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

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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SXRS.DE vs. COMT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SXRS.DE
SXRS.DE Risk / Return Rank: 6666
Overall Rank
SXRS.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SXRS.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SXRS.DE Omega Ratio Rank: 6262
Omega Ratio Rank
SXRS.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
SXRS.DE Martin Ratio Rank: 5353
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 8484
Overall Rank
COMT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 8686
Sortino Ratio Rank
COMT Omega Ratio Rank: 8282
Omega Ratio Rank
COMT Calmar Ratio Rank: 8989
Calmar Ratio Rank
COMT Martin Ratio Rank: 7777
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 ratio

Return per unit of total volatility

1.25

1.20

+0.05

Sortino ratio

Return per unit of downside risk

1.70

1.71

-0.01

Omega ratio

Gain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

2.55

2.03

+0.52

Martin ratio

Return relative to average drawdown

5.46

3.64

+1.82

SXRS.DE vs. COMT - Sharpe Ratio Comparison

The current SXRS.DE Sharpe Ratio is 1.25, which is comparable to the COMT Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of SXRS.DE and COMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SXRS.DECOMTDifference

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%.


TTM20252024202320222021202020192018201720162015
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.DECOMTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.92%

-2.83%

+0.91%

Average Drawdown

Average peak-to-trough decline

-13.33%

-24.38%

+11.05%

Ulcer Index

Depth 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.DECOMTDifference

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%