SXRS.DE vs. IUSQ.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - SXRS.DE is a Commodities fund tracking the Bloomberg Commodity, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 5 years, SXRS.DE returned 12.06%/yr vs 12.42%/yr for IUSQ.DE. At a 0.26 correlation, their price movements are largely independent. SXRS.DE charges 0.19%/yr vs 0.20%/yr for IUSQ.DE.
Performance
SXRS.DE vs. IUSQ.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 IUSQ.DE's 12.65% 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*
- —
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
SXRS.DE vs. IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -2.97% |
Correlation
The correlation between SXRS.DE and IUSQ.DE is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.26 |
The correlation between SXRS.DE and IUSQ.DE shifts across timeframes, from -0.07 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRS.DE vs. IUSQ.DE — Risk / Return Rank
SXRS.DE
IUSQ.DE
SXRS.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.43 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 4.08 | -0.08 |
| Martin ratioReturn relative to average drawdown | 8.95 | 16.69 | -7.74 |
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 | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.31 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.88 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.76 | -0.23 |
Drawdowns
SXRS.DE vs. IUSQ.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and IUSQ.DE.
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Drawdown Indicators
| SXRS.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -33.60% | +5.96% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -6.48% | -2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -21.25% | +5.22% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | -21.25% | -6.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -4.99% | -0.55% | -4.44% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -4.19% | -8.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 1.59% | +2.33% |
Volatility
SXRS.DE vs. IUSQ.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.76% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 3.03% | +2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 8.26% | +8.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 11.47% | +7.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 13.94% | +3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 15.02% | +0.83% |
SXRS.DE vs. IUSQ.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than IUSQ.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. IUSQ.DE - Dividend Comparison
Neither SXRS.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and IUSQ.DE have a correlation of -0.07, 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 IUSQ.DE.
SXRS.DE is categorized as Commodities, while IUSQ.DE is Global Equities. SXRS.DE tracks Bloomberg Commodity, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.19% for SXRS.DE and 0.20% for IUSQ.DE.
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