Correlation
The correlation between SXRS.DE and PCOM.DE is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
SXRS.DE vs. PCOM.DE
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and WisdomTree Broad Commodities UCITS ETF (PCOM.DE).
SXRS.DE and PCOM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXRS.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity. It was launched on Jul 18, 2017. PCOM.DE is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Commodity. It was launched on Nov 29, 2021. Both SXRS.DE and PCOM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXRS.DE or PCOM.DE.
Performance
SXRS.DE vs. PCOM.DE - Performance Comparison
Loading data...
Key characteristics
SXRS.DE:
-0.21
PCOM.DE:
-0.23
SXRS.DE:
-0.12
PCOM.DE:
-0.14
SXRS.DE:
0.99
PCOM.DE:
0.98
SXRS.DE:
-0.08
PCOM.DE:
-0.09
SXRS.DE:
-0.31
PCOM.DE:
-0.37
SXRS.DE:
6.87%
PCOM.DE:
6.89%
SXRS.DE:
13.93%
PCOM.DE:
14.65%
SXRS.DE:
-27.64%
PCOM.DE:
-27.22%
SXRS.DE:
-20.40%
PCOM.DE:
-20.31%
Returns By Period
In the year-to-date period, SXRS.DE achieves a -3.24% return, which is significantly higher than PCOM.DE's -3.45% return.
SXRS.DE
-3.24%
0.68%
-2.78%
-2.15%
-5.91%
12.17%
N/A
PCOM.DE
-3.45%
0.02%
-3.67%
-2.54%
-6.00%
N/A
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SXRS.DE vs. PCOM.DE - Expense Ratio Comparison
Both SXRS.DE and PCOM.DE have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
SXRS.DE vs. PCOM.DE — Risk-Adjusted Performance Rank
SXRS.DE
PCOM.DE
SXRS.DE vs. PCOM.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and WisdomTree Broad Commodities UCITS ETF (PCOM.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.
Loading data...
Dividends
SXRS.DE vs. PCOM.DE - Dividend Comparison
Neither SXRS.DE nor PCOM.DE has paid dividends to shareholders.
Drawdowns
SXRS.DE vs. PCOM.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, roughly equal to the maximum PCOM.DE drawdown of -27.22%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and PCOM.DE.
Loading data...
Volatility
SXRS.DE vs. PCOM.DE - Volatility Comparison
The current volatility for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) is 3.07%, while WisdomTree Broad Commodities UCITS ETF (PCOM.DE) has a volatility of 3.51%. This indicates that SXRS.DE experiences smaller price fluctuations and is considered to be less risky than PCOM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...