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XCMC.DE vs. M9SA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XCMC.DE vs. M9SA.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 Market Access Rogers International Commodity UCITS ETF (M9SA.DE). The values are adjusted to include any dividend payments, if applicable.

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XCMC.DE vs. M9SA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XCMC.DE
Xtrackers Bloomberg Commodity Swap UCITS ETF 1C
23.76%-2.66%11.92%-9.34%24.84%-11.32%
M9SA.DE
Market Access Rogers International Commodity UCITS ETF
27.52%-4.38%10.96%-8.16%23.00%1.84%

Returns By Period

In the year-to-date period, XCMC.DE achieves a 23.76% return, which is significantly lower than M9SA.DE's 27.52% return.


XCMC.DE

1D
-2.10%
1M
3.94%
YTD
23.76%
6M
22.90%
1Y
14.09%
3Y*
8.90%
5Y*
10Y*

M9SA.DE

1D
-2.85%
1M
13.95%
YTD
27.52%
6M
32.94%
1Y
19.69%
3Y*
9.77%
5Y*
14.90%
10Y*
8.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XCMC.DE vs. M9SA.DE - Expense Ratio Comparison

XCMC.DE has a 0.19% expense ratio, which is lower than M9SA.DE's 0.60% expense ratio.


Return for Risk

XCMC.DE vs. M9SA.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: 4444
Overall Rank
XCMC.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XCMC.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XCMC.DE Omega Ratio Rank: 4040
Omega Ratio Rank
XCMC.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
XCMC.DE Martin Ratio Rank: 3838
Martin Ratio Rank

M9SA.DE
M9SA.DE Risk / Return Rank: 5050
Overall Rank
M9SA.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
M9SA.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
M9SA.DE Omega Ratio Rank: 4646
Omega Ratio Rank
M9SA.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
M9SA.DE Martin Ratio Rank: 3737
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. M9SA.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 Market Access Rogers International Commodity UCITS ETF (M9SA.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.DEM9SA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.93

-0.13

Sortino ratio

Return per unit of downside risk

1.15

1.31

-0.16

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.86

2.30

-0.43

Martin ratio

Return relative to average drawdown

3.86

4.11

-0.25

XCMC.DE vs. M9SA.DE - Sharpe Ratio Comparison

The current XCMC.DE Sharpe Ratio is 0.80, which is comparable to the M9SA.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of XCMC.DE and M9SA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XCMC.DEM9SA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.93

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.06

+0.35

Correlation

The correlation between XCMC.DE and M9SA.DE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XCMC.DE vs. M9SA.DE - Dividend Comparison

Neither XCMC.DE nor M9SA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XCMC.DE vs. M9SA.DE - Drawdown Comparison

The maximum XCMC.DE drawdown since its inception was -22.91%, smaller than the maximum M9SA.DE drawdown of -68.53%. Use the drawdown chart below to compare losses from any high point for XCMC.DE and M9SA.DE.


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Drawdown Indicators


XCMC.DEM9SA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.91%

-68.53%

+45.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.15%

-12.51%

+1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

Max Drawdown (10Y)

Largest decline over 10 years

-42.54%

Current Drawdown

Current decline from peak

-3.58%

-2.85%

-0.73%

Average Drawdown

Average peak-to-trough decline

-13.09%

-33.95%

+20.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

5.02%

-1.25%

Volatility

XCMC.DE vs. M9SA.DE - Volatility Comparison

The current volatility for Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) is 6.26%, while Market Access Rogers International Commodity UCITS ETF (M9SA.DE) has a volatility of 12.67%. This indicates that XCMC.DE experiences smaller price fluctuations and is considered to be less risky than M9SA.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.DEM9SA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

12.67%

-6.41%

Volatility (6M)

Calculated over the trailing 6-month period

14.51%

16.77%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.55%

21.14%

-3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

18.84%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

17.94%

-0.60%