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 10.89%/yr vs 3.35%/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 18.88% return, which is significantly higher than CHFUSD=X's 0.95% 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*
- —
CHFUSD=X
- 1D
- -0.22%
- 1M
- -0.68%
- YTD
- 0.95%
- 6M
- 1.34%
- 1Y
- 1.85%
- 3Y*
- 1.96%
- 5Y*
- 3.35%
- 10Y*
- 1.59%
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 | 18.88% | 4.68% | 11.06% | -10.49% | 20.61% | 40.00% | -13.38% | 9.88% | -21.55% | 5.80% |
CHFUSD=X USD/CHF | 0.95% | 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 -0.03, 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 | 0.02 |
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 |
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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 | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.07 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | 0.54 | +2.87 |
| Martin ratioReturn relative to average drawdown | 7.38 | 1.31 | +6.07 |
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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 | -8.74% | -2.76% | -5.98% |
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 | -8.74% | -2.41% | -6.33% |
Average DrawdownAverage peak-to-trough decline | -16.43% | -7.84% | -8.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 1.20% | +2.84% |
Volatility
SXRS.DE vs. CHFUSD=X - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.00% compared to USD/CHF (CHFUSD=X) at 0.95%. 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 | 5.00% | 0.95% | +4.05% |
Volatility (6M)Calculated over the trailing 6-month period | 16.89% | 2.83% | +14.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.09% | 3.66% | +15.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 5.42% | +11.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 5.02% | +11.58% |
Frequently Asked Questions
SXRS.DE and CHFUSD=X 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.
Find the right allocation for SXRS.DE and CHFUSD=X
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