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XAAG.DE vs. IXUA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAAG.DE vs. IXUA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) and iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XAAG.DE achieves a 27.69% return, which is significantly higher than IXUA.DE's 9.84% return.


XAAG.DE

1D
-0.56%
1M
2.26%
YTD
27.69%
6M
27.75%
1Y
46.69%
3Y*
17.71%
5Y*
14.95%
10Y*

IXUA.DE

1D
0.20%
1M
1.58%
YTD
9.84%
6M
11.80%
1Y
20.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAAG.DE vs. IXUA.DE - Yearly Performance Comparison


Correlation

The correlation between XAAG.DE and IXUA.DE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2025

-0.05

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Return for Risk

XAAG.DE vs. IXUA.DE — Risk / Return Rank

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

XAAG.DE
XAAG.DE Risk / Return Rank: 6565
Overall Rank
XAAG.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XAAG.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
XAAG.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XAAG.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
XAAG.DE Martin Ratio Rank: 5656
Martin Ratio Rank

IXUA.DE
IXUA.DE Risk / Return Rank: 5252
Overall Rank
IXUA.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IXUA.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IXUA.DE Omega Ratio Rank: 5252
Omega Ratio Rank
IXUA.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
IXUA.DE Martin Ratio Rank: 5555
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.

XAAG.DE vs. IXUA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) and iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.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.


XAAG.DEIXUA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.39

1.32

+0.07

Calmar ratioReturn relative to maximum drawdown

4.08

2.44

+1.64

Martin ratioReturn relative to average drawdown

9.65

9.50

+0.15

XAAG.DE vs. IXUA.DE - Sharpe Ratio Comparison

The current XAAG.DE Sharpe Ratio is 2.17, which is comparable to the IXUA.DE Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of XAAG.DE and IXUA.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.


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Sharpe Ratios by Period


XAAG.DEIXUA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

1.71

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

1.10

-0.62

Drawdowns

XAAG.DE vs. IXUA.DE - Drawdown Comparison

The maximum XAAG.DE drawdown since its inception was -33.85%, which is greater than IXUA.DE's maximum drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for XAAG.DE and IXUA.DE.


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Drawdown Indicators


XAAG.DEIXUA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.85%

-16.58%

-17.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-8.53%

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

Max Drawdown (5Y)

Largest decline over 5 years

-33.85%

Current Drawdown

Current decline from peak

-2.54%

-0.74%

-1.80%

Average Drawdown

Average peak-to-trough decline

-13.88%

-2.09%

-11.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

2.20%

+2.69%

Volatility

XAAG.DE vs. IXUA.DE - Volatility Comparison

Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) has a higher volatility of 4.71% compared to iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) at 3.28%. This indicates that XAAG.DE's price experiences larger fluctuations and is considered to be riskier than IXUA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAAG.DEIXUA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

3.28%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

18.81%

9.95%

+8.86%

Volatility (1Y)

Calculated over the trailing 1-year period

21.76%

12.21%

+9.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.32%

14.74%

+5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

14.74%

+3.66%

XAAG.DE vs. IXUA.DE - Expense Ratio Comparison

XAAG.DE has a 0.19% expense ratio, which is higher than IXUA.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XAAG.DE vs. IXUA.DE - Dividend Comparison

Neither XAAG.DE nor IXUA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XAAG.DE and IXUA.DE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IXUA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IXUA.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for XAAG.DE.

XAAG.DE is categorized as Commodities, while IXUA.DE is Global Equities. XAAG.DE tracks Bloomberg Commodity ex-Agriculture and Livestock, while IXUA.DE tracks MSCI World ex USA. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for XAAG.DE and 0.15% for IXUA.DE.

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