(SXRS) Diversified Commodity Swap - Overview
Etf: Commodity, Swap, Futures, ETF, UCITS
| Risk 5d forecast | |
|---|---|
| Volatility | 17.4% |
| Relative Tail Risk | -4.12% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | -0.06 |
| Alpha | -0.91 |
| Character TTM | |
|---|---|
| Beta | 0.026 |
| Beta Downside | 0.336 |
| Drawdowns 3y | |
|---|---|
| Max DD | 16.03% |
| CAGR/Max DD | 0.30 |
Description: SXRS Diversified Commodity Swap December 09, 2025
The iShares Diversified Commodity Swap UCITS ETF (ticker SXRS) is a Germany-domiciled exchange-traded fund that provides exposure to a broad basket of commodity futures via total-return swaps. It is classified under the “Commodities – Broad Basket” category, offering investors a single-ticket way to participate in the performance of physical commodities without holding the underlying assets.
Key metrics (as of the latest reporting period) include a total net asset value (NAV) of roughly €1.2 billion, an expense ratio of 0.45 % per annum, and an average tracking error of about 0.12 % versus its Bloomberg Commodity Index benchmark. The fund’s top sector allocations are energy (≈45 %), industrial metals (≈30 %), and agriculture (≈15 %), reflecting the current weightings of global commodity demand.
Primary drivers of SXRS performance are global macro-economic factors such as real-GDP growth trends, industrial production data, and inventory levels in energy markets; for example, a sustained rise in U.S. manufacturing PMI tends to boost industrial metal exposure, while tighter oil inventories can lift the energy component.
For a deeper dive into how these macro variables interact with SXRS’s risk-adjusted returns, you might explore the analytics on ValueRay to see the latest scenario analyses and forward-looking factor breakdowns.
What is the price of SXRS shares?
Over the past week, the price has changed by -2.80%, over one month by +4.08%, over three months by +9.58% and over the past year by +4.06%.
Is SXRS a buy, sell or hold?
What are the forecasts/targets for the SXRS price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 7.4 | 1.6% |
SXRS Fundamental Data Overview February 03, 2026
Revenue TTM = 0.0 EUR
EBIT TTM = 0.0 EUR
EBITDA TTM = 0.0 EUR
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 1.39b EUR (1.39b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.39b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 1.39b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 25.0% (EU avg default 25%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 25.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 6.01% (E(1.39b)/V(1.39b) * Re(6.01%) + (debt-free company))
Discount Rate = 6.01% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)