VWCE.DE vs. SXRS.DE
VWCE.DE (Vanguard FTSE All-World UCITS ETF) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - VWCE.DE is a Global Equities fund tracking the FTSE All-World Index, while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, VWCE.DE returned 12.28%/yr vs 12.06%/yr for SXRS.DE. At a 0.23 correlation, their price movements are largely independent. Both charge a 0.19% expense ratio.
Performance
VWCE.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VWCE.DE achieves a 12.64% return, which is significantly lower than SXRS.DE's 23.84% return.
VWCE.DE
- 1D
- -0.21%
- 1M
- 5.01%
- YTD
- 12.64%
- 6M
- 13.33%
- 1Y
- 26.41%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 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*
- —
VWCE.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWCE.DE Vanguard FTSE All-World UCITS ETF | 12.64% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 5.36% | 8.01% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 3.32% |
Correlation
The correlation between VWCE.DE and SXRS.DE is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | 0.23 |
The correlation between VWCE.DE and SXRS.DE shifts across timeframes, from -0.07 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VWCE.DE vs. SXRS.DE — Risk / Return Rank
VWCE.DE
SXRS.DE
VWCE.DE vs. SXRS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.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.
| VWCE.DE | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.34 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 4.00 | +0.01 |
| Martin ratioReturn relative to average drawdown | 16.55 | 8.95 | +7.60 |
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
| VWCE.DE | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 1.87 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.70 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.53 | +0.25 |
Drawdowns
VWCE.DE vs. SXRS.DE - Drawdown Comparison
The maximum VWCE.DE drawdown since its inception was -33.43%, 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 VWCE.DE and SXRS.DE.
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Drawdown Indicators
| VWCE.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -27.64% | -5.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -8.75% | +2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -16.03% | -5.04% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -27.56% | +6.49% |
Current DrawdownCurrent decline from peak | -0.66% | -4.99% | +4.33% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -13.12% | +8.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 3.92% | -2.33% |
Volatility
VWCE.DE vs. SXRS.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.06%, while iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 5.76%. This indicates that VWCE.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
| VWCE.DE | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 5.76% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 8.18% | 16.67% | -8.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.37% | 18.76% | -7.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.75% | 17.13% | -3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 15.85% | +0.31% |
VWCE.DE vs. SXRS.DE - Expense Ratio Comparison
Both VWCE.DE and SXRS.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
VWCE.DE vs. SXRS.DE - Dividend Comparison
Neither VWCE.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
VWCE.DE and SXRS.DE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
VWCE.DE and SXRS.DE have the same expense ratio: 0.19% per year.
VWCE.DE is categorized as Global Equities, while SXRS.DE is Commodities. VWCE.DE tracks FTSE All-World Index, while SXRS.DE tracks Bloomberg Commodity. They also come from different issuers: Vanguard and iShares.
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