SXRS.DE vs. QDVE.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector UCITS ETF) are both exchange-traded funds - SXRS.DE is a Commodities fund tracking the Bloomberg Commodity, while QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 5 years, SXRS.DE returned 12.06%/yr vs 25.33%/yr for QDVE.DE. At a 0.17 correlation, their price movements are largely independent. SXRS.DE charges 0.19%/yr vs 0.15%/yr for QDVE.DE.
Performance
SXRS.DE vs. QDVE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SXRS.DE having a 23.84% return and QDVE.DE slightly higher at 24.06%.
SXRS.DE
- 1D
- -1.56%
- 1M
- -0.35%
- YTD
- 23.84%
- 6M
- 22.88%
- 1Y
- 34.67%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
QDVE.DE
- 1D
- -2.26%
- 1M
- 13.91%
- YTD
- 24.06%
- 6M
- 23.05%
- 1Y
- 49.27%
- 3Y*
- 30.81%
- 5Y*
- 25.33%
- 10Y*
- 26.04%
SXRS.DE vs. QDVE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 9.72% | -6.15% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.06% | 9.99% | 46.12% | 54.14% | -25.83% | 46.77% | 29.69% | 53.86% | 3.41% |
Correlation
The correlation between SXRS.DE and QDVE.DE is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.17 |
The correlation between SXRS.DE and QDVE.DE shifts across timeframes, from -0.00 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRS.DE vs. QDVE.DE — Risk / Return Rank
SXRS.DE
QDVE.DE
SXRS.DE vs. QDVE.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 S&P 500 Information Technology Sector UCITS ETF (QDVE.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.
| SXRS.DE | QDVE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 3.14 | +0.86 |
| Martin ratioReturn relative to average drawdown | 8.95 | 8.31 | +0.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXRS.DE | QDVE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.40 | -0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 1.10 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 1.07 | -0.53 |
Drawdowns
SXRS.DE vs. QDVE.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and QDVE.DE.
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Drawdown Indicators
| SXRS.DE | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -31.45% | +3.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -15.59% | +6.84% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -29.83% | +13.80% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | -29.83% | +2.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.45% | — |
Current DrawdownCurrent decline from peak | -4.99% | -3.08% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -5.80% | -7.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 5.91% | -1.99% |
Volatility
SXRS.DE vs. QDVE.DE - Volatility Comparison
The current volatility for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) is 5.76%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 7.12%. This indicates that SXRS.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.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 | QDVE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 7.12% | -1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 14.85% | +1.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 20.42% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 22.71% | -5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 21.73% | -5.88% |
SXRS.DE vs. QDVE.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is higher than QDVE.DE's 0.15% 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. QDVE.DE - Dividend Comparison
Neither SXRS.DE nor QDVE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and QDVE.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, QDVE.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
QDVE.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for SXRS.DE.
SXRS.DE is categorized as Commodities, while QDVE.DE is Technology Equities. SXRS.DE tracks Bloomberg Commodity, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. Their fees differ too: 0.19% for SXRS.DE and 0.15% for QDVE.DE.
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