Correlation
The correlation between SXRS.DE and CEMS.DE is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
SXRS.DE vs. CEMS.DE
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE).
SXRS.DE and CEMS.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXRS.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity. It was launched on Jul 18, 2017. CEMS.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Enhanced Value. It was launched on Jan 16, 2015. Both SXRS.DE and CEMS.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXRS.DE or CEMS.DE.
Performance
SXRS.DE vs. CEMS.DE - Performance Comparison
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Key characteristics
SXRS.DE:
-0.26
CEMS.DE:
0.94
SXRS.DE:
-0.28
CEMS.DE:
1.31
SXRS.DE:
0.97
CEMS.DE:
1.19
SXRS.DE:
-0.14
CEMS.DE:
0.89
SXRS.DE:
-0.54
CEMS.DE:
4.19
SXRS.DE:
6.96%
CEMS.DE:
3.73%
SXRS.DE:
13.91%
CEMS.DE:
16.18%
SXRS.DE:
-27.64%
CEMS.DE:
-40.20%
SXRS.DE:
-20.91%
CEMS.DE:
-0.04%
Returns By Period
In the year-to-date period, SXRS.DE achieves a -3.86% return, which is significantly lower than CEMS.DE's 17.11% return.
SXRS.DE
-3.86%
-0.08%
-2.20%
-3.59%
-6.62%
12.33%
N/A
CEMS.DE
17.11%
7.97%
18.45%
15.32%
11.22%
15.43%
5.79%
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SXRS.DE vs. CEMS.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than CEMS.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SXRS.DE vs. CEMS.DE — Risk-Adjusted Performance Rank
SXRS.DE
CEMS.DE
SXRS.DE vs. CEMS.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.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.
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Dividends
SXRS.DE vs. CEMS.DE - Dividend Comparison
Neither SXRS.DE nor CEMS.DE has paid dividends to shareholders.
Drawdowns
SXRS.DE vs. CEMS.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, smaller than the maximum CEMS.DE drawdown of -40.20%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and CEMS.DE.
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Volatility
SXRS.DE vs. CEMS.DE - Volatility Comparison
The current volatility for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) is 3.08%, while iShares Edge MSCI Europe Value Factor UCITS ETF (CEMS.DE) has a volatility of 3.27%. This indicates that SXRS.DE experiences smaller price fluctuations and is considered to be less risky than CEMS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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