SXRS.DE vs. FWEA.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and FWEA.DE (Invesco FTSE All-World UCITS ETF) are both exchange-traded funds - SXRS.DE is a Commodities fund tracking the Bloomberg Commodity, while FWEA.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past year, SXRS.DE returned 34.67% vs 25.98% for FWEA.DE. At a correlation of -0.04, they often move in opposite directions. SXRS.DE charges 0.19%/yr vs 0.20%/yr for FWEA.DE.
Performance
SXRS.DE vs. FWEA.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 FWEA.DE's 10.64% 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*
- —
FWEA.DE
- 1D
- -0.24%
- 1M
- 2.84%
- YTD
- 10.64%
- 6M
- 11.58%
- 1Y
- 25.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXRS.DE vs. FWEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -1.63% |
FWEA.DE Invesco FTSE All-World UCITS ETF | 10.64% | 17.53% | 19.21% | 8.62% |
Correlation
The correlation between SXRS.DE and FWEA.DE is -0.24, 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 | -0.24 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2023 | -0.04 |
The correlation between SXRS.DE and FWEA.DE shifts across timeframes, from -0.24 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRS.DE vs. FWEA.DE — Risk / Return Rank
SXRS.DE
FWEA.DE
SXRS.DE vs. FWEA.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 Invesco FTSE All-World UCITS ETF (FWEA.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 | FWEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.43 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 3.18 | +0.83 |
| Martin ratioReturn relative to average drawdown | 8.95 | 13.52 | -4.57 |
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 | FWEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.30 | -0.43 |
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 | 1.51 | -0.98 |
Drawdowns
SXRS.DE vs. FWEA.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, which is greater than FWEA.DE's maximum drawdown of -17.48%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and FWEA.DE.
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Drawdown Indicators
| SXRS.DE | FWEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -17.48% | -10.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -8.28% | -0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | — | — |
Current DrawdownCurrent decline from peak | -4.99% | -0.81% | -4.18% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -1.86% | -11.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 1.95% | +1.97% |
Volatility
SXRS.DE vs. FWEA.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.76% compared to Invesco FTSE All-World UCITS ETF (FWEA.DE) at 3.36%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than FWEA.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 | FWEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 3.36% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 8.93% | +7.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 11.45% | +7.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 12.72% | +4.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 12.72% | +3.13% |
SXRS.DE vs. FWEA.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than FWEA.DE's 0.20% expense ratio. Despite the difference, 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. FWEA.DE - Dividend Comparison
Neither SXRS.DE nor FWEA.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and FWEA.DE have a correlation of -0.24, 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 0.20% for FWEA.DE.
SXRS.DE is categorized as Commodities, while FWEA.DE is Global Equities. SXRS.DE tracks Bloomberg Commodity, while FWEA.DE tracks FTSE All-World Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.19% for SXRS.DE and 0.20% for FWEA.DE.
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