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SXRS.DE vs. SXR1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRS.DE vs. SXR1.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 iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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 18.88% return, which is significantly higher than SXR1.DE's 9.38% 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*

SXR1.DE

1D
2.06%
1M
-0.41%
YTD
9.38%
6M
11.69%
1Y
15.20%
3Y*
9.97%
5Y*
5.88%
10Y*
7.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRS.DE vs. SXR1.DE - 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%
SXR1.DE
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)
9.38%7.00%11.91%2.20%-0.86%13.17%-2.98%21.74%-6.20%4.02%

Correlation

The correlation between SXRS.DE and SXR1.DE is -0.07, 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

-0.07

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

0.12

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

0.22

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

0.27

The correlation between SXRS.DE and SXR1.DE shifts across timeframes, from -0.07 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SXRS.DE vs. SXR1.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: 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

SXR1.DE
SXR1.DE Risk / Return Rank: 4545
Overall Rank
SXR1.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SXR1.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
SXR1.DE Omega Ratio Rank: 3939
Omega Ratio Rank
SXR1.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
SXR1.DE Martin Ratio Rank: 4848
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. SXR1.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 Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.DESXR1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratioReturn relative to maximum drawdown

3.41

2.44

+0.97

Martin ratioReturn relative to average drawdown

7.38

7.10

+0.28

SXRS.DE vs. SXR1.DE - Sharpe Ratio Comparison

The current SXRS.DE Sharpe Ratio is 1.56, which is comparable to the SXR1.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of SXRS.DE and SXR1.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. SXR1.DE - Drawdown Comparison

The maximum SXRS.DE drawdown since its inception was -37.23%, roughly equal to the maximum SXR1.DE drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and SXR1.DE.


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Drawdown Indicators


SXRS.DESXR1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.23%

-38.62%

+1.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-6.21%

-2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-15.96%

-20.28%

+4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-27.58%

-20.28%

-7.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

Current Drawdown

Current decline from peak

-8.74%

-1.74%

-7.00%

Average Drawdown

Average peak-to-trough decline

-16.43%

-9.86%

-6.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.04%

2.13%

+1.91%

Volatility

SXRS.DE vs. SXR1.DE - Volatility Comparison

iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.00% compared to iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) at 4.02%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than SXR1.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.DESXR1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

4.02%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

16.89%

9.46%

+7.43%

Volatility (1Y)

Calculated over the trailing 1-year period

19.09%

12.05%

+7.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

14.78%

+2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

16.58%

+0.02%

SXRS.DE vs. SXR1.DE - Expense Ratio Comparison

SXRS.DE has a 0.19% expense ratio, which is lower than SXR1.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. SXR1.DE - Dividend Comparison

Neither SXRS.DE nor SXR1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXRS.DE and SXR1.DE have a correlation of -0.07, 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 SXR1.DE.

SXRS.DE is categorized as Commodities, while SXR1.DE is Asia Pacific Equities. SXRS.DE tracks Bloomberg Commodity, while SXR1.DE tracks MSCI Pacific ex Japan. Their fees differ too: 0.19% for SXRS.DE and 0.20% for SXR1.DE.

Portfolio Optimizer

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