SXRS.DE vs. C099.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and C099.DE (Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc) are both Commodities funds - SXRS.DE tracks the Bloomberg Commodity while C099.DE tracks the Bloomberg Energy and Metals Equal-Weighted (EUR Hedged). Both are passively managed. Over the past 3 years, SXRS.DE returned 12.54%/yr vs 21.14%/yr for C099.DE. A 0.74 correlation means they provide meaningful diversification when combined. SXRS.DE charges 0.19%/yr vs 0.35%/yr for C099.DE.
Performance
SXRS.DE vs. C099.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRS.DE achieves a 23.84% return, which is significantly lower than C099.DE's 28.92% return.
SXRS.DE
- 1D
- -1.56%
- 1M
- -0.35%
- YTD
- 23.84%
- 6M
- 22.88%
- 1Y
- 34.67%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
C099.DE
- 1D
- -0.50%
- 1M
- -0.28%
- YTD
- 28.92%
- 6M
- 36.32%
- 1Y
- 62.17%
- 3Y*
- 21.14%
- 5Y*
- —
- 10Y*
- —
SXRS.DE vs. C099.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -7.58% |
C099.DE Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc | 28.92% | 29.62% | 4.85% | -8.37% |
Correlation
The correlation between SXRS.DE and C099.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2023 | 0.74 |
The correlation between SXRS.DE and C099.DE has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.
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Return for Risk
SXRS.DE vs. C099.DE — Risk / Return Rank
SXRS.DE
C099.DE
SXRS.DE vs. C099.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 Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.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.
| SXRS.DE | C099.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.50 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 5.06 | -1.06 |
| Martin ratioReturn relative to average drawdown | 8.95 | 17.91 | -8.96 |
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
| SXRS.DE | C099.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.92 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.85 | -0.32 |
Drawdowns
SXRS.DE vs. C099.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, which is greater than C099.DE's maximum drawdown of -15.35%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and C099.DE.
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Drawdown Indicators
| SXRS.DE | C099.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -15.35% | -12.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -12.55% | +3.80% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -15.35% | -0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | — | — |
Current DrawdownCurrent decline from peak | -4.99% | -4.74% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -6.21% | -6.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 3.55% | +0.37% |
Volatility
SXRS.DE vs. C099.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.76% compared to Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.DE) at 5.09%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than C099.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRS.DE | C099.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 5.09% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 19.66% | -2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 21.77% | -3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 17.90% | -0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 17.90% | -2.05% |
SXRS.DE vs. C099.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than C099.DE's 0.35% expense ratio.
Dividends
SXRS.DE vs. C099.DE - Dividend Comparison
Neither SXRS.DE nor C099.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and C099.DE have a correlation of 0.80, 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 0.35% for C099.DE.
SXRS.DE tracks Bloomberg Commodity, while C099.DE tracks Bloomberg Energy and Metals Equal-Weighted (EUR Hedged). They also come from different issuers: iShares and Amundi. Their fees differ too: 0.19% for SXRS.DE and 0.35% for C099.DE.
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