SXRS.DE vs. LYP6.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) are both exchange-traded funds - SXRS.DE is a Commodities fund tracking the Bloomberg Commodity, while LYP6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 5 years, SXRS.DE returned 10.55%/yr vs 10.02%/yr for LYP6.DE. At a 0.14 correlation, their price movements are largely independent. SXRS.DE charges 0.19%/yr vs 0.07%/yr for LYP6.DE.
Performance
SXRS.DE vs. LYP6.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 LYP6.DE's 10.16% 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*
- —
LYP6.DE
- 1D
- 0.70%
- 1M
- 2.06%
- YTD
- 10.16%
- 6M
- 10.97%
- 1Y
- 22.54%
- 3Y*
- 15.50%
- 5Y*
- 10.02%
- 10Y*
- 10.58%
SXRS.DE vs. LYP6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 15.42% | 4.68% | 11.06% | -10.49% | 20.61% | 40.00% | -13.38% | 9.88% | -21.55% | 5.80% |
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 10.16% | 20.82% | 8.25% | 15.97% | -10.40% | 24.81% | -1.72% | 28.59% | -11.28% | 1.55% |
Correlation
The correlation between SXRS.DE and LYP6.DE is -0.20, 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 | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2017 | 0.14 |
The correlation between SXRS.DE and LYP6.DE shifts across timeframes, from -0.20 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRS.DE vs. LYP6.DE — Risk / Return Rank
SXRS.DE
LYP6.DE
SXRS.DE vs. LYP6.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 Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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 | LYP6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.33 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.37 | -0.06 |
| Martin ratioReturn relative to average drawdown | 8.34 | 9.23 | -0.89 |
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Drawdowns
SXRS.DE vs. LYP6.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -37.23%, roughly equal to the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and LYP6.DE.
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Drawdown Indicators
| SXRS.DE | LYP6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.23% | -35.51% | -1.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -9.45% | -2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -16.26% | +0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -20.71% | -6.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.51% | — |
Current DrawdownCurrent decline from peak | -11.39% | 0.00% | -11.39% |
Average DrawdownAverage peak-to-trough decline | -16.41% | -5.22% | -11.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.44% | +0.85% |
Volatility
SXRS.DE vs. LYP6.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 3.98% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 2.94%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than LYP6.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 | LYP6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 2.94% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 10.82% | +6.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 12.96% | +5.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 14.42% | +2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 15.35% | +1.24% |
SXRS.DE vs. LYP6.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is higher than LYP6.DE's 0.07% 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. LYP6.DE - Dividend Comparison
Neither SXRS.DE nor LYP6.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and LYP6.DE have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.19% for SXRS.DE.
SXRS.DE is categorized as Commodities, while LYP6.DE is Europe Equities. SXRS.DE tracks Bloomberg Commodity, while LYP6.DE tracks STOXX® Europe 600. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.19% for SXRS.DE and 0.07% for LYP6.DE.
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