SXRS.DE vs. EXAG.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and EXAG.DE (WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc) are both Commodities funds - SXRS.DE tracks the Bloomberg Commodity while EXAG.DE tracks the Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged). Both are passively managed. Over the past 3 years, SXRS.DE returned 12.54%/yr vs 18.34%/yr for EXAG.DE. A 0.63 correlation means they provide meaningful diversification when combined. SXRS.DE charges 0.19%/yr vs 0.60%/yr for EXAG.DE.
Performance
SXRS.DE vs. EXAG.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SXRS.DE having a 23.84% return and EXAG.DE slightly lower at 23.44%.
SXRS.DE
- 1D
- -1.56%
- 1M
- -0.35%
- YTD
- 23.84%
- 6M
- 22.88%
- 1Y
- 34.67%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
EXAG.DE
- 1D
- -1.00%
- 1M
- -2.39%
- YTD
- 23.44%
- 6M
- 32.94%
- 1Y
- 58.02%
- 3Y*
- 18.34%
- 5Y*
- —
- 10Y*
- —
SXRS.DE vs. EXAG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 11.42% |
EXAG.DE WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc | 23.44% | 32.86% | 1.21% | -10.04% | 12.14% | -0.14% |
Correlation
The correlation between SXRS.DE and EXAG.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.63 |
The correlation between SXRS.DE and EXAG.DE has been stable across timeframes, ranging from 0.63 to 0.71 - a consistent structural relationship.
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Return for Risk
SXRS.DE vs. EXAG.DE — Risk / Return Rank
SXRS.DE
EXAG.DE
SXRS.DE vs. EXAG.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 WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.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 | EXAG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.45 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 5.01 | -1.01 |
| Martin ratioReturn relative to average drawdown | 8.95 | 17.27 | -8.32 |
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 | EXAG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.73 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.53 | +0.01 |
Drawdowns
SXRS.DE vs. EXAG.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, smaller than the maximum EXAG.DE drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and EXAG.DE.
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Drawdown Indicators
| SXRS.DE | EXAG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -35.04% | +7.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -11.94% | +3.19% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -15.69% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | — | — |
Current DrawdownCurrent decline from peak | -4.99% | -6.47% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -21.25% | +8.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 3.47% | +0.45% |
Volatility
SXRS.DE vs. EXAG.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.76% compared to WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.DE) at 5.02%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than EXAG.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 | EXAG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 5.02% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 19.08% | -2.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 21.98% | -3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 20.80% | -3.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 20.80% | -4.95% |
SXRS.DE vs. EXAG.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than EXAG.DE's 0.60% expense ratio.
Dividends
SXRS.DE vs. EXAG.DE - Dividend Comparison
Neither SXRS.DE nor EXAG.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and EXAG.DE have a correlation of 0.71, 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 0.60% for EXAG.DE.
SXRS.DE tracks Bloomberg Commodity, while EXAG.DE tracks Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged). They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.19% for SXRS.DE and 0.60% for EXAG.DE.
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