XCMC.DE vs. SXRS.DE
XCMC.DE (Xtrackers Bloomberg Commodity Swap UCITS ETF 1C) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both Commodities funds - XCMC.DE tracks the Bloomberg Commodity 3 Month Forward while SXRS.DE tracks the Bloomberg Commodity. Both are passively managed. Over the past 3 years, XCMC.DE returned 11.29%/yr vs 12.54%/yr for SXRS.DE. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.19% expense ratio.
Performance
XCMC.DE vs. SXRS.DE - Performance Comparison
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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 SXRS.DE's 23.84% return.
XCMC.DE
- 1D
- -1.20%
- 1M
- -1.31%
- YTD
- 28.51%
- 6M
- 19.96%
- 1Y
- 29.14%
- 3Y*
- 11.29%
- 5Y*
- —
- 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*
- —
XCMC.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XCMC.DE Xtrackers Bloomberg Commodity Swap UCITS ETF 1C | 28.51% | -2.66% | 11.92% | -9.34% | 24.84% | -11.32% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 0.45% |
Correlation
The correlation between XCMC.DE and SXRS.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 | 0.95 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2021 | 0.94 |
The correlation between XCMC.DE and SXRS.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
XCMC.DE vs. SXRS.DE — Risk / Return Rank
XCMC.DE
SXRS.DE
XCMC.DE vs. SXRS.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 (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.
| XCMC.DE | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.72 | 4.00 | -0.28 |
| Martin ratioReturn relative to average drawdown | 8.44 | 8.95 | -0.51 |
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
| XCMC.DE | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.87 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.53 | -0.09 |
Drawdowns
XCMC.DE vs. SXRS.DE - Drawdown Comparison
The maximum XCMC.DE drawdown since its inception was -22.91%, smaller than the maximum SXRS.DE drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for XCMC.DE and SXRS.DE.
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Drawdown Indicators
| XCMC.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.91% | -27.64% | +4.73% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -8.75% | +0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -14.82% | -16.03% | +1.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.56% | — |
Current DrawdownCurrent decline from peak | -3.42% | -4.99% | +1.57% |
Average DrawdownAverage peak-to-trough decline | -12.68% | -13.12% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 3.92% | -0.47% |
Volatility
XCMC.DE vs. SXRS.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 (SXRS.DE) has a volatility of 5.76%. This indicates that XCMC.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
| XCMC.DE | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 5.76% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 16.67% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.48% | 18.76% | -1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 17.13% | +0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 15.85% | +1.48% |
XCMC.DE vs. SXRS.DE - Expense Ratio Comparison
Both XCMC.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
XCMC.DE vs. SXRS.DE - Dividend Comparison
Neither XCMC.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, XCMC.DE and SXRS.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.
Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XCMC.DE and SXRS.DE have the same expense ratio: 0.19% per year.
XCMC.DE tracks Bloomberg Commodity 3 Month Forward, while SXRS.DE tracks Bloomberg Commodity. They also come from different issuers: Xtrackers and iShares.
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