SXRS.DE vs. UIQK.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and UIQK.DE (UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc) are both Commodities funds - SXRS.DE tracks the Bloomberg Commodity while UIQK.DE tracks the UBS CMCI. Both are passively managed. Over the past 5 years, SXRS.DE returned 10.55%/yr vs 11.67%/yr for UIQK.DE. Their correlation of 0.88 suggests significant overlap in exposure. SXRS.DE charges 0.19%/yr vs 0.34%/yr for UIQK.DE.
Performance
SXRS.DE vs. UIQK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRS.DE achieves a 15.42% return, which is significantly lower than UIQK.DE's 17.07% return.
SXRS.DE
- 1D
- 0.50%
- 1M
- -8.14%
- YTD
- 15.42%
- 6M
- 17.28%
- 1Y
- 27.55%
- 3Y*
- 9.69%
- 5Y*
- 10.55%
- 10Y*
- —
UIQK.DE
- 1D
- 0.54%
- 1M
- -5.07%
- YTD
- 17.07%
- 6M
- 19.04%
- 1Y
- 24.09%
- 3Y*
- 8.78%
- 5Y*
- 11.67%
- 10Y*
- 8.02%
SXRS.DE vs. UIQK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 15.42% | 4.68% | 11.06% | -10.49% | 20.61% | 40.00% | -13.38% | 9.88% | -21.55% | 5.80% |
UIQK.DE UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 17.07% | -1.67% | 10.72% | -4.23% | 22.43% | 46.71% | -8.90% | 12.48% | -6.36% | 5.66% |
Correlation
The correlation between SXRS.DE and UIQK.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2017 | 0.88 |
The correlation between SXRS.DE and UIQK.DE has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.
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Return for Risk
SXRS.DE vs. UIQK.DE — Risk / Return Rank
SXRS.DE
UIQK.DE
SXRS.DE vs. UIQK.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 Composite SF UCITS ETF (USD) A-acc (UIQK.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 | UIQK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.28 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.11 | -0.79 |
| Martin ratioReturn relative to average drawdown | 8.34 | 10.57 | -2.23 |
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Drawdowns
SXRS.DE vs. UIQK.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -37.23%, smaller than the maximum UIQK.DE drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and UIQK.DE.
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Drawdown Indicators
| SXRS.DE | UIQK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.23% | -63.18% | +25.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -7.72% | -4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -15.96% | -15.43% | -0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -17.37% | -10.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.71% | — |
Current DrawdownCurrent decline from peak | -11.39% | -7.22% | -4.17% |
Average DrawdownAverage peak-to-trough decline | -16.41% | -33.70% | +17.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.27% | +1.02% |
Volatility
SXRS.DE vs. UIQK.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 3.98% compared to UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) at 3.50%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than UIQK.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 | UIQK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 3.50% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 12.59% | +4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 14.55% | +4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 15.10% | +2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 14.45% | +2.14% |
SXRS.DE vs. UIQK.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than UIQK.DE's 0.34% expense ratio.
Dividends
SXRS.DE vs. UIQK.DE - Dividend Comparison
Neither SXRS.DE nor UIQK.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and UIQK.DE have a correlation of 0.87, 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 UIQK.DE.
SXRS.DE tracks Bloomberg Commodity, while UIQK.DE tracks UBS CMCI. They also come from different issuers: iShares and UBS. Their fees differ too: 0.19% for SXRS.DE and 0.34% for UIQK.DE.
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