SXRS.DE vs. EUNN.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) are both exchange-traded funds - SXRS.DE is a Commodities fund tracking the Bloomberg Commodity, while EUNN.DE is a Japan Equities fund tracking the MSCI Japan IMI. Both are passively managed. Over the past 5 years, SXRS.DE returned 12.06%/yr vs 9.85%/yr for EUNN.DE. At a 0.19 correlation, their price movements are largely independent. SXRS.DE charges 0.19%/yr vs 0.12%/yr for EUNN.DE.
Performance
SXRS.DE vs. EUNN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRS.DE achieves a 23.84% return, which is significantly higher than EUNN.DE's 16.53% 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*
- —
EUNN.DE
- 1D
- -0.27%
- 1M
- 3.50%
- YTD
- 16.53%
- 6M
- 16.81%
- 1Y
- 31.22%
- 3Y*
- 15.47%
- 5Y*
- 9.85%
- 10Y*
- 9.05%
SXRS.DE vs. EUNN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 9.72% | -6.15% |
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 16.53% | 13.46% | 12.90% | 15.16% | -11.47% | 9.25% | 4.10% | 22.24% | -9.58% |
Correlation
The correlation between SXRS.DE and EUNN.DE is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.19 |
The correlation between SXRS.DE and EUNN.DE shifts across timeframes, from -0.19 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRS.DE vs. EUNN.DE — Risk / Return Rank
SXRS.DE
EUNN.DE
SXRS.DE vs. EUNN.DE - 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 Core MSCI Japan IMI UCITS ETF (EUNN.DE). 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.DE | EUNN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 3.14 | +0.87 |
| Martin ratioReturn relative to average drawdown | 8.95 | 10.51 | -1.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRS.DE | EUNN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.67 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.61 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.53 | 0.00 |
Drawdowns
SXRS.DE vs. EUNN.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, roughly equal to the maximum EUNN.DE drawdown of -28.55%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and EUNN.DE.
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Drawdown Indicators
| SXRS.DE | EUNN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -28.55% | +0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -9.58% | +0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -15.81% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | -19.41% | -8.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.55% | — |
Current DrawdownCurrent decline from peak | -4.99% | -0.27% | -4.72% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -6.85% | -6.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 2.86% | +1.06% |
Volatility
SXRS.DE vs. EUNN.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.76% compared to iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) at 3.16%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than EUNN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRS.DE | EUNN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 3.16% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 14.53% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 17.97% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 16.04% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 16.08% | -0.23% |
SXRS.DE vs. EUNN.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is higher than EUNN.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXRS.DE vs. EUNN.DE - Dividend Comparison
Neither SXRS.DE nor EUNN.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and EUNN.DE have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.19% for SXRS.DE.
SXRS.DE is categorized as Commodities, while EUNN.DE is Japan Equities. SXRS.DE tracks Bloomberg Commodity, while EUNN.DE tracks MSCI Japan IMI. Their fees differ too: 0.19% for SXRS.DE and 0.12% for EUNN.DE.
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