SXRS.DE vs. XSVT.DE
SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) and XSVT.DE (Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C) are both Commodities funds - SXRS.DE tracks the Bloomberg Commodity while XSVT.DE tracks the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. Both are passively managed. Over the past 3 years, SXRS.DE returned 12.54%/yr vs 16.36%/yr for XSVT.DE. Their correlation of 0.90 suggests significant overlap in exposure. SXRS.DE charges 0.19%/yr vs 0.29%/yr for XSVT.DE.
Performance
SXRS.DE vs. XSVT.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 higher than XSVT.DE's 21.63% 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*
- —
XSVT.DE
- 1D
- -0.53%
- 1M
- 3.03%
- YTD
- 21.63%
- 6M
- 24.91%
- 1Y
- 42.37%
- 3Y*
- 16.36%
- 5Y*
- —
- 10Y*
- —
SXRS.DE vs. XSVT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 8.67% |
XSVT.DE Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C | 21.63% | 14.36% | 15.10% | -12.67% | 14.63% |
Correlation
The correlation between SXRS.DE and XSVT.DE is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2022 | 0.90 |
The correlation between SXRS.DE and XSVT.DE has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.
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Return for Risk
SXRS.DE vs. XSVT.DE — Risk / Return Rank
SXRS.DE
XSVT.DE
SXRS.DE vs. XSVT.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 ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.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 | XSVT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 4.58 | -0.58 |
| Martin ratioReturn relative to average drawdown | 8.95 | 10.89 | -1.94 |
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 | XSVT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.31 | -0.45 |
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 | 0.61 | -0.08 |
Drawdowns
SXRS.DE vs. XSVT.DE - Drawdown Comparison
The maximum SXRS.DE drawdown since its inception was -27.64%, roughly equal to the maximum XSVT.DE drawdown of -27.57%. Use the drawdown chart below to compare losses from any high point for SXRS.DE and XSVT.DE.
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Drawdown Indicators
| SXRS.DE | XSVT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.64% | -27.57% | -0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -9.35% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -15.97% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -27.56% | — | — |
Current DrawdownCurrent decline from peak | -4.99% | -1.81% | -3.18% |
Average DrawdownAverage peak-to-trough decline | -13.12% | -14.41% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.92% | 3.95% | -0.03% |
Volatility
SXRS.DE vs. XSVT.DE - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a higher volatility of 5.76% compared to Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) at 4.33%. This indicates that SXRS.DE's price experiences larger fluctuations and is considered to be riskier than XSVT.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 | XSVT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 4.33% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 16.67% | 15.57% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.76% | 18.53% | +0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 18.83% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 18.83% | -2.98% |
SXRS.DE vs. XSVT.DE - Expense Ratio Comparison
SXRS.DE has a 0.19% expense ratio, which is lower than XSVT.DE's 0.29% expense ratio.
Dividends
SXRS.DE vs. XSVT.DE - Dividend Comparison
Neither SXRS.DE nor XSVT.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRS.DE and XSVT.DE have a correlation of 0.90, 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 XSVT.DE.
SXRS.DE tracks Bloomberg Commodity, while XSVT.DE tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.19% for SXRS.DE and 0.29% for XSVT.DE.
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