XDW0.DE vs. SXRS.DE
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) and SXRS.DE (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD, while SXRS.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, XDW0.DE returned 20.33%/yr vs 12.06%/yr for SXRS.DE. A 0.56 correlation means they provide meaningful diversification when combined. XDW0.DE charges 0.25%/yr vs 0.19%/yr for SXRS.DE.
Performance
XDW0.DE vs. SXRS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDW0.DE achieves a 32.75% return, which is significantly higher than SXRS.DE's 23.84% return.
XDW0.DE
- 1D
- -0.47%
- 1M
- 3.29%
- YTD
- 32.75%
- 6M
- 28.86%
- 1Y
- 45.88%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
SXRS.DE
- 1D
- -1.56%
- 1M
- -0.35%
- YTD
- 23.84%
- 6M
- 22.88%
- 1Y
- 34.67%
- 3Y*
- 12.54%
- 5Y*
- 12.06%
- 10Y*
- —
XDW0.DE vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.18% | 53.95% | 52.18% | -36.97% | 14.05% | -12.48% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 23.84% | 4.72% | 10.95% | -10.44% | 20.69% | 40.00% | -13.37% | 9.72% | -6.15% |
Correlation
The correlation between XDW0.DE and SXRS.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.56 |
The correlation between XDW0.DE and SXRS.DE has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.
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Return for Risk
XDW0.DE vs. SXRS.DE — Risk / Return Rank
XDW0.DE
SXRS.DE
XDW0.DE vs. SXRS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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.
| XDW0.DE | SXRS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 4.00 | -1.02 |
| Martin ratioReturn relative to average drawdown | 9.92 | 8.95 | +0.97 |
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
| XDW0.DE | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 1.87 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.70 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.53 | -0.17 |
Drawdowns
XDW0.DE vs. SXRS.DE - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -61.44%, which is greater than SXRS.DE's maximum drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and SXRS.DE.
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Drawdown Indicators
| XDW0.DE | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.44% | -27.64% | -33.80% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -8.75% | -6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -23.71% | -16.03% | -7.68% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -27.56% | +3.85% |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | — | — |
Current DrawdownCurrent decline from peak | -7.38% | -4.99% | -2.39% |
Average DrawdownAverage peak-to-trough decline | -13.84% | -13.12% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 3.92% | +0.61% |
Volatility
XDW0.DE vs. SXRS.DE - Volatility Comparison
Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a higher volatility of 6.96% compared to iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) at 5.76%. This indicates that XDW0.DE's price experiences larger fluctuations and is considered to be riskier 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
| XDW0.DE | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 5.76% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 18.42% | 16.67% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.48% | 18.76% | +2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 17.13% | +6.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 15.85% | +10.17% |
XDW0.DE vs. SXRS.DE - Expense Ratio Comparison
XDW0.DE has a 0.25% expense ratio, which is higher than SXRS.DE's 0.19% 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
XDW0.DE vs. SXRS.DE - Dividend Comparison
Neither XDW0.DE nor SXRS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDW0.DE and SXRS.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRS.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRS.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for XDW0.DE.
XDW0.DE is categorized as Energy Equities, while SXRS.DE is Commodities. XDW0.DE tracks MSCI World/Energy NR USD, while SXRS.DE tracks Bloomberg Commodity. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDW0.DE and 0.19% for SXRS.DE.
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