PortfoliosLab logoPortfoliosLab logo
UEQU.DE vs. SXRS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEQU.DE vs. SXRS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (UEQU.DE) and iShares Diversified Commodity Swap UCITS ETF (SXRS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, UEQU.DE achieves a 25.53% return, which is significantly higher than SXRS.DE's 23.84% return.


UEQU.DE

1D
-0.80%
1M
2.99%
YTD
25.53%
6M
26.95%
1Y
40.51%
3Y*
14.81%
5Y*
14.40%
10Y*
10.80%

SXRS.DE

1D
-1.56%
1M
-0.35%
YTD
23.84%
6M
22.88%
1Y
34.67%
3Y*
12.54%
5Y*
12.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEQU.DE vs. SXRS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UEQU.DE
UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc
25.53%6.36%13.03%-8.33%20.34%46.31%-10.57%14.71%-8.74%
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%

Correlation

The correlation between UEQU.DE and SXRS.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

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2018

0.86

The correlation between UEQU.DE and SXRS.DE has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

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

UEQU.DE vs. SXRS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UEQU.DE
UEQU.DE Risk / Return Rank: 8282
Overall Rank
UEQU.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
UEQU.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
UEQU.DE Omega Ratio Rank: 7979
Omega Ratio Rank
UEQU.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
UEQU.DE Martin Ratio Rank: 7979
Martin Ratio Rank

SXRS.DE
SXRS.DE Risk / Return Rank: 5959
Overall Rank
SXRS.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SXRS.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
SXRS.DE Omega Ratio Rank: 5656
Omega Ratio Rank
SXRS.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
SXRS.DE Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UEQU.DE vs. SXRS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (UEQU.DE) and iShares Diversified Commodity Swap UCITS ETF (SXRS.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.


UEQU.DESXRS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.46

1.34

+0.12

Calmar ratioReturn relative to maximum drawdown

6.29

4.00

+2.29

Martin ratioReturn relative to average drawdown

15.25

8.95

+6.30

UEQU.DE vs. SXRS.DE - Sharpe Ratio Comparison

The current UEQU.DE Sharpe Ratio is 2.60, which is higher than the SXRS.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of UEQU.DE and SXRS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


UEQU.DESXRS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.60

1.87

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.70

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.53

+0.11

Drawdowns

UEQU.DE vs. SXRS.DE - Drawdown Comparison

The maximum UEQU.DE drawdown since its inception was -30.56%, which is greater than SXRS.DE's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for UEQU.DE and SXRS.DE.


Loading charts...

Drawdown Indicators


UEQU.DESXRS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.56%

-27.64%

-2.92%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-8.75%

+2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-15.66%

-16.03%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-22.44%

-27.56%

+5.12%

Max Drawdown (10Y)

Largest decline over 10 years

-30.56%

Current Drawdown

Current decline from peak

-1.21%

-4.99%

+3.78%

Average Drawdown

Average peak-to-trough decline

-8.92%

-13.12%

+4.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

3.92%

-1.23%

Volatility

UEQU.DE vs. SXRS.DE - Volatility Comparison

The current volatility for UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (UEQU.DE) is 3.91%, while iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 5.76%. This indicates that UEQU.DE experiences smaller price fluctuations and is considered to be less risky than SXRS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


UEQU.DESXRS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

5.76%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

16.67%

-3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

15.73%

18.76%

-3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

17.13%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

15.85%

+0.56%

UEQU.DE vs. SXRS.DE - Expense Ratio Comparison

UEQU.DE has a 0.34% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.


Dividends

UEQU.DE vs. SXRS.DE - Dividend Comparison

Neither UEQU.DE nor SXRS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, UEQU.DE and SXRS.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 0.34% for UEQU.DE.

UEQU.DE tracks UBS CMCI Ex Agriculture Ex Livestock Capped, while SXRS.DE tracks Bloomberg Commodity. They also come from different issuers: UBS and iShares. Their fees differ too: 0.34% for UEQU.DE and 0.19% for SXRS.DE.

Portfolio Optimizer

Find the right allocation for UEQU.DE and SXRS.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