SXRS.DE vs. DBC
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and Invesco DB Commodity Index Tracking Fund (DBC).
SXRS.DE and DBC 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. DBC is a passively managed fund by Invesco that tracks the performance of the DBIQ Optimum Yield Diversified Commodity Index Excess Return. It was launched on Feb 3, 2006. Both SXRS.DE and DBC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXRS.DE or DBC.
Key characteristics
| SXRS.DE | DBC | |
|---|---|---|
| YTD Return | 5.48% | 1.81% |
| 1Y Return | -3.85% | -3.95% |
| 3Y Return (Ann) | 3.91% | 3.53% |
| 5Y Return (Ann) | 7.10% | 9.07% |
| Sharpe Ratio | -0.23 | -0.30 |
| Sortino Ratio | -0.25 | -0.32 |
| Omega Ratio | 0.97 | 0.96 |
| Calmar Ratio | -0.10 | -0.09 |
| Martin Ratio | -0.41 | -0.78 |
| Ulcer Index | 6.52% | 5.48% |
| Daily Std Dev | 11.47% | 14.46% |
| Max Drawdown | -27.64% | -76.36% |
| Current Drawdown | -21.79% | -46.68% |
Correlation
The correlation between SXRS.DE and DBC is 0.67, 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.
Performance
SXRS.DE vs. DBC - Performance Comparison
In the year-to-date period, SXRS.DE achieves a 5.48% return, which is significantly higher than DBC's 1.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SXRS.DE vs. DBC - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than DBC's 0.85% expense ratio.
Risk-Adjusted Performance
SXRS.DE vs. DBC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and Invesco DB Commodity Index Tracking Fund (DBC). 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.
Dividends
SXRS.DE vs. DBC - Dividend Comparison
SXRS.DE has not paid dividends to shareholders, while DBC's dividend yield for the trailing twelve months is around 4.85%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBC Invesco DB Commodity Index Tracking Fund | 4.85% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% |
Drawdowns
SXRS.DE vs. DBC - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, smaller than the maximum DBC drawdown of -76.36%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and DBC. For additional features, visit the drawdowns tool.
Volatility
SXRS.DE vs. DBC - Volatility Comparison
The current volatility for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) is 3.74%, while Invesco DB Commodity Index Tracking Fund (DBC) has a volatility of 6.00%. This indicates that SXRS.DE experiences smaller price fluctuations and is considered to be less risky than DBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.