SXRS.DE vs. ISPA.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - SXRS.DE is a Commodities fund tracking the Bloomberg Commodity, while ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 5 years, SXRS.DE returned 12.06%/yr vs 11.00%/yr for ISPA.DE. At a 0.29 correlation, their price movements are largely independent. SXRS.DE charges 0.19%/yr vs 0.46%/yr for ISPA.DE.
Performance
SXRS.DE vs. ISPA.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 ISPA.DE's 13.48% 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*
- —
ISPA.DE
- 1D
- 0.49%
- 1M
- 1.28%
- YTD
- 13.48%
- 6M
- 15.35%
- 1Y
- 29.45%
- 3Y*
- 18.65%
- 5Y*
- 11.00%
- 10Y*
- 8.98%
SXRS.DE vs. ISPA.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% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 13.48% | 19.72% | 12.97% | 4.80% | 0.43% | 22.39% | -9.12% | 24.24% | -3.91% |
Correlation
The correlation between SXRS.DE and ISPA.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.29 |
The correlation between SXRS.DE and ISPA.DE shifts across timeframes, from -0.03 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRS.DE vs. ISPA.DE — Risk / Return Rank
SXRS.DE
ISPA.DE
SXRS.DE vs. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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 | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.49 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.62 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 8.10 | -4.10 |
| Martin ratioReturn relative to average drawdown | 8.95 | 28.73 | -19.78 |
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 | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 3.35 | -1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.91 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.68 | -0.14 |
Drawdowns
SXRS.DE vs. ISPA.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and ISPA.DE.
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Drawdown Indicators
| SXRS.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -38.91% | +11.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -3.63% | -5.12% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -15.10% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | -15.10% | -12.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.91% | — |
Current DrawdownCurrent decline from peak | -4.99% | -1.09% | -3.90% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -4.46% | -8.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 1.03% | +2.89% |
Volatility
SXRS.DE vs. ISPA.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.76% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.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 | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 2.62% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 6.51% | +10.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 8.77% | +9.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 12.00% | +5.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 14.79% | +1.06% |
SXRS.DE vs. ISPA.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
SXRS.DE vs. ISPA.DE - Dividend Comparison
SXRS.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.75% | 4.52% | 4.89% | 5.91% | 6.92% | 3.32% | 4.04% | 4.02% | 3.37% | 5.66% | 3.64% | 4.35% |
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% |
Frequently Asked Questions
SXRS.DE and ISPA.DE have a correlation of -0.03, 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 0.46% for ISPA.DE.
SXRS.DE is categorized as Commodities, while ISPA.DE is Global Equities. SXRS.DE tracks Bloomberg Commodity, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.19% for SXRS.DE and 0.46% for ISPA.DE.
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