SXRS.DE vs. PRAJ.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and PRAJ.DE (Amundi Prime Japan UCITS ETF) are both exchange-traded funds - SXRS.DE is a Commodities fund tracking the Bloomberg Commodity, while PRAJ.DE is a Japan Equities fund tracking the Solactive GBS Japan Large & Mid Cap. Both are passively managed. Over the past 5 years, SXRS.DE returned 10.55%/yr vs 10.33%/yr for PRAJ.DE. At a 0.14 correlation, their price movements are largely independent. SXRS.DE charges 0.19%/yr vs 0.05%/yr for PRAJ.DE.
Performance
SXRS.DE vs. PRAJ.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 lower than PRAJ.DE's 18.28% 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*
- —
PRAJ.DE
- 1D
- 0.36%
- 1M
- 2.93%
- YTD
- 18.28%
- 6M
- 18.63%
- 1Y
- 36.23%
- 3Y*
- 17.10%
- 5Y*
- 10.33%
- 10Y*
- —
SXRS.DE vs. PRAJ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 15.42% | 4.68% | 11.06% | -10.49% | 20.61% | 40.00% | -11.63% |
PRAJ.DE Amundi Prime Japan UCITS ETF | 18.28% | 12.81% | 13.75% | 16.27% | -11.68% | 10.20% | -99.15% |
Correlation
The correlation between SXRS.DE and PRAJ.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 | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 2020 | 0.14 |
The correlation between SXRS.DE and PRAJ.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. PRAJ.DE — Risk / Return Rank
SXRS.DE
PRAJ.DE
SXRS.DE vs. PRAJ.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 Prime Japan UCITS ETF (PRAJ.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 | PRAJ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.71 | -1.39 |
| Martin ratioReturn relative to average drawdown | 8.34 | 11.97 | -3.63 |
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Drawdowns
SXRS.DE vs. PRAJ.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -37.23%, smaller than the maximum PRAJ.DE drawdown of -99.42%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and PRAJ.DE.
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Drawdown Indicators
| SXRS.DE | PRAJ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.23% | -99.42% | +62.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -9.72% | -2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -16.82% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -18.65% | -8.93% |
Current DrawdownCurrent decline from peak | -11.39% | -98.55% | +87.16% |
Average DrawdownAverage peak-to-trough decline | -16.41% | -98.79% | +82.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 3.02% | +0.27% |
Volatility
SXRS.DE vs. PRAJ.DE - Volatility Comparison
The current volatility for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) is 3.98%, while Amundi Prime Japan UCITS ETF (PRAJ.DE) has a volatility of 5.43%. This indicates that SXRS.DE experiences smaller price fluctuations and is considered to be less risky than PRAJ.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 | PRAJ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 5.43% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 15.35% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 18.96% | -0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 16.66% | +0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 42.85% | -26.26% |
SXRS.DE vs. PRAJ.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is higher than PRAJ.DE's 0.05% 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. PRAJ.DE - Dividend Comparison
Neither SXRS.DE nor PRAJ.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and PRAJ.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, PRAJ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRAJ.DE is cheaper with a 0.05% expense ratio, compared with 0.19% for SXRS.DE.
SXRS.DE is categorized as Commodities, while PRAJ.DE is Japan Equities. SXRS.DE tracks Bloomberg Commodity, while PRAJ.DE tracks Solactive GBS Japan Large & Mid Cap. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.19% for SXRS.DE and 0.05% for PRAJ.DE.
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