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XSVT.DE vs. MSCI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSVT.DE vs. MSCI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) and MSCI Inc. (MSCI). The values are adjusted to include any dividend payments, if applicable.

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XSVT.DE vs. MSCI - Yearly Performance Comparison


2026 (YTD)2025202420232022
XSVT.DE
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C
14.64%14.36%15.10%-12.67%14.63%
MSCI
MSCI Inc.
-4.60%-14.66%14.39%19.22%-8.16%
Different Trading Currencies

XSVT.DE is traded in EUR, while MSCI is traded in USD. To make them comparable, the MSCI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSVT.DE achieves a 14.64% return, which is significantly higher than MSCI's -4.60% return.


XSVT.DE

1D
-2.01%
1M
2.55%
YTD
14.64%
6M
30.11%
1Y
21.64%
3Y*
12.54%
5Y*
10Y*

MSCI

1D
-0.50%
1M
-5.46%
YTD
-4.60%
6M
-0.76%
1Y
-10.50%
3Y*
-2.31%
5Y*
6.11%
10Y*
22.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XSVT.DE vs. MSCI — Risk / Return Rank

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

XSVT.DE
XSVT.DE Risk / Return Rank: 5858
Overall Rank
XSVT.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
XSVT.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
XSVT.DE Omega Ratio Rank: 5252
Omega Ratio Rank
XSVT.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XSVT.DE Martin Ratio Rank: 4747
Martin Ratio Rank

MSCI
MSCI Risk / Return Rank: 3232
Overall Rank
MSCI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MSCI Sortino Ratio Rank: 2929
Sortino Ratio Rank
MSCI Omega Ratio Rank: 2929
Omega Ratio Rank
MSCI Calmar Ratio Rank: 3434
Calmar Ratio Rank
MSCI Martin Ratio Rank: 3232
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.

XSVT.DE vs. MSCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) and MSCI Inc. (MSCI). 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.


XSVT.DEMSCIDifference

Sharpe ratio

Return per unit of total volatility

1.09

-0.33

+1.42

Sortino ratio

Return per unit of downside risk

1.46

-0.25

+1.70

Omega ratio

Gain probability vs. loss probability

1.21

0.97

+0.24

Calmar ratio

Return relative to maximum drawdown

2.38

-0.54

+2.92

Martin ratio

Return relative to average drawdown

4.98

-1.11

+6.09

XSVT.DE vs. MSCI - Sharpe Ratio Comparison

The current XSVT.DE Sharpe Ratio is 1.09, which is higher than the MSCI Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of XSVT.DE and MSCI, 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


XSVT.DEMSCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

-0.33

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.58

-0.03

Correlation

The correlation between XSVT.DE and MSCI is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

XSVT.DE vs. MSCI - Dividend Comparison

XSVT.DE has not paid dividends to shareholders, while MSCI's dividend yield for the trailing twelve months is around 1.39%.


TTM20252024202320222021202020192018201720162015
XSVT.DE
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSCI
MSCI Inc.
1.39%1.25%1.07%0.98%0.98%0.59%0.65%0.98%1.30%1.04%1.27%1.11%

Drawdowns

XSVT.DE vs. MSCI - Drawdown Comparison

The maximum XSVT.DE drawdown since its inception was -27.57%, smaller than the maximum MSCI drawdown of -63.74%. Use the drawdown chart below to compare losses from any high point for XSVT.DE and MSCI.


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Drawdown Indicators


XSVT.DEMSCIDifference

Max Drawdown

Largest peak-to-trough decline

-27.57%

-69.06%

+41.49%

Max Drawdown (1Y)

Largest decline over 1 year

-13.97%

-18.07%

+4.10%

Max Drawdown (5Y)

Largest decline over 5 years

-43.74%

Max Drawdown (10Y)

Largest decline over 10 years

-43.74%

Current Drawdown

Current decline from peak

-4.99%

-16.53%

+11.54%

Average Drawdown

Average peak-to-trough decline

-14.90%

-13.12%

-1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

6.54%

-2.07%

Volatility

XSVT.DE vs. MSCI - Volatility Comparison

Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) has a higher volatility of 6.92% compared to MSCI Inc. (MSCI) at 6.29%. This indicates that XSVT.DE's price experiences larger fluctuations and is considered to be riskier than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSVT.DEMSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

6.29%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.49%

21.87%

-6.38%

Volatility (1Y)

Calculated over the trailing 1-year period

19.79%

32.17%

-12.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

29.97%

-11.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.95%

31.15%

-12.20%