SXRS.DE vs. COMT
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and iShares Commodities Select Strategy ETF (COMT).
SXRS.DE and COMT 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. COMT is an actively managed fund by iShares. It was launched on Oct 15, 2014.
Performance
SXRS.DE vs. COMT - Performance Comparison
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SXRS.DE vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 22.41% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 9.72% | -6.15% |
COMT iShares Commodities Select Strategy ETF | 35.99% | -6.51% | 12.95% | -9.36% | 26.85% | 47.12% | -25.36% | 13.32% | -6.18% |
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 22.41% return, which is significantly lower than COMT's 35.99% return.
SXRS.DE
- 1D
- -1.86%
- 1M
- 9.71%
- YTD
- 22.41%
- 6M
- 32.00%
- 1Y
- 21.74%
- 3Y*
- 11.05%
- 5Y*
- 13.80%
- 10Y*
- —
COMT
- 1D
- -1.49%
- 1M
- 15.86%
- YTD
- 35.99%
- 6M
- 36.07%
- 1Y
- 26.55%
- 3Y*
- 11.19%
- 5Y*
- 15.50%
- 10Y*
- 9.91%
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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.
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 Commodities Select 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.
| SXRS.DE | COMT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.20 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.70 | 1.71 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.03 | +0.52 |
Martin ratioReturn relative to average drawdown | 5.46 | 3.64 | +1.82 |
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 | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.20 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.73 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.23 | +0.32 |
Correlation
The correlation between SXRS.DE and COMT is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
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 5.78%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
COMT iShares Commodities Select Strategy ETF | 5.78% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
Drawdowns
SXRS.DE vs. COMT - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, 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 | -27.64% | -51.89% | +24.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.03% | -11.84% | -0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | -29.00% | +1.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -1.92% | -2.83% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -13.33% | -24.38% | +11.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 4.17% | -0.08% |
Volatility
SXRS.DE vs. COMT - Volatility Comparison
The current volatility for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) is 8.51%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 11.56%. 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 | 8.51% | 11.56% | -3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 16.35% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.38% | 22.24% | -4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 21.43% | -4.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 19.47% | -3.87% |