SXRS.DE vs. SEC0.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc)) are both exchange-traded funds - SXRS.DE is a Commodities fund tracking the Bloomberg Commodity, while SEC0.DE is a Semiconductors fund tracking the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Both are passively managed. Over the past 3 years, SXRS.DE returned 12.54%/yr vs 56.37%/yr for SEC0.DE. At a 0.10 correlation, their price movements are largely independent. SXRS.DE charges 0.19%/yr vs 0.35%/yr for SEC0.DE.
Performance
SXRS.DE vs. SEC0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRS.DE achieves a 23.84% return, which is significantly lower than SEC0.DE's 98.10% return.
SXRS.DE
- 1D
- -1.56%
- 1M
- -0.35%
- YTD
- 23.84%
- 6M
- 22.88%
- 1Y
- 34.67%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
SEC0.DE
- 1D
- -2.85%
- 1M
- 18.95%
- YTD
- 98.10%
- 6M
- 98.14%
- 1Y
- 188.23%
- 3Y*
- 56.37%
- 5Y*
- —
- 10Y*
- —
SXRS.DE vs. SEC0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 9.56% |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 98.10% | 36.46% | 20.85% | 61.01% | -32.22% | 21.11% |
Correlation
The correlation between SXRS.DE and SEC0.DE is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2021 | 0.10 |
The correlation between SXRS.DE and SEC0.DE shifts across timeframes, from -0.01 (1 year) to 0.10 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXRS.DE vs. SEC0.DE — Risk / Return Rank
SXRS.DE
SEC0.DE
SXRS.DE vs. SEC0.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 MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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 | SEC0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.03 | ||
| Sortino ratioReturn per unit of downside risk | -3.49 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.75 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 14.81 | -10.80 |
| Martin ratioReturn relative to average drawdown | 8.95 | 52.61 | -43.67 |
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 | SEC0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 5.89 | -4.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 1.17 | -0.63 |
Drawdowns
SXRS.DE vs. SEC0.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, smaller than the maximum SEC0.DE drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and SEC0.DE.
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Drawdown Indicators
| SXRS.DE | SEC0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -39.35% | +11.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -12.90% | +4.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -39.35% | +23.32% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | — | — |
Current DrawdownCurrent decline from peak | -4.99% | -2.85% | -2.14% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -11.85% | -1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 3.64% | +0.28% |
Volatility
SXRS.DE vs. SEC0.DE - Volatility Comparison
The current volatility for iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) is 5.76%, while iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a volatility of 13.13%. This indicates that SXRS.DE experiences smaller price fluctuations and is considered to be less risky than SEC0.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 | SEC0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 13.13% | -7.37% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 25.14% | -8.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 32.42% | -13.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 29.95% | -12.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 29.95% | -14.10% |
SXRS.DE vs. SEC0.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than SEC0.DE's 0.35% expense ratio.
Dividends
SXRS.DE vs. SEC0.DE - Dividend Comparison
Neither SXRS.DE nor SEC0.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and SEC0.DE have a correlation of -0.01, 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 0.35% for SEC0.DE.
SXRS.DE is categorized as Commodities, while SEC0.DE is Semiconductors. SXRS.DE tracks Bloomberg Commodity, while SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Their fees differ too: 0.19% for SXRS.DE and 0.35% for SEC0.DE.
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