XCMC.DE vs. XSX6.DE
XCMC.DE (Xtrackers Bloomberg Commodity Swap UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XCMC.DE is a Commodities fund tracking the Bloomberg Commodity 3 Month Forward, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 3 years, XCMC.DE returned 11.29%/yr vs 13.95%/yr for XSX6.DE. At a 0.05 correlation, their price movements are largely independent. XCMC.DE charges 0.19%/yr vs 0.20%/yr for XSX6.DE.
Performance
XCMC.DE vs. XSX6.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 XSX6.DE's 7.40% return.
XCMC.DE
- 1D
- -1.20%
- 1M
- -1.31%
- YTD
- 28.51%
- 6M
- 19.96%
- 1Y
- 29.14%
- 3Y*
- 11.29%
- 5Y*
- —
- 10Y*
- —
XSX6.DE
- 1D
- 0.59%
- 1M
- 3.14%
- YTD
- 7.40%
- 6M
- 9.99%
- 1Y
- 16.44%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XCMC.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 1.58% |
Correlation
The correlation between XCMC.DE and XSX6.DE is -0.13, 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 | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2021 | 0.05 |
The correlation between XCMC.DE and XSX6.DE shifts across timeframes, from -0.13 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XCMC.DE vs. XSX6.DE — Risk / Return Rank
XCMC.DE
XSX6.DE
XCMC.DE vs. XSX6.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 Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.24 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.72 | 1.73 | +1.99 |
| Martin ratioReturn relative to average drawdown | 8.44 | 6.55 | +1.88 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.26 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.59 | -0.15 |
Drawdowns
XCMC.DE vs. XSX6.DE - Drawdown Comparison
The maximum XCMC.DE drawdown since its inception was -22.91%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XCMC.DE and XSX6.DE.
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Drawdown Indicators
| XCMC.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.91% | -36.05% | +13.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -9.46% | +1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -14.82% | -16.37% | +1.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -3.42% | -1.56% | -1.86% |
Average DrawdownAverage peak-to-trough decline | -12.68% | -5.27% | -7.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.50% | +0.95% |
Volatility
XCMC.DE vs. XSX6.DE - Volatility Comparison
Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) has a higher volatility of 4.94% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that XCMC.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 4.26% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 10.73% | +4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.48% | 12.95% | +4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 14.44% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 15.61% | +1.72% |
XCMC.DE vs. XSX6.DE - Expense Ratio Comparison
XCMC.DE has a 0.19% expense ratio, which is lower than XSX6.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XCMC.DE vs. XSX6.DE - Dividend Comparison
Neither XCMC.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XCMC.DE and XSX6.DE have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.20% for XSX6.DE.
XCMC.DE is categorized as Commodities, while XSX6.DE is Europe Equities. XCMC.DE tracks Bloomberg Commodity 3 Month Forward, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.19% for XCMC.DE and 0.20% for XSX6.DE.
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