SXRS.DE vs. EQQQ.L
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L).
SXRS.DE and EQQQ.L 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. EQQQ.L is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 2, 2002. Both SXRS.DE and EQQQ.L 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 EQQQ.L.
Key characteristics
| SXRS.DE | EQQQ.L | |
|---|---|---|
| YTD Return | 5.48% | 19.26% |
| 1Y Return | -3.85% | 34.04% |
| 3Y Return (Ann) | 3.91% | 11.58% |
| 5Y Return (Ann) | 7.10% | 20.74% |
| Sharpe Ratio | -0.23 | 2.07 |
| Sortino Ratio | -0.25 | 2.78 |
| Omega Ratio | 0.97 | 1.37 |
| Calmar Ratio | -0.10 | 2.64 |
| Martin Ratio | -0.41 | 8.00 |
| Ulcer Index | 6.52% | 4.02% |
| Daily Std Dev | 11.47% | 15.54% |
| Max Drawdown | -27.64% | -33.75% |
| Current Drawdown | -21.79% | -1.42% |
Correlation
The correlation between SXRS.DE and EQQQ.L is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SXRS.DE vs. EQQQ.L - Performance Comparison
In the year-to-date period, SXRS.DE achieves a 5.48% return, which is significantly lower than EQQQ.L's 19.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SXRS.DE vs. EQQQ.L - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than EQQQ.L's 0.30% expense ratio.
Risk-Adjusted Performance
SXRS.DE vs. EQQQ.L - 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 EQQQ NASDAQ-100 UCITS ETF (EQQQ.L). 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. EQQQ.L - Dividend Comparison
SXRS.DE has not paid dividends to shareholders, while EQQQ.L's dividend yield for the trailing twelve months is around 0.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.40% | 0.39% | 0.56% | 0.25% | 0.41% | 0.56% | 0.63% | 0.67% | 0.77% | 0.72% | 1.01% | 0.95% |
Drawdowns
SXRS.DE vs. EQQQ.L - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, smaller than the maximum EQQQ.L drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and EQQQ.L. For additional features, visit the drawdowns tool.
Volatility
SXRS.DE vs. EQQQ.L - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 3.74% compared to Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.L) at 2.75%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than EQQQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.