return Rank: 7878
Overall Rank
SXR8.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7777
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7979
Martin Ratio Rank

EXXY.DE
EXXY.DE Risk / Return Rank: 5757
Overall Rank
EXXY.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EXXY.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EXXY.DE Omega Ratio Rank: 5858
Omega Ratio Rank
EXXY.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
EXXY.DE Martin Ratio Rank: 5454
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.

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.DEEXXY.DEDifference
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

SXR8.DE vs. EXXY.DE - Sharpe Ratio Comparison

The current SXR8.DE Sharpe Ratio is 1.98, which is comparable to the EXXY.DE Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of SXR8.DE and EXXY.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

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.DEEXXY.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.18%

-18.63%

+18.45%

Average Drawdown

Average peak-to-trough decline

-5.19%

-39.97%

+34.78%

Ulcer Index

Depth 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.DEEXXY.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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