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SXRS.DE vs. PCOM.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


Performance

SXRS.DE vs. PCOM.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 WisdomTree Broad Commodities UCITS ETF (PCOM.DE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SXRS.DE:

-0.21

PCOM.DE:

-0.23

Sortino Ratio

SXRS.DE:

-0.12

PCOM.DE:

-0.14

Omega Ratio

SXRS.DE:

0.99

PCOM.DE:

0.98

Calmar Ratio

SXRS.DE:

-0.08

PCOM.DE:

-0.09

Martin Ratio

SXRS.DE:

-0.31

PCOM.DE:

-0.37

Ulcer Index

SXRS.DE:

6.87%

PCOM.DE:

6.89%

Daily Std Dev

SXRS.DE:

13.93%

PCOM.DE:

14.65%

Max Drawdown

SXRS.DE:

-27.64%

PCOM.DE:

-27.22%

Current Drawdown

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

YTD

-3.24%

1M

0.68%

6M

-2.78%

1Y

-2.15%

3Y*

-5.91%

5Y*

12.17%

10Y*

N/A

PCOM.DE

YTD

-3.45%

1M

0.02%

6M

-3.67%

1Y

-2.54%

3Y*

-6.00%

5Y*

N/A

10Y*

N/A

*Annualized

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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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SXRS.DE vs. PCOM.DE — Risk-Adjusted Performance Rank

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

SXRS.DE
The Risk-Adjusted Performance Rank of SXRS.DE is 1212
Overall Rank
The Sharpe Ratio Rank of SXRS.DE is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of SXRS.DE is 1212
Sortino Ratio Rank
The Omega Ratio Rank of SXRS.DE is 1212
Omega Ratio Rank
The Calmar Ratio Rank of SXRS.DE is 1414
Calmar Ratio Rank
The Martin Ratio Rank of SXRS.DE is 1414
Martin Ratio Rank

PCOM.DE
The Risk-Adjusted Performance Rank of PCOM.DE is 1212
Overall Rank
The Sharpe Ratio Rank of PCOM.DE is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of PCOM.DE is 1111
Sortino Ratio Rank
The Omega Ratio Rank of PCOM.DE is 1111
Omega Ratio Rank
The Calmar Ratio Rank of PCOM.DE is 1313
Calmar Ratio Rank
The Martin Ratio Rank of PCOM.DE is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current SXRS.DE Sharpe Ratio is -0.21, which is comparable to the PCOM.DE Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of SXRS.DE and PCOM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SXRS.DE vs. PCOM.DE - Dividend Comparison

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


Tickers have no history of dividend payments

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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.


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