SXRS.DE vs. SXRL.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and SXRL.DE (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) are both exchange-traded funds - SXRS.DE is a Commodities fund tracking the Bloomberg Commodity, while SXRL.DE is a Government Bonds fund tracking the ICE US Treasury 3-7 Year. Both are passively managed. Over the past 5 years, SXRS.DE returned 10.89%/yr vs 1.27%/yr for SXRL.DE. At a 0.08 correlation, their price movements are largely independent. SXRS.DE charges 0.19%/yr vs 0.07%/yr for SXRL.DE.
Performance
SXRS.DE vs. SXRL.DE - Performance Comparison
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Different Trading Currencies
SXRS.DE is traded in EUR, while SXRL.DE is traded in USD. To make them comparable, the SXRL.DE 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 SXRL.DE's 1.23% 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*
- —
SXRL.DE
- 1D
- 0.34%
- 1M
- 1.44%
- YTD
- 1.23%
- 6M
- 1.61%
- 1Y
- 3.36%
- 3Y*
- 1.48%
- 5Y*
- 1.27%
- 10Y*
- 1.00%
SXRS.DE vs. SXRL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | 1.23% | -4.83% | 8.08% | 1.19% | -4.08% | 6.08% | -2.60% | 8.44% | 5.99% | -4.85% |
Correlation
The correlation between SXRS.DE and SXRL.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2017 | 0.08 |
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Return for Risk
SXRS.DE vs. SXRL.DE — Risk / Return Rank
SXRS.DE
SXRL.DE
SXRS.DE vs. SXRL.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 USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.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.DE | SXRL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.11 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | 0.75 | +2.66 |
| Martin ratioReturn relative to average drawdown | 7.38 | 2.06 | +5.33 |
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Drawdowns
SXRS.DE vs. SXRL.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -37.23%, which is greater than SXRL.DE's maximum drawdown of -17.10%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and SXRL.DE.
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Drawdown Indicators
| SXRS.DE | SXRL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.23% | -17.10% | -20.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -4.47% | -4.27% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -10.18% | -5.78% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -12.16% | -15.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.10% | — |
Current DrawdownCurrent decline from peak | -8.74% | -6.09% | -2.65% |
Average DrawdownAverage peak-to-trough decline | -16.43% | -6.69% | -9.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 1.63% | +2.41% |
Volatility
SXRS.DE vs. SXRL.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.00% compared to iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) at 0.97%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than SXRL.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 | SXRL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 0.97% | +4.03% |
Volatility (6M)Calculated over the trailing 6-month period | 16.89% | 4.29% | +12.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.09% | 5.79% | +13.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.19% | 7.84% | +9.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 7.59% | +9.01% |
SXRS.DE vs. SXRL.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is higher than SXRL.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. SXRL.DE - Dividend Comparison
Neither SXRS.DE nor SXRL.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and SXRL.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRL.DE is cheaper with a 0.07% expense ratio, compared with 0.19% for SXRS.DE.
SXRS.DE is categorized as Commodities, while SXRL.DE is Government Bonds. SXRS.DE tracks Bloomberg Commodity, while SXRL.DE tracks ICE US Treasury 3-7 Year. Their fees differ too: 0.19% for SXRS.DE and 0.07% for SXRL.DE.
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