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SXRS.DE vs. SGIL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRS.DE vs. SGIL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXRS.DE is traded in EUR, while SGIL.L is traded in GBP. To make them comparable, the SGIL.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SXRS.DE achieves a 18.88% return, which is significantly higher than SGIL.L's 2.16% 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*

SGIL.L

1D
-0.31%
1M
0.67%
YTD
2.16%
6M
2.49%
1Y
2.54%
3Y*
0.86%
5Y*
-1.56%
10Y*
0.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRS.DE vs. SGIL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SGIL.L
iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)
2.16%-4.13%3.32%1.51%-17.06%10.99%2.53%11.18%0.31%0.78%

Correlation

The correlation between SXRS.DE and SGIL.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2017

0.10

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Return for Risk

SXRS.DE vs. SGIL.L — 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: 5555
Overall Rank
SXRS.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SXRS.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
SXRS.DE Omega Ratio Rank: 5151
Omega Ratio Rank
SXRS.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
SXRS.DE Martin Ratio Rank: 5050
Martin Ratio Rank

SGIL.L
SGIL.L Risk / Return Rank: 2424
Overall Rank
SGIL.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SGIL.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
SGIL.L Omega Ratio Rank: 2222
Omega Ratio Rank
SGIL.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
SGIL.L Martin Ratio Rank: 2222
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. SGIL.L - 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 Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L). 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.DESGIL.LDifference
Sharpe ratioReturn per unit of total volatility

+1.09

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.28

1.08

+0.20

Calmar ratioReturn relative to maximum drawdown

3.41

0.99

+2.42

Martin ratioReturn relative to average drawdown

7.38

1.80

+5.58

SXRS.DE vs. SGIL.L - Sharpe Ratio Comparison

The current SXRS.DE Sharpe Ratio is 1.56, which is higher than the SGIL.L Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of SXRS.DE and SGIL.L, 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. SGIL.L - Drawdown Comparison

The maximum SXRS.DE drawdown since its inception was -37.23%, which is greater than SGIL.L's maximum drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and SGIL.L.


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Drawdown Indicators


SXRS.DESGIL.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.23%

-22.48%

-14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-2.55%

-6.19%

Max Drawdown (3Y)

Largest decline over 3 years

-15.96%

-8.66%

-7.30%

Max Drawdown (5Y)

Largest decline over 5 years

-27.58%

-22.48%

-5.10%

Max Drawdown (10Y)

Largest decline over 10 years

-22.48%

Current Drawdown

Current decline from peak

-8.74%

-17.45%

+8.71%

Average Drawdown

Average peak-to-trough decline

-16.43%

-7.18%

-9.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

1.40%

+2.64%

Volatility

SXRS.DE vs. SGIL.L - Volatility Comparison

iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.00% compared to iShares Global Inflation Linked Government Bond UCITS ETF USD (Acc) (SGIL.L) at 1.12%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than SGIL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRS.DESGIL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

1.12%

+3.88%

Volatility (6M)

Calculated over the trailing 6-month period

16.89%

3.64%

+13.25%

Volatility (1Y)

Calculated over the trailing 1-year period

19.09%

5.34%

+13.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

8.90%

+8.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

8.57%

+8.03%

SXRS.DE vs. SGIL.L - Expense Ratio Comparison

SXRS.DE has a 0.19% expense ratio, which is lower than SGIL.L'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. SGIL.L - Dividend Comparison

Neither SXRS.DE nor SGIL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXRS.DE and SGIL.L have a correlation of 0.17, 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 SGIL.L.

SXRS.DE is categorized as Commodities, while SGIL.L is Inflation-Protected Bonds. SXRS.DE tracks Bloomberg Commodity, while SGIL.L tracks Bloomberg Gbl Infl Linked TR USD. Their fees differ too: 0.19% for SXRS.DE and 0.20% for SGIL.L.

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