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Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) Sharpe Ratio: 0.06

ETF · Currency in EUR · Last updated Jun 5, 2026

XY4P.DE is a passive ETF by Xtrackers tracking the investment results of the iBoxx® EUR Sovereigns Eurozone Yield Plus. XY4P.DE launched on Sep 22, 2010 and has a 0.15% expense ratio.

XY4P.DE's Sharpe Ratio of 0.06 indicates that for each unit of volatility, it generates 0.06 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

XY4P.DE Sharpe Ratio Rank

XY4P.DE Sharpe Ratio Rank: 10.010
Concerning

XY4P.DE ranks above 10.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

XY4P.DE Sharpe Ratio Market Positioning

The chart shows XY4P.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.63+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF's Sharpe Ratio with other ETFs in the European Government Bonds category across multiple time periods, showing how XY4P.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PRAB.DEAmundi Prime Euro Government Bonds 0-1Y UCITS ETF3.12
IBCA.DEiShares Euro Government Bond 1-3yr UCITS ETF (Dist)0.71
DBXP.DEXtrackers Eurozone Government Bond 1-3 UCITS ETF0.65
X03B.DEXtrackers Eurozone Government Bond 1-3 UCITS ETF0.62
JE13.DEJPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)0.61
SYB3.DESPDR Bloomberg 1-3 Year Euro Government Bond UCITS ETF0.57
LYQ2.DEAmundi Euro Government Bond 1-3Y UCITS ETF Acc0.56
XYP1.DEXtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF0.56
EL4S.DEDeka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF0.54
EGV3.DEAmundi Euro Government Bond 1-3Y UCITS ETF Dist0.49
XY4P.DEXtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF0.06

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How to choose period

Historical Sharpe Ratio

The chart shows XY4P.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XY4P.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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