SXRS.DE vs. SXR8.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - SXRS.DE is a Commodities fund tracking the Bloomberg Commodity, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, SXRS.DE returned 12.06%/yr vs 14.77%/yr for SXR8.DE. At a 0.26 correlation, their price movements are largely independent. SXRS.DE charges 0.19%/yr vs 0.07%/yr for SXR8.DE.
Performance
SXRS.DE vs. SXR8.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 higher than SXR8.DE's 11.37% 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*
- —
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
SXRS.DE vs. SXR8.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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | 2.56% |
Correlation
The correlation between SXRS.DE and SXR8.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 | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.26 |
The correlation between SXRS.DE and SXR8.DE shifts across timeframes, from -0.01 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRS.DE vs. SXR8.DE — Risk / Return Rank
SXRS.DE
SXR8.DE
SXRS.DE vs. SXR8.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 S&P 500 UCITS ETF USD (Acc) (SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 3.58 | +0.42 |
| Martin ratioReturn relative to average drawdown | 8.95 | 12.71 | -3.76 |
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 | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.21 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.96 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.79 | -0.26 |
Drawdowns
SXRS.DE vs. SXR8.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and SXR8.DE.
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Drawdown Indicators
| SXRS.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -33.78% | +6.14% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -7.13% | -1.62% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -23.32% | +7.29% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | -23.32% | -4.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.78% | — |
Current DrawdownCurrent decline from peak | -4.99% | -0.45% | -4.54% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -5.17% | -7.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 2.01% | +1.91% |
Volatility
SXRS.DE vs. SXR8.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.76% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.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 | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 2.65% | +3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 7.57% | +9.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 11.56% | +7.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 15.16% | +1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 16.09% | -0.24% |
SXRS.DE vs. SXR8.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is higher than SXR8.DE's 0.07% 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. SXR8.DE - Dividend Comparison
Neither SXRS.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and SXR8.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, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.19% for SXRS.DE.
SXRS.DE is categorized as Commodities, while SXR8.DE is S&P 500. SXRS.DE tracks Bloomberg Commodity, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.19% for SXRS.DE and 0.07% for SXR8.DE.
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