SXRS.DE vs. XCMC.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and XCMC.DE (Xtrackers Bloomberg Commodity Swap UCITS ETF 1C) are both Commodities funds - SXRS.DE tracks the Bloomberg Commodity while XCMC.DE tracks the Bloomberg Commodity 3 Month Forward. Both are passively managed. Over the past 3 years, SXRS.DE returned 12.54%/yr vs 11.29%/yr for XCMC.DE. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.19% expense ratio.
Performance
SXRS.DE vs. XCMC.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 XCMC.DE's 28.51% 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*
- —
XCMC.DE
- 1D
- -1.20%
- 1M
- 0.63%
- YTD
- 28.51%
- 6M
- 19.13%
- 1Y
- 28.46%
- 3Y*
- 11.29%
- 5Y*
- —
- 10Y*
- —
SXRS.DE vs. XCMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 0.45% |
XCMC.DE Xtrackers Bloomberg Commodity Swap UCITS ETF 1C | 28.51% | -2.66% | 11.92% | -9.34% | 24.84% | -11.32% |
Correlation
The correlation between SXRS.DE and XCMC.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2021 | 0.94 |
The correlation between SXRS.DE and XCMC.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
SXRS.DE vs. XCMC.DE — Risk / Return Rank
SXRS.DE
XCMC.DE
SXRS.DE vs. XCMC.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 Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.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 | XCMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 3.72 | +0.28 |
| Martin ratioReturn relative to average drawdown | 8.95 | 8.44 | +0.51 |
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 | XCMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.66 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.44 | +0.09 |
Drawdowns
SXRS.DE vs. XCMC.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, which is greater than XCMC.DE's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and XCMC.DE.
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Drawdown Indicators
| SXRS.DE | XCMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -22.91% | -4.73% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -7.80% | -0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -14.82% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | — | — |
Current DrawdownCurrent decline from peak | -4.99% | -3.42% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -12.68% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 3.45% | +0.47% |
Volatility
SXRS.DE vs. XCMC.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.76% compared to Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) at 4.94%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than XCMC.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 | XCMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 4.94% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 15.31% | +1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 17.48% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 17.33% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 17.33% | -1.48% |
SXRS.DE vs. XCMC.DE - Expense Ratio Comparison
Both SXRS.DE and XCMC.DE have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SXRS.DE vs. XCMC.DE - Dividend Comparison
Neither SXRS.DE nor XCMC.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, SXRS.DE and XCMC.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.
Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SXRS.DE and XCMC.DE have the same expense ratio: 0.19% per year.
SXRS.DE tracks Bloomberg Commodity, while XCMC.DE tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: iShares and Xtrackers.
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