VGWE.DE vs. SXRS.DE
VGWE.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - VGWE.DE is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, VGWE.DE returned 11.47%/yr vs 12.06%/yr for SXRS.DE. At a 0.24 correlation, their price movements are largely independent. VGWE.DE charges 0.29%/yr vs 0.19%/yr for SXRS.DE.
Performance
VGWE.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGWE.DE achieves a 12.43% return, which is significantly lower than SXRS.DE's 23.84% return.
VGWE.DE
- 1D
- 0.23%
- 1M
- 3.30%
- YTD
- 12.43%
- 6M
- 14.13%
- 1Y
- 24.76%
- 3Y*
- 15.83%
- 5Y*
- 11.47%
- 10Y*
- —
SXRS.DE
- 1D
- -1.56%
- 1M
- -3.05%
- YTD
- 23.84%
- 6M
- 24.41%
- 1Y
- 35.20%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
VGWE.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc | 12.43% | 12.81% | 15.59% | 7.89% | 0.02% | 27.83% | 6.23% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | 10.65% |
Correlation
The correlation between VGWE.DE and SXRS.DE is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.24 |
The correlation between VGWE.DE and SXRS.DE shifts across timeframes, from -0.09 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VGWE.DE vs. SXRS.DE — Risk / Return Rank
VGWE.DE
SXRS.DE
VGWE.DE vs. SXRS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.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.
| VGWE.DE | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.34 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.11 | 4.00 | +0.11 |
| Martin ratioReturn relative to average drawdown | 15.82 | 8.95 | +6.88 |
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
| VGWE.DE | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 1.87 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 0.70 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.53 | +0.56 |
Drawdowns
VGWE.DE vs. SXRS.DE - Drawdown Comparison
The maximum VGWE.DE drawdown since its inception was -16.43%, smaller than the maximum SXRS.DE drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for VGWE.DE and SXRS.DE.
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Drawdown Indicators
| VGWE.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.43% | -27.64% | +11.21% |
Max Drawdown (1Y)Largest decline over 1 year | -6.00% | -8.75% | +2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -16.43% | -16.03% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -16.43% | -27.56% | +11.13% |
Current DrawdownCurrent decline from peak | -0.37% | -4.99% | +4.62% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -13.12% | +10.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 3.92% | -2.36% |
Volatility
VGWE.DE vs. SXRS.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) is 2.38%, while iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 5.76%. This indicates that VGWE.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.
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Volatility by Period
| VGWE.DE | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 5.76% | -3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.18% | 16.67% | -9.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.47% | 18.76% | -9.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.51% | 17.13% | -5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.23% | 15.85% | -3.62% |
VGWE.DE vs. SXRS.DE - Expense Ratio Comparison
VGWE.DE has a 0.29% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.
Dividends
VGWE.DE vs. SXRS.DE - Dividend Comparison
Neither VGWE.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
VGWE.DE and SXRS.DE have a correlation of -0.09, 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 VGWE.DE.
VGWE.DE is categorized as Dividend, while SXRS.DE is Commodities. VGWE.DE tracks FTSE All-World High Dividend Yield Index, while SXRS.DE tracks Bloomberg Commodity. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.29% for VGWE.DE and 0.19% for SXRS.DE.
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