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Xtrackers II Global Government Bond UCITS ETF EUR ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0378818131
WKNDBX0A8
IssuerXtrackers
Inception DateOct 20, 2008
CategoryGlobal Bonds
Index TrackedFTSE World Government Bond - Developed Markets (EUR Hedged)
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

The Xtrackers II Global Government Bond UCITS ETF EUR Hedged has a high expense ratio of 0.25%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

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Xtrackers II Global Government Bond UCITS ETF EUR Hedged

Popular comparisons: DBZB.DE vs. EUNA.DE, DBZB.DE vs. VUSA.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Xtrackers II Global Government Bond UCITS ETF EUR Hedged, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
3.34%
15.05%
DBZB.DE (Xtrackers II Global Government Bond UCITS ETF EUR Hedged)
Benchmark (^GSPC)

S&P 500

Returns By Period

Xtrackers II Global Government Bond UCITS ETF EUR Hedged had a return of -2.81% year-to-date (YTD) and -0.99% in the last 12 months. Over the past 10 years, Xtrackers II Global Government Bond UCITS ETF EUR Hedged had an annualized return of -0.29%, while the S&P 500 had an annualized return of 10.50%, indicating that Xtrackers II Global Government Bond UCITS ETF EUR Hedged did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-2.81%5.90%
1 month-1.20%-1.28%
6 months3.34%15.51%
1 year-0.99%21.68%
5 years (annualized)-2.31%11.74%
10 years (annualized)-0.29%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.57%-1.00%0.68%
2023-2.20%-0.64%3.04%3.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DBZB.DE is 13, indicating that it is in the bottom 13% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of DBZB.DE is 1313
Xtrackers II Global Government Bond UCITS ETF EUR Hedged(DBZB.DE)
The Sharpe Ratio Rank of DBZB.DE is 1313Sharpe Ratio Rank
The Sortino Ratio Rank of DBZB.DE is 1111Sortino Ratio Rank
The Omega Ratio Rank of DBZB.DE is 1212Omega Ratio Rank
The Calmar Ratio Rank of DBZB.DE is 1515Calmar Ratio Rank
The Martin Ratio Rank of DBZB.DE is 1313Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DBZB.DE
Sharpe ratio
The chart of Sharpe ratio for DBZB.DE, currently valued at -0.21, compared to the broader market0.002.004.00-0.21
Sortino ratio
The chart of Sortino ratio for DBZB.DE, currently valued at -0.26, compared to the broader market-2.000.002.004.006.008.0010.00-0.26
Omega ratio
The chart of Omega ratio for DBZB.DE, currently valued at 0.97, compared to the broader market1.001.502.002.500.97
Calmar ratio
The chart of Calmar ratio for DBZB.DE, currently valued at -0.05, compared to the broader market0.002.004.006.008.0010.0012.00-0.05
Martin ratio
The chart of Martin ratio for DBZB.DE, currently valued at -0.40, compared to the broader market0.0020.0040.0060.0080.00-0.40
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Xtrackers II Global Government Bond UCITS ETF EUR Hedged Sharpe ratio is -0.21. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.21
2.34
DBZB.DE (Xtrackers II Global Government Bond UCITS ETF EUR Hedged)
Benchmark (^GSPC)

Dividends

Dividend History


Xtrackers II Global Government Bond UCITS ETF EUR Hedged doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-18.90%
-2.54%
DBZB.DE (Xtrackers II Global Government Bond UCITS ETF EUR Hedged)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers II Global Government Bond UCITS ETF EUR Hedged. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Xtrackers II Global Government Bond UCITS ETF EUR Hedged was 21.88%, occurring on Oct 18, 2023. The portfolio has not yet recovered.

The current Xtrackers II Global Government Bond UCITS ETF EUR Hedged drawdown is 18.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.88%Mar 10, 2020923Oct 18, 2023
-7.19%Jul 7, 2016569Oct 5, 2018206Aug 2, 2019775
-4.17%Oct 7, 201080Feb 9, 2011110Aug 5, 2011190
-3.85%May 3, 201384Sep 5, 2013139Apr 11, 2014223
-3.75%Apr 15, 201537Jun 10, 2015160Jan 29, 2016197

Volatility

Volatility Chart

The current Xtrackers II Global Government Bond UCITS ETF EUR Hedged volatility is 1.63%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%NovemberDecember2024FebruaryMarchApril
1.63%
3.22%
DBZB.DE (Xtrackers II Global Government Bond UCITS ETF EUR Hedged)
Benchmark (^GSPC)