SXRS.DE vs. CHFUSD=X
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) is Commodities fund tracking the Bloomberg Commodity, while CHFUSD=X (USD/CHF) is a currency. Over the past 5 years, SXRS.DE returned 11.24%/yr vs 3.20%/yr for CHFUSD=X. At a 0.05 correlation, their price movements are largely independent.
Performance
SXRS.DE vs. CHFUSD=X - Performance Comparison
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Different Trading Currencies
SXRS.DE is traded in EUR, while CHFUSD=X is traded in USD. To make them comparable, the CHFUSD=X values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRS.DE achieves a 23.20% return, which is significantly higher than CHFUSD=X's 0.68% return.
SXRS.DE
- 1D
- 0.71%
- 1M
- 4.91%
- 6M
- 18.59%
- YTD
- 23.20%
- 1Y
- 32.76%
- 3Y*
- 11.37%
- 5Y*
- 11.24%
- 10Y*
- —
- ALL TIME*
- 6.14%
CHFUSD=X
- 1D
- -0.12%
- 1M
- 0.12%
- 6M
- 0.42%
- YTD
- 0.68%
- 1Y
- 0.72%
- 3Y*
- 1.37%
- 5Y*
- 3.20%
- 10Y*
- 1.60%
- ALL TIME*
- 3.16%
SXRS.DE vs. CHFUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.20% | 4.68% | 11.06% | -10.49% | 20.61% | 40.00% | -13.38% | 9.88% | -21.55% | 5.80% |
CHFUSD=X USD/CHF | 0.68% | 0.97% | -1.18% | 6.54% | 4.77% | 4.29% | 0.41% | 3.81% | 3.79% | -5.57% |
Correlation
The correlation between SXRS.DE and CHFUSD=X is -0.06, 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 | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2017 | 0.05 |
The correlation between SXRS.DE and CHFUSD=X shifts across timeframes, from -0.06 (1 year) to 0.07 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXRS.DE vs. CHFUSD=X — Risk / Return Rank
SXRS.DE
CHFUSD=X
SXRS.DE vs. CHFUSD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and USD/CHF (CHFUSD=X). 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 | CHFUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.56 | ||
| Sortino ratioReturn per unit of downside risk | +2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.03 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 0.20 | +2.44 |
| Martin ratioReturn relative to average drawdown | 8.01 | 0.42 | +7.59 |
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Drawdowns
SXRS.DE vs. CHFUSD=X - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -37.23%, which is greater than CHFUSD=X's maximum drawdown of -18.49%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and CHFUSD=X.
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Drawdown Indicators
| SXRS.DE | CHFUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.23% | -18.49% | -18.74% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -2.95% | -9.44% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -6.63% | -9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -6.63% | -20.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -11.28% | — |
Current DrawdownCurrent decline from peak | -5.42% | -2.67% | -2.75% |
Average DrawdownAverage peak-to-trough decline | -16.35% | -7.84% | -8.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 1.48% | +2.60% |
Volatility
SXRS.DE vs. CHFUSD=X - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 4.34% compared to USD/CHF (CHFUSD=X) at 0.88%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than CHFUSD=X 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 | CHFUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 0.88% | +3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 16.66% | 2.64% | +14.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.91% | 3.45% | +15.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 5.40% | +11.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.58% | 4.94% | +11.64% |
Frequently Asked Questions
SXRS.DE and CHFUSD=X have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for SXRS.DE and CHFUSD=X
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