SXRS.DE vs. VGWE.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and VGWE.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc) are both exchange-traded funds - SXRS.DE is a Commodities fund tracking the Bloomberg Commodity, while VGWE.DE is a Dividend fund tracking the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 5 years, SXRS.DE returned 12.06%/yr vs 11.47%/yr for VGWE.DE. At a 0.24 correlation, their price movements are largely independent. SXRS.DE charges 0.19%/yr vs 0.29%/yr for VGWE.DE.
Performance
SXRS.DE vs. VGWE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRS.DE achieves a 23.84% return, which is significantly higher than VGWE.DE's 12.43% 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*
- —
VGWE.DE
- 1D
- 0.23%
- 1M
- 2.28%
- YTD
- 12.43%
- 6M
- 13.64%
- 1Y
- 24.97%
- 3Y*
- 15.83%
- 5Y*
- 11.47%
- 10Y*
- —
SXRS.DE vs. VGWE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | 10.65% |
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc | 12.43% | 12.81% | 15.59% | 7.89% | 0.02% | 27.83% | 6.23% |
Correlation
The correlation between SXRS.DE and VGWE.DE is -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.24 |
The correlation between SXRS.DE and VGWE.DE shifts across timeframes, from -0.09 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SXRS.DE vs. VGWE.DE — Risk / Return Rank
SXRS.DE
VGWE.DE
SXRS.DE vs. VGWE.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.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 | VGWE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.47 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 4.11 | -0.11 |
| Martin ratioReturn relative to average drawdown | 8.95 | 15.82 | -6.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXRS.DE | VGWE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.60 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.99 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 1.10 | -0.56 |
Drawdowns
SXRS.DE vs. VGWE.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, which is greater than VGWE.DE's maximum drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and VGWE.DE.
Loading charts...
Drawdown Indicators
| SXRS.DE | VGWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -16.43% | -11.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -6.00% | -2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -16.43% | +0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | -16.43% | -11.13% |
Current DrawdownCurrent decline from peak | -4.99% | -0.37% | -4.62% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -2.37% | -10.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 1.56% | +2.36% |
Volatility
SXRS.DE vs. VGWE.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.76% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) at 2.38%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than VGWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRS.DE | VGWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 2.38% | +3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 7.18% | +9.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 9.47% | +9.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 11.51% | +5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 12.23% | +3.62% |
SXRS.DE vs. VGWE.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than VGWE.DE's 0.29% expense ratio.
Dividends
SXRS.DE vs. VGWE.DE - Dividend Comparison
Neither SXRS.DE nor VGWE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and VGWE.DE have a correlation of -0.09, 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 0.29% for VGWE.DE.
SXRS.DE is categorized as Commodities, while VGWE.DE is Dividend. SXRS.DE tracks Bloomberg Commodity, while VGWE.DE tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.19% for SXRS.DE and 0.29% for VGWE.DE.
Find the right allocation for SXRS.DE and VGWE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer