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SXRS.DE vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRS.DE vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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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 25.80% return, which is significantly lower than COMT's 41.34% return.


SXRS.DE

1D
0.73%
1M
-2.29%
YTD
25.80%
6M
26.23%
1Y
36.65%
3Y*
13.47%
5Y*
12.41%
10Y*

COMT

1D
1.00%
1M
-3.66%
YTD
41.34%
6M
39.82%
1Y
44.57%
3Y*
13.76%
5Y*
14.57%
10Y*
8.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRS.DE vs. COMT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SXRS.DE
iShares Diversified Commodity Swap UCITS ETF
25.80%4.72%10.95%-10.44%20.69%40.00%-13.37%9.72%-6.15%
COMT
iShares Commodities Select Strategy ETF
41.34%-6.51%12.95%-9.36%26.85%47.12%-25.36%13.32%-6.18%

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

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2018

0.64

The correlation between SXRS.DE and COMT has been stable across timeframes, ranging from 0.64 to 0.67 - a consistent structural relationship.

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Return for Risk

SXRS.DE vs. COMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXRS.DE
SXRS.DE Risk / Return Rank: 6060
Overall Rank
SXRS.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SXRS.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
SXRS.DE Omega Ratio Rank: 5757
Omega Ratio Rank
SXRS.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SXRS.DE Martin Ratio Rank: 5454
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 7171
Overall Rank
COMT Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 6060
Sortino Ratio Rank
COMT Omega Ratio Rank: 6464
Omega Ratio Rank
COMT Calmar Ratio Rank: 9191
Calmar Ratio Rank
COMT Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DECOMTDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.36

1.34

+0.02

Calmar ratioReturn relative to maximum drawdown

4.17

4.59

-0.43

Martin ratioReturn relative to average drawdown

9.35

10.42

-1.07

SXRS.DE vs. COMT - Sharpe Ratio Comparison

The current SXRS.DE Sharpe Ratio is 1.95, which is comparable to the COMT Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of SXRS.DE and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXRS.DECOMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.90

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.66

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.24

+0.31

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.DECOMTDifference

Max Drawdown

Largest peak-to-trough decline

-27.64%

-44.19%

+16.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-9.75%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-18.43%

+2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-27.56%

-31.58%

+4.02%

Max Drawdown (10Y)

Largest decline over 10 years

-35.89%

Current Drawdown

Current decline from peak

-3.48%

-4.82%

+1.34%

Average Drawdown

Average peak-to-trough decline

-13.12%

-20.00%

+6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

4.29%

-0.38%

Volatility

SXRS.DE vs. COMT - Volatility Comparison

The current volatility for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) is 6.19%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 8.12%. 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.DECOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

8.12%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

16.63%

20.25%

-3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

18.69%

23.55%

-4.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

22.08%

-4.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

19.75%

-3.90%

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 5.54%.


PositionTTM20252024202320222021202020192018201720162015
COMT
iShares Commodities Select Strategy ETF
5.54%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.

Their fees differ too: 0.19% for SXRS.DE and 0.48% for COMT.

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