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SXRS.DE vs. M9SA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRS.DE vs. M9SA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and Market Access Rogers International Commodity UCITS ETF (M9SA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SXRS.DE achieves a 23.84% return, which is significantly lower than M9SA.DE's 32.08% 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*

M9SA.DE

1D
-1.46%
1M
-0.03%
YTD
32.08%
6M
31.52%
1Y
38.16%
3Y*
12.05%
5Y*
13.63%
10Y*
7.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRS.DE vs. M9SA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
M9SA.DE
Market Access Rogers International Commodity UCITS ETF
32.08%-4.38%10.96%-8.16%23.00%52.58%-18.26%13.66%-8.46%

Correlation

The correlation between SXRS.DE and M9SA.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2018

0.90

The correlation between SXRS.DE and M9SA.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

SXRS.DE vs. M9SA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SXRS.DE
SXRS.DE Risk / Return Rank: 5959
Overall Rank
SXRS.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SXRS.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SXRS.DE Omega Ratio Rank: 5656
Omega Ratio Rank
SXRS.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
SXRS.DE Martin Ratio Rank: 5353
Martin Ratio Rank

M9SA.DE
M9SA.DE Risk / Return Rank: 5757
Overall Rank
M9SA.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
M9SA.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
M9SA.DE Omega Ratio Rank: 5555
Omega Ratio Rank
M9SA.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
M9SA.DE Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SXRS.DE vs. M9SA.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 Market Access Rogers International Commodity UCITS ETF (M9SA.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.DEM9SA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.34

1.33

+0.01

Calmar ratioReturn relative to maximum drawdown

4.00

4.36

-0.35

Martin ratioReturn relative to average drawdown

8.95

8.24

+0.71

SXRS.DE vs. M9SA.DE - Sharpe Ratio Comparison

The current SXRS.DE Sharpe Ratio is 1.87, which is comparable to the M9SA.DE Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of SXRS.DE and M9SA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXRS.DEM9SA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.77

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.70

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.07

+0.47

Drawdowns

SXRS.DE vs. M9SA.DE - Drawdown Comparison

The maximum SXRS.DE drawdown since its inception was -27.64%, smaller than the maximum M9SA.DE drawdown of -68.53%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and M9SA.DE.


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Drawdown Indicators


SXRS.DEM9SA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.64%

-68.53%

+40.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-8.98%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-17.75%

+1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-27.56%

-27.06%

-0.50%

Max Drawdown (10Y)

Largest decline over 10 years

-42.54%

Current Drawdown

Current decline from peak

-4.99%

-5.62%

+0.63%

Average Drawdown

Average peak-to-trough decline

-13.12%

-33.68%

+20.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

4.76%

-0.84%

Volatility

SXRS.DE vs. M9SA.DE - Volatility Comparison

The current volatility for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) is 5.76%, while Market Access Rogers International Commodity UCITS ETF (M9SA.DE) has a volatility of 6.09%. This indicates that SXRS.DE experiences smaller price fluctuations and is considered to be less risky than M9SA.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.DEM9SA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

6.09%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

16.67%

19.44%

-2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

22.09%

-3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

19.25%

-2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

18.11%

-2.26%

SXRS.DE vs. M9SA.DE - Expense Ratio Comparison

SXRS.DE has a 0.19% expense ratio, which is lower than M9SA.DE's 0.60% expense ratio.


Dividends

SXRS.DE vs. M9SA.DE - Dividend Comparison

Neither SXRS.DE nor M9SA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, SXRS.DE and M9SA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.60% for M9SA.DE.

SXRS.DE tracks Bloomberg Commodity, while M9SA.DE tracks Rogers International Commodity (RICI). They also come from different issuers: iShares and China Post Global. Their fees differ too: 0.19% for SXRS.DE and 0.60% for M9SA.DE.

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