SXRS.DE vs. EXUS.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - SXRS.DE is a Commodities fund tracking the Bloomberg Commodity, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, SXRS.DE returned 27.55% vs 26.01% for EXUS.DE. At a 0.02 correlation, their price movements are largely independent. SXRS.DE charges 0.19%/yr vs 0.15%/yr for EXUS.DE.
Performance
SXRS.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRS.DE achieves a 15.42% return, which is significantly higher than EXUS.DE's 12.01% return.
SXRS.DE
- 1D
- 0.50%
- 1M
- -8.14%
- YTD
- 15.42%
- 6M
- 17.28%
- 1Y
- 27.55%
- 3Y*
- 9.69%
- 5Y*
- 10.55%
- 10Y*
- —
EXUS.DE
- 1D
- 0.56%
- 1M
- 2.20%
- YTD
- 12.01%
- 6M
- 12.43%
- 1Y
- 26.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRS.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 15.42% | 4.68% | 9.41% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 12.01% | 17.80% | 4.15% |
Correlation
The correlation between SXRS.DE and EXUS.DE is -0.18, 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 | -0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2024 | 0.02 |
The correlation between SXRS.DE and EXUS.DE shifts across timeframes, from -0.18 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRS.DE vs. EXUS.DE — Risk / Return Rank
SXRS.DE
EXUS.DE
SXRS.DE vs. EXUS.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 Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXRS.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.38 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.99 | -0.67 |
| Martin ratioReturn relative to average drawdown | 8.34 | 11.93 | -3.59 |
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Drawdowns
SXRS.DE vs. EXUS.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -37.23%, which is greater than EXUS.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and EXUS.DE.
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Drawdown Indicators
| SXRS.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.23% | -16.21% | -21.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -8.67% | -3.17% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | — | — |
Current DrawdownCurrent decline from peak | -11.39% | -0.45% | -10.94% |
Average DrawdownAverage peak-to-trough decline | -16.41% | -1.76% | -14.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.17% | +1.12% |
Volatility
SXRS.DE vs. EXUS.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 3.98% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.08%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than EXUS.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 | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 3.08% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 10.42% | +6.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 12.67% | +5.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 13.41% | +3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 13.41% | +3.18% |
SXRS.DE vs. EXUS.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is higher than EXUS.DE's 0.15% 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. EXUS.DE - Dividend Comparison
Neither SXRS.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and EXUS.DE have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for SXRS.DE.
SXRS.DE is categorized as Commodities, while EXUS.DE is Global Equities. SXRS.DE tracks Bloomberg Commodity, while EXUS.DE tracks MSCI World ex USA index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.19% for SXRS.DE and 0.15% for EXUS.DE.
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