SXRS.DE vs. 5MVL.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and 5MVL.DE (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - SXRS.DE is a Commodities fund tracking the Bloomberg Commodity, while 5MVL.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Select Value Factor Focus. Both are passively managed. Over the past 5 years, SXRS.DE returned 10.89%/yr vs 16.95%/yr for 5MVL.DE. At a 0.27 correlation, their price movements are largely independent. SXRS.DE charges 0.19%/yr vs 0.40%/yr for 5MVL.DE.
Performance
SXRS.DE vs. 5MVL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRS.DE achieves a 18.88% return, which is significantly lower than 5MVL.DE's 43.44% return.
SXRS.DE
- 1D
- -1.55%
- 1M
- -8.54%
- YTD
- 18.88%
- 6M
- 22.40%
- 1Y
- 29.92%
- 3Y*
- 10.89%
- 5Y*
- 10.89%
- 10Y*
- —
5MVL.DE
- 1D
- 3.39%
- 1M
- 4.58%
- YTD
- 43.44%
- 6M
- 48.91%
- 1Y
- 74.54%
- 3Y*
- 32.41%
- 5Y*
- 16.95%
- 10Y*
- —
SXRS.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 18.88% | 4.68% | 11.06% | -10.49% | 20.61% | 40.00% | -13.38% | 9.88% | -7.78% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 43.44% | 27.25% | 21.00% | 14.59% | -10.56% | 13.09% | -2.40% | 20.36% | -14.02% |
Correlation
The correlation between SXRS.DE and 5MVL.DE is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2018 | 0.27 |
Over the past year, the correlation between SXRS.DE and 5MVL.DE has dropped to 0.02 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXRS.DE vs. 5MVL.DE — Risk / Return Rank
SXRS.DE
5MVL.DE
SXRS.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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.
| SXRS.DE | 5MVL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.63 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | 7.62 | -4.21 |
| Martin ratioReturn relative to average drawdown | 7.38 | 23.86 | -16.48 |
Loading charts...
Drawdowns
SXRS.DE vs. 5MVL.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -37.23%, which is greater than 5MVL.DE's maximum drawdown of -32.22%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and 5MVL.DE.
Loading charts...
Drawdown Indicators
| SXRS.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.23% | -32.22% | -5.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -9.73% | +0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -19.14% | +3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -20.60% | -6.98% |
Current DrawdownCurrent decline from peak | -8.74% | -5.46% | -3.28% |
Average DrawdownAverage peak-to-trough decline | -16.43% | -6.63% | -9.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 3.11% | +0.93% |
Volatility
SXRS.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) is 5.00%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 9.05%. This indicates that SXRS.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRS.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 9.05% | -4.05% |
Volatility (6M)Calculated over the trailing 6-month period | 16.89% | 16.96% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.09% | 20.07% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 17.00% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 19.34% | -2.74% |
SXRS.DE vs. 5MVL.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than 5MVL.DE's 0.40% expense ratio.
Dividends
SXRS.DE vs. 5MVL.DE - Dividend Comparison
Neither SXRS.DE nor 5MVL.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and 5MVL.DE have a correlation of 0.02, 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 0.40% for 5MVL.DE.
SXRS.DE is categorized as Commodities, while 5MVL.DE is Emerging Markets Equities. SXRS.DE tracks Bloomberg Commodity, while 5MVL.DE tracks MSCI Emerging Markets Select Value Factor Focus. Their fees differ too: 0.19% for SXRS.DE and 0.40% for 5MVL.DE.
Find the right allocation for SXRS.DE and 5MVL.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer