SXRS.DE vs. WTIC.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and WTIC.DE (WisdomTree Enhanced Commodity UCITS ETF USD Acc) are both Commodities funds - SXRS.DE tracks the Bloomberg Commodity while WTIC.DE tracks the Optimised Roll Commodity. Both are passively managed. Over the past 5 years, SXRS.DE returned 12.06%/yr vs 12.56%/yr for WTIC.DE. Their correlation of 0.94 suggests significant overlap in exposure. SXRS.DE charges 0.19%/yr vs 0.35%/yr for WTIC.DE.
Performance
SXRS.DE vs. WTIC.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 WTIC.DE's 30.86% 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*
- —
WTIC.DE
- 1D
- -1.31%
- 1M
- 0.57%
- YTD
- 30.86%
- 6M
- 31.83%
- 1Y
- 40.68%
- 3Y*
- 13.11%
- 5Y*
- 12.56%
- 10Y*
- —
SXRS.DE vs. WTIC.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% |
WTIC.DE WisdomTree Enhanced Commodity UCITS ETF USD Acc | 30.86% | 3.73% | 9.08% | -9.89% | 18.67% | 39.27% | -8.75% | 10.10% | -5.19% |
Correlation
The correlation between SXRS.DE and WTIC.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.94 |
The correlation between SXRS.DE and WTIC.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
SXRS.DE vs. WTIC.DE — Risk / Return Rank
SXRS.DE
WTIC.DE
SXRS.DE vs. WTIC.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 USD Acc (WTIC.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 | WTIC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 5.55 | -1.55 |
| Martin ratioReturn relative to average drawdown | 8.95 | 12.79 | -3.84 |
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 | WTIC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.30 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.77 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.54 | 0.00 |
Drawdowns
SXRS.DE vs. WTIC.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, which is greater than WTIC.DE's maximum drawdown of -25.90%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and WTIC.DE.
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Drawdown Indicators
| SXRS.DE | WTIC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -25.90% | -1.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -7.43% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -13.51% | -2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | -25.90% | -1.66% |
Current DrawdownCurrent decline from peak | -4.99% | -3.46% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -12.05% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 3.23% | +0.69% |
Volatility
SXRS.DE vs. WTIC.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) and WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) have volatilities of 5.76% and 5.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRS.DE | WTIC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 5.73% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 15.76% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 17.94% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 16.14% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 14.10% | +1.75% |
SXRS.DE vs. WTIC.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than WTIC.DE's 0.35% expense ratio.
Dividends
SXRS.DE vs. WTIC.DE - Dividend Comparison
Neither SXRS.DE nor WTIC.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.96, SXRS.DE and WTIC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 WTIC.DE.
SXRS.DE tracks Bloomberg Commodity, while WTIC.DE tracks Optimised Roll Commodity. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.19% for SXRS.DE and 0.35% for WTIC.DE.
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