XSVT.DE vs. MSCI
XSVT.DE (Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C) is Commodities fund tracking the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward, while MSCI (MSCI Inc.) is a stock. Over the past 3 years, XSVT.DE returned 13.54%/yr vs 5.38%/yr for MSCI. At a correlation of -0.01, they often move in opposite directions.
Performance
XSVT.DE vs. MSCI - Performance Comparison
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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 10.76% return, which is significantly higher than MSCI's -1.16% return.
XSVT.DE
- 1D
- 0.00%
- 1M
- -8.08%
- YTD
- 10.76%
- 6M
- 14.01%
- 1Y
- 31.27%
- 3Y*
- 13.54%
- 5Y*
- —
- 10Y*
- —
MSCI
- 1D
- -5.73%
- 1M
- -5.32%
- YTD
- -1.16%
- 6M
- -2.26%
- 1Y
- -0.65%
- 3Y*
- 5.38%
- 5Y*
- 2.59%
- 10Y*
- 23.43%
XSVT.DE vs. MSCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XSVT.DE Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C | 10.76% | 14.36% | 15.10% | -12.67% | 15.08% |
MSCI MSCI Inc. | -1.16% | -14.66% | 14.39% | 19.22% | -8.79% |
Correlation
The correlation between XSVT.DE and MSCI is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2022 | -0.01 |
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Return for Risk
XSVT.DE vs. MSCI — Risk / Return Rank
XSVT.DE
MSCI
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XSVT.DE | MSCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.02 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | -0.04 | +2.01 |
| Martin ratioReturn relative to average drawdown | 5.03 | -0.10 | +5.13 |
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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.DE | MSCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.57% | -63.74% | +36.17% |
Max Drawdown (1Y)Largest decline over 1 year | -15.82% | -18.63% | +2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -15.97% | -28.14% | +12.17% |
Max Drawdown (5Y)Largest decline over 5 years | — | -39.69% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.69% | — |
Current DrawdownCurrent decline from peak | -10.59% | -19.55% | +8.96% |
Average DrawdownAverage peak-to-trough decline | -14.49% | -12.67% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.22% | 6.68% | -0.46% |
Volatility
XSVT.DE vs. MSCI - Volatility Comparison
The current volatility for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) is 3.94%, while MSCI Inc. (MSCI) has a volatility of 9.86%. This indicates that XSVT.DE experiences smaller price fluctuations and is considered to be less risky 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.DE | MSCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 9.86% | -5.92% |
Volatility (6M)Calculated over the trailing 6-month period | 16.00% | 22.65% | -6.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.42% | 30.12% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.55% | 30.32% | -8.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.55% | 31.34% | -9.79% |
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 1.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSCI MSCI Inc. | 1.41% | 1.25% | 1.07% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% |
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% |
Frequently Asked Questions
XSVT.DE and MSCI have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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