SXRS.DE vs. QDVB.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and QDVB.DE (iShares Edge MSCI USA Quality Factor UCITS ETF) are both exchange-traded funds - SXRS.DE is a Commodities fund tracking the Bloomberg Commodity, while QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, SXRS.DE returned 10.89%/yr vs 12.80%/yr for QDVB.DE. At a 0.22 correlation, their price movements are largely independent. SXRS.DE charges 0.19%/yr vs 0.20%/yr for QDVB.DE.
Performance
SXRS.DE vs. QDVB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRS.DE achieves a 18.88% return, which is significantly higher than QDVB.DE's 10.27% return.
SXRS.DE
- 1D
- -1.55%
- 1M
- -8.54%
- YTD
- 18.88%
- 6M
- 22.40%
- 1Y
- 29.92%
- 3Y*
- 10.89%
- 5Y*
- 10.89%
- 10Y*
- —
QDVB.DE
- 1D
- 1.09%
- 1M
- 4.71%
- YTD
- 10.27%
- 6M
- 10.89%
- 1Y
- 21.11%
- 3Y*
- 16.38%
- 5Y*
- 12.80%
- 10Y*
- —
SXRS.DE vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 18.88% | 4.68% | 11.06% | -10.49% | 20.61% | 40.00% | -13.38% | 9.88% | -21.55% | 5.80% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 10.27% | 0.35% | 29.28% | 26.64% | -16.49% | 39.07% | 5.34% | 37.19% | -2.63% | 6.81% |
Correlation
The correlation between SXRS.DE and QDVB.DE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2017 | 0.22 |
The correlation between SXRS.DE and QDVB.DE shifts across timeframes, from -0.06 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRS.DE vs. QDVB.DE — Risk / Return Rank
SXRS.DE
QDVB.DE
SXRS.DE vs. QDVB.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 iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.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 | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.35 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | 3.11 | +0.30 |
| Martin ratioReturn relative to average drawdown | 7.38 | 11.39 | -4.01 |
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Drawdowns
SXRS.DE vs. QDVB.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -37.23%, which is greater than QDVB.DE's maximum drawdown of -33.25%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and QDVB.DE.
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Drawdown Indicators
| SXRS.DE | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.23% | -33.25% | -3.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -6.77% | -1.97% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -22.69% | +6.73% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -22.69% | -4.89% |
Current DrawdownCurrent decline from peak | -8.74% | 0.00% | -8.74% |
Average DrawdownAverage peak-to-trough decline | -16.43% | -5.04% | -11.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 1.85% | +2.19% |
Volatility
SXRS.DE vs. QDVB.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.00% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.49%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than QDVB.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 | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 2.49% | +2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 16.89% | 7.40% | +9.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.09% | 11.20% | +7.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 15.55% | +1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 17.99% | -1.39% |
SXRS.DE vs. QDVB.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than QDVB.DE's 0.20% expense ratio. Despite the difference, 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. QDVB.DE - Dividend Comparison
Neither SXRS.DE nor QDVB.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and QDVB.DE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.20% for QDVB.DE.
SXRS.DE is categorized as Commodities, while QDVB.DE is Large Cap Blend Equities. SXRS.DE tracks Bloomberg Commodity, while QDVB.DE tracks MSCI USA Sector Neutral Quality. Their fees differ too: 0.19% for SXRS.DE and 0.20% for QDVB.DE.
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