iShares Diversified Commodity Swap UCITS ETF DE
Provider: BlackRock
| Annualised Return | 1.96% |
| Realised Volatility | 14.21% |
| Downside Volatility | 9.27% |
| Max Drawdown | -55.6% |
| Winning months | 51.95% |
| Sharpe Ratio | 0.14 |
| Sortino Ratio | 0.21 |
| Calmar Ratio | 0.04 |
| Viking Ratio | 0.27 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.31% | -0.64% | 12.05% | 3.59% | -3.34% | -8.82% | 7.65% | 6.91% | 1.21% | 31.8% | |||
| 2025 | 4.32% | 0.73% | 3.68% | -4.27% | -1.41% | 2.64% | -0.91% | 1.55% | 2.59% | 2.49% | 3.32% | 0.27% | 15.67% |
| 2024 | -0.1% | -1.44% | 3.09% | 3.08% | 1.13% | -0.99% | -4.75% | 0.57% | 4.55% | -2.02% | 0.48% | 0.52% | 3.83% |
| 2023 | -0.51% | -4.72% | -0.75% | -0.31% | -5.41% | 3.59% | 6.19% | -0.62% | -0.29% | -0.1% | -2.94% | -2.2% | -8.29% |
| 2022 | 8.17% | 6.44% | 9.93% | 3.24% | 2.43% | -10.24% | 2.57% | -0.42% | -7.01% | 0.02% | 3.69% | -2.97% | 14.83% |
| 2021 | 3.36% | 6.21% | -2.98% | 8.2% | 3.67% | -0.56% | 3.71% | -0.38% | 4.73% | 2.73% | -7.29% | 3.42% | 26.61% |
| 2020 | -7.36% | -5.49% | -12.49% | -2.04% | 2.98% | 3.02% | 6.05% | 6.3% | -3.79% | 1.56% | 4.12% | 4.24% | -4.82% |
| 2019 | 4.86% | 0.27% | 0.02% | -0.85% | -2.55% | 2.56% | -1.38% | -2.42% | 0.92% | 1.63% | -2.03% | 4.88% | 5.69% |
| 2018 | 1.9% | -1.25% | -1.71% | 2.9% | 1.72% | -3.67% | -2.06% | -2.04% | 2.14% | -2.26% | -1.3% | -5.43% | -10.85% |
| 2017 | 0.05% | -0.18% | -2.87% | -1.59% | -1.38% | -0.97% | 2.97% | -0.09% | 0.43% | 1.79% | 0.05% | 2.32% | 0.36% |
| 2016 | -3.02% | -1.3% | 4.52% | 7.7% | 0.84% | 3.61% | -5.5% | -1.42% | 2.64% | 0.19% | 0.47% | 2.23% | 10.78% |
| 2015 | -6.83% | 3.9% | -4.18% | 5.16% | -3.04% | 0.12% | -8.43% | -3.94% | -1.34% | -0.72% | -6.69% | -3.17% | -26.28% |
| 2014 | -0.61% | 5.56% | 0.91% | 1.97% | -1.76% | 0.61% | -5.93% | -1.19% | -5.23% | -2.06% | -2.1% | -8.24% | -17.31% |
| 2013 | 1.22% | 1.22% |