SXRS.DE vs. UIQ1.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and UIQ1.DE (UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc) are both Commodities funds - SXRS.DE tracks the Bloomberg Commodity while UIQ1.DE tracks the UBS CMCI Ex Agriculture Ex Livestock Capped (EUR Hedged). Both are passively managed. Over the past 5 years, SXRS.DE returned 12.06%/yr vs 10.90%/yr for UIQ1.DE. A 0.70 correlation means they provide meaningful diversification when combined. SXRS.DE charges 0.19%/yr vs 0.34%/yr for UIQ1.DE.
Performance
SXRS.DE vs. UIQ1.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 UIQ1.DE's 22.64% 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*
- —
UIQ1.DE
- 1D
- -1.00%
- 1M
- 1.33%
- YTD
- 22.64%
- 6M
- 25.07%
- 1Y
- 38.99%
- 3Y*
- 15.74%
- 5Y*
- 10.90%
- 10Y*
- —
SXRS.DE vs. UIQ1.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% |
UIQ1.DE UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc | 22.64% | 17.35% | 4.90% | -7.27% | 9.59% | 33.73% | -4.28% | 8.46% | -15.85% |
Correlation
The correlation between SXRS.DE and UIQ1.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.70 |
The correlation between SXRS.DE and UIQ1.DE has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.
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Return for Risk
SXRS.DE vs. UIQ1.DE — Risk / Return Rank
SXRS.DE
UIQ1.DE
SXRS.DE vs. UIQ1.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 UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.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 | UIQ1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.47 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 5.99 | -1.99 |
| Martin ratioReturn relative to average drawdown | 8.95 | 16.75 | -7.80 |
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 | UIQ1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.64 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.59 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.51 | +0.02 |
Drawdowns
SXRS.DE vs. UIQ1.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, smaller than the maximum UIQ1.DE drawdown of -39.99%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and UIQ1.DE.
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Drawdown Indicators
| SXRS.DE | UIQ1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -39.99% | +12.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -6.62% | -2.13% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -13.55% | -2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | -30.51% | +2.95% |
Current DrawdownCurrent decline from peak | -4.99% | -2.05% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -15.09% | +1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 2.37% | +1.55% |
Volatility
SXRS.DE vs. UIQ1.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.76% compared to UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (EUR Hedged) Acc (UIQ1.DE) at 3.79%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than UIQ1.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 | UIQ1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 3.79% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 12.91% | +3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 15.03% | +3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 18.19% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 17.45% | -1.60% |
SXRS.DE vs. UIQ1.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than UIQ1.DE's 0.34% expense ratio.
Dividends
SXRS.DE vs. UIQ1.DE - Dividend Comparison
Neither SXRS.DE nor UIQ1.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and UIQ1.DE have a correlation of 0.77, 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 0.34% for UIQ1.DE.
SXRS.DE tracks Bloomberg Commodity, while UIQ1.DE tracks UBS CMCI Ex Agriculture Ex Livestock Capped (EUR Hedged). They also come from different issuers: iShares and UBS. Their fees differ too: 0.19% for SXRS.DE and 0.34% for UIQ1.DE.
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