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

Performance

SXRS.DE vs. DBMF - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and iMGP DBi Managed Futures Strategy ETF (DBMF). 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 DBMF is traded in USD. To make them comparable, the DBMF 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 23.84% return, which is significantly higher than DBMF's 11.85% return.


SXRS.DE

1D
-1.56%
1M
-0.35%
YTD
23.84%
6M
22.88%
1Y
34.67%
3Y*
12.54%
5Y*
12.06%
10Y*

DBMF

1D
-1.23%
1M
2.68%
YTD
11.85%
6M
12.96%
1Y
26.97%
3Y*
7.27%
5Y*
9.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRS.DE vs. DBMF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SXRS.DE
iShares Diversified Commodity Swap UCITS ETF
23.84%4.72%10.95%-10.44%20.69%40.00%-13.37%4.63%
DBMF
iMGP DBi Managed Futures Strategy ETF
11.85%0.34%14.32%-11.67%29.14%19.83%-6.59%10.48%

Correlation

The correlation between SXRS.DE and DBMF is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

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

0.29

Correlation (All Time)
Calculated using the full available price history since May 9, 2019

0.27

The correlation between SXRS.DE and DBMF shifts across timeframes, from 0.27 (all time) to 0.45 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SXRS.DE vs. DBMF — 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: 5959
Overall Rank
SXRS.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SXRS.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SXRS.DE Omega Ratio Rank: 5656
Omega Ratio Rank
SXRS.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
SXRS.DE Martin Ratio Rank: 5353
Martin Ratio Rank

DBMF
DBMF Risk / Return Rank: 7878
Overall Rank
DBMF Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 6666
Sortino Ratio Rank
DBMF Omega Ratio Rank: 8282
Omega Ratio Rank
DBMF Calmar Ratio Rank: 8585
Calmar Ratio Rank
DBMF Martin Ratio Rank: 8484
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. DBMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and iMGP DBi Managed Futures Strategy ETF (DBMF). 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.DEDBMFDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.34

1.44

-0.10

Calmar ratioReturn relative to maximum drawdown

4.00

4.90

-0.90

Martin ratioReturn relative to average drawdown

8.95

17.42

-8.47

SXRS.DE vs. DBMF - Sharpe Ratio Comparison

The current SXRS.DE Sharpe Ratio is 1.87, which is comparable to the DBMF Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of SXRS.DE and DBMF, 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.DEDBMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.11

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.57

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.57

-0.04

Drawdowns

SXRS.DE vs. DBMF - Drawdown Comparison

The maximum SXRS.DE drawdown since its inception was -27.64%, smaller than the maximum DBMF drawdown of -29.19%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and DBMF.


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Drawdown Indicators


SXRS.DEDBMFDifference

Max Drawdown

Largest peak-to-trough decline

-27.64%

-29.19%

+1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-5.53%

-3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-19.60%

+3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-27.56%

-29.19%

+1.63%

Current Drawdown

Current decline from peak

-4.99%

-7.80%

+2.81%

Average Drawdown

Average peak-to-trough decline

-13.12%

-12.90%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

1.55%

+2.37%

Volatility

SXRS.DE vs. DBMF - Volatility Comparison

iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.76% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.66%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRS.DEDBMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

2.66%

+3.10%

Volatility (6M)

Calculated over the trailing 6-month period

16.67%

9.94%

+6.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

12.84%

+5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

16.03%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

15.34%

+0.51%

SXRS.DE vs. DBMF - Expense Ratio Comparison

SXRS.DE has a 0.19% expense ratio, which is lower than DBMF's 0.85% expense ratio.


Dividends

SXRS.DE vs. DBMF - Dividend Comparison

SXRS.DE has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.22%.


PositionTTM2025202420232022202120202019
DBMF
iMGP DBi Managed Futures Strategy ETF
5.22%5.91%5.75%2.91%7.72%10.38%0.86%9.35%
SXRS.DE
iShares Diversified Commodity Swap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SXRS.DE and DBMF have a correlation of 0.45, 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 0.85% for DBMF.

SXRS.DE is categorized as Commodities, while DBMF is Systematic Trend. They also come from different issuers: iShares and iM Global Partners. Their fees differ too: 0.19% for SXRS.DE and 0.85% for DBMF.

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