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ISIN
LU0613540268
Issuer
Xtrackers
Inception Date
Jan 12, 2012
Leveraged
1x (No leverage)
Index Tracked
FTSE Eurozone BOT Index
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

XBO2.DE Performance Chart

Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.DE) is up 0.6% since the beginning of the year. XBO2.DE is currently trading at €34 per share. Investors who bought €1,000 worth of XBO2.DE shares 5 years ago would now be looking at an investment worth €1,088.


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S&P 500 Index

Returns By Period

Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.DE) has returned 0.62% so far this year and 1.79% over the past 12 months. Over the last ten years, XBO2.DE has returned 0.70% per year, falling short of the S&P 500 Index benchmark, which averaged 13.23% annually.


Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc)

1D
0.03%
1M
0.21%
6M
0.62%
YTD
0.62%
1Y
1.79%
3Y*
2.85%
5Y*
1.71%
10Y*
0.70%

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBO2.DE Monthly Returns History

Based on dividend-adjusted daily data since Jan 12, 2012, XBO2.DE's average daily return is 0.00%, while the average monthly return is +0.06%. At this rate, an investment would double in approximately 96.3 years.

Historically, 52% of months were positive and 48% were negative. The best month was Feb 2026 with a return of +0.8%, while the worst month was Mar 2026 at -0.6%. The longest winning streak lasted 39 consecutive months, and the longest losing streak was 25 months.

On a daily basis, XBO2.DE closed higher 23% of trading days. The best single day was Mar 23, 2020 with a return of +1.8%, while the worst single day was Mar 24, 2020 at -1.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.12%0.77%-0.62%0.21%0.18%0.18%0.03%0.62%
20250.21%0.21%0.21%0.42%0.03%0.12%0.15%0.15%0.12%0.18%0.15%0.44%2.42%
20240.22%0.22%0.31%0.28%0.34%0.25%0.40%0.31%0.34%0.24%0.36%0.21%3.53%
20230.10%0.06%0.35%0.13%0.22%0.16%0.26%0.38%0.16%0.38%0.41%0.38%3.03%
2022-0.06%-0.06%-0.06%-0.10%-0.10%-0.06%-0.10%-0.16%-0.19%0.06%0.10%0.10%-0.64%
2021-0.06%-0.06%-0.03%-0.03%-0.06%-0.03%-0.06%-0.03%-0.06%-0.06%-0.03%-0.06%-0.60%

Benchmark Metrics

Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) has an annualized alpha of 0.77%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 12, 2012.

  • This ETF captured 1.69% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1.45%) - a profile typical of hedging or uncorrelated assets.
  • Beta of -0.01 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.77%
Beta
-0.01
0.00
Upside Capture
1.69%
Downside Capture
-1.45%

Expense Ratio

XBO2.DE has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

XBO2.DE ranks 29 for risk / return — below 29% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


XBO2.DE Risk / Return Rank: 2929
Overall Rank
XBO2.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XBO2.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XBO2.DE Omega Ratio Rank: 3939
Omega Ratio Rank
XBO2.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
XBO2.DE Martin Ratio Rank: 3535
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.DE) and compare them to S&P 500 Index.

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.


XBO2.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.33

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

1.22

1.35

-0.13

Calmar ratioReturn relative to maximum drawdown

1.59

3.18

-1.59

Martin ratioReturn relative to average drawdown

4.48

11.76

-7.28

Dividends

Dividend History


Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc). 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 Italy Government Bond 0-1 Swap UCITS ETF (Acc) was 3.92%, occurring on Mar 18, 2020. Recovery took 948 trading sessions.

The current Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) drawdown is 0.52%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-3.92%Mar 2020
4y 10mo3y 8mo
8y 6moMay 2015 - Dec 2023
2025 pullback2025
-1.12%Dec 2025
27d2mo 26d
3mo 23dNov 2025 - Feb 2026
2026 pullback2026
-1.08%May 2026
26d1mo 12d
2mo 8dApr 2026 - Jun 2026
2026 pullback2026
-0.70%Mar 2026
7d1mo
1mo 7dMar 2026 - Apr 2026
2026 pullback2026
-0.62%Apr 2026
1d5d
6dApr 2026 - Apr 2026

Drawdown Indicators


XBO2.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-3.92%

-51.62%

+47.70%

Max Drawdown (1Y)

Largest decline over 1 year

-1.12%

-7.57%

+6.45%

Max Drawdown (3Y)

Largest decline over 3 years

-1.12%

-23.99%

+22.87%

Max Drawdown (5Y)

Largest decline over 5 years

-1.34%

-23.99%

+22.65%

Max Drawdown (10Y)

Largest decline over 10 years

-3.77%

-33.42%

+29.65%

Current Drawdown

Current decline from peak

-0.52%

-0.43%

-0.09%

Average Drawdown

Average peak-to-trough decline

-0.71%

-9.08%

+8.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

2.04%

-1.64%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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