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XCMC.DE vs. EXXY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCMC.DE vs. EXXY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) and iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.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, XCMC.DE achieves a 28.51% return, which is significantly higher than EXXY.DE's 23.43% return.


XCMC.DE

1D
-1.20%
1M
-1.31%
YTD
28.51%
6M
19.96%
1Y
29.14%
3Y*
11.29%
5Y*
10Y*

EXXY.DE

1D
-1.47%
1M
-3.12%
YTD
23.43%
6M
24.08%
1Y
33.97%
3Y*
11.64%
5Y*
11.46%
10Y*
5.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCMC.DE vs. EXXY.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XCMC.DE
Xtrackers Bloomberg Commodity Swap UCITS ETF 1C
28.51%-2.66%11.92%-9.34%24.84%-11.32%
EXXY.DE
iShares Diversified Commodity Swap UCITS ETF (DE)
23.43%3.90%10.13%-10.90%21.43%-0.09%

Correlation

The correlation between XCMC.DE and EXXY.DE is 0.91, 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

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2021

0.93

The correlation between XCMC.DE and EXXY.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

XCMC.DE vs. EXXY.DE — Risk / Return Rank

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

XCMC.DE
XCMC.DE Risk / Return Rank: 5454
Overall Rank
XCMC.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XCMC.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XCMC.DE Omega Ratio Rank: 5252
Omega Ratio Rank
XCMC.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
XCMC.DE Martin Ratio Rank: 5151
Martin Ratio Rank

EXXY.DE
EXXY.DE Risk / Return Rank: 5656
Overall Rank
EXXY.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EXXY.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
EXXY.DE Omega Ratio Rank: 5353
Omega Ratio Rank
EXXY.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
EXXY.DE Martin Ratio Rank: 5050
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.

XCMC.DE vs. EXXY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) and iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.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.


XCMC.DEEXXY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.32

1.32

-0.01

Calmar ratioReturn relative to maximum drawdown

3.72

3.78

-0.06

Martin ratioReturn relative to average drawdown

8.44

8.41

+0.02

XCMC.DE vs. EXXY.DE - Sharpe Ratio Comparison

The current XCMC.DE Sharpe Ratio is 1.66, which is comparable to the EXXY.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of XCMC.DE and EXXY.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


XCMC.DEEXXY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.78

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.02

+0.43

Drawdowns

XCMC.DE vs. EXXY.DE - Drawdown Comparison

The maximum XCMC.DE drawdown since its inception was -22.91%, smaller than the maximum EXXY.DE drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for XCMC.DE and EXXY.DE.


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Drawdown Indicators


XCMC.DEEXXY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.91%

-65.58%

+42.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.80%

-8.95%

+1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-14.82%

-16.31%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

Current Drawdown

Current decline from peak

-3.42%

-16.97%

+13.55%

Average Drawdown

Average peak-to-trough decline

-12.68%

-40.08%

+27.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

4.03%

-0.58%

Volatility

XCMC.DE vs. EXXY.DE - Volatility Comparison

The current volatility for Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) is 4.94%, while iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) has a volatility of 5.99%. This indicates that XCMC.DE experiences smaller price fluctuations and is considered to be less risky than EXXY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCMC.DEEXXY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

5.99%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

15.31%

16.80%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

17.48%

18.98%

-1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

17.55%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

15.32%

+2.01%

XCMC.DE vs. EXXY.DE - Expense Ratio Comparison

XCMC.DE has a 0.19% expense ratio, which is lower than EXXY.DE's 0.46% expense ratio.


Dividends

XCMC.DE vs. EXXY.DE - Dividend Comparison

Neither XCMC.DE nor EXXY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, XCMC.DE and EXXY.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, XCMC.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCMC.DE is cheaper with a 0.19% expense ratio, compared with 0.46% for EXXY.DE.

XCMC.DE tracks Bloomberg Commodity 3 Month Forward, while EXXY.DE tracks Bloomberg Commodity. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.19% for XCMC.DE and 0.46% for EXXY.DE.

Portfolio Optimizer

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