SXRS.DE vs. WTEH.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and WTEH.DE (WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc) are both Commodities funds - SXRS.DE tracks the Bloomberg Commodity while WTEH.DE tracks the Optimized Roll Commodity (EUR Hedged). Both are passively managed. Over the past 5 years, SXRS.DE returned 12.06%/yr vs 9.32%/yr for WTEH.DE. A 0.77 correlation means they provide meaningful diversification when combined. SXRS.DE charges 0.19%/yr vs 0.35%/yr for WTEH.DE.
Performance
SXRS.DE vs. WTEH.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 lower than WTEH.DE's 28.87% 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*
- —
WTEH.DE
- 1D
- -1.21%
- 1M
- -0.63%
- YTD
- 28.87%
- 6M
- 30.95%
- 1Y
- 40.23%
- 3Y*
- 14.16%
- 5Y*
- 9.32%
- 10Y*
- —
SXRS.DE vs. WTEH.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% | 2.79% |
WTEH.DE WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc | 28.87% | 14.12% | 1.38% | -8.99% | 8.44% | 27.25% | 5.11% |
Correlation
The correlation between SXRS.DE and WTEH.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2020 | 0.77 |
The correlation between SXRS.DE and WTEH.DE shifts across timeframes, from 0.77 (all time) to 0.88 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXRS.DE vs. WTEH.DE — Risk / Return Rank
SXRS.DE
WTEH.DE
SXRS.DE vs. WTEH.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 WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.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 | WTEH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.45 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 6.93 | -2.93 |
| Martin ratioReturn relative to average drawdown | 8.95 | 15.94 | -6.99 |
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 | WTEH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.50 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.60 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.86 | -0.32 |
Drawdowns
SXRS.DE vs. WTEH.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, roughly equal to the maximum WTEH.DE drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and WTEH.DE.
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Drawdown Indicators
| SXRS.DE | WTEH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -28.22% | +0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -5.93% | -2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -10.31% | -5.72% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | -28.22% | +0.66% |
Current DrawdownCurrent decline from peak | -4.99% | -4.05% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -14.64% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 2.58% | +1.34% |
Volatility
SXRS.DE vs. WTEH.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.76% compared to WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) at 5.17%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than WTEH.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 | WTEH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 5.17% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 14.77% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 16.45% | +2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 15.57% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 15.39% | +0.46% |
SXRS.DE vs. WTEH.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than WTEH.DE's 0.35% expense ratio.
Dividends
SXRS.DE vs. WTEH.DE - Dividend Comparison
Neither SXRS.DE nor WTEH.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and WTEH.DE have a correlation of 0.88, 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 0.35% for WTEH.DE.
SXRS.DE tracks Bloomberg Commodity, while WTEH.DE tracks Optimized Roll Commodity (EUR Hedged). They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.19% for SXRS.DE and 0.35% for WTEH.DE.
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