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

Performance

SXRS.DE vs. PRAJ.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 Amundi Prime Japan UCITS ETF (PRAJ.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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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

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

SXRS.DE
SXRS.DE Risk / Return Rank: 4949
Overall Rank
SXRS.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SXRS.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
SXRS.DE Omega Ratio Rank: 4747
Omega Ratio Rank
SXRS.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
SXRS.DE Martin Ratio Rank: 5454
Martin Ratio Rank

PRAJ.DE
PRAJ.DE Risk / Return Rank: 7171
Overall Rank
PRAJ.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PRAJ.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
PRAJ.DE Omega Ratio Rank: 6969
Omega Ratio Rank
PRAJ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
PRAJ.DE Martin Ratio Rank: 7373
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. 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.DEPRAJ.DEDifference
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

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

The current SXRS.DE Sharpe Ratio is 1.47, which is comparable to the PRAJ.DE Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of SXRS.DE and PRAJ.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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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.DEPRAJ.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.39%

-98.55%

+87.16%

Average Drawdown

Average peak-to-trough decline

-16.41%

-98.79%

+82.38%

Ulcer Index

Depth 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.DEPRAJ.DEDifference

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.


Tickers have no history of dividend payments

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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