SXRS.DE vs. COMT
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both Commodities funds from iShares - SXRS.DE tracks the Bloomberg Commodity while COMT tracks the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 5 years, SXRS.DE returned 10.55%/yr vs 11.70%/yr for COMT. A 0.62 correlation means they provide meaningful diversification when combined. SXRS.DE charges 0.19%/yr vs 0.48%/yr for COMT.
Performance
SXRS.DE vs. COMT - Performance Comparison
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Different Trading Currencies
SXRS.DE is traded in EUR, while COMT is traded in USD. To make them comparable, the COMT 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 15.42% return, which is significantly lower than COMT's 27.23% return.
SXRS.DE
- 1D
- 0.50%
- 1M
- -8.14%
- YTD
- 15.42%
- 6M
- 17.28%
- 1Y
- 27.55%
- 3Y*
- 9.69%
- 5Y*
- 10.55%
- 10Y*
- —
COMT
- 1D
- 1.72%
- 1M
- -8.91%
- YTD
- 27.23%
- 6M
- 26.48%
- 1Y
- 31.12%
- 3Y*
- 10.15%
- 5Y*
- 11.70%
- 10Y*
- 7.67%
SXRS.DE vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 15.42% | 4.68% | 11.06% | -10.49% | 20.61% | 40.00% | -13.38% | 9.88% | -21.55% | 5.80% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 27.23% | -6.51% | 12.95% | -9.36% | 26.85% | 47.12% | -25.36% | 13.32% | -2.29% | 10.55% |
Correlation
The correlation between SXRS.DE and COMT is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2017 | 0.62 |
The correlation between SXRS.DE and COMT has been stable across timeframes, ranging from 0.62 to 0.67 - a consistent structural relationship.
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Return for Risk
SXRS.DE vs. COMT — Risk / Return Rank
SXRS.DE
COMT
SXRS.DE vs. COMT - 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 GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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 | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.25 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 1.98 | +0.33 |
| Martin ratioReturn relative to average drawdown | 8.34 | 7.24 | +1.10 |
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Drawdowns
SXRS.DE vs. COMT - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -37.23%, smaller than the maximum COMT drawdown of -44.19%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and COMT.
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Drawdown Indicators
| SXRS.DE | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.23% | -44.19% | +6.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -15.77% | +3.93% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -18.43% | +2.47% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -31.58% | +4.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.89% | — |
Current DrawdownCurrent decline from peak | -11.39% | -14.32% | +2.93% |
Average DrawdownAverage peak-to-trough decline | -16.41% | -19.94% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 4.31% | -1.02% |
Volatility
SXRS.DE vs. COMT - Volatility Comparison
The current volatility for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) is 3.98%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.82%. This indicates that SXRS.DE experiences smaller price fluctuations and is considered to be less risky than COMT 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 | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 5.82% | -1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 20.74% | -3.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 23.13% | -4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 22.18% | -4.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 19.78% | -3.19% |
SXRS.DE vs. COMT - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
SXRS.DE vs. COMT - Dividend Comparison
SXRS.DE has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 6.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.29% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXRS.DE and COMT have a correlation of 0.67, 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 0.48% for COMT.
SXRS.DE tracks Bloomberg Commodity, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. Their fees differ too: 0.19% for SXRS.DE and 0.48% for COMT.
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