PortfoliosLab logoPortfoliosLab logo
10AK.DE vs. DBZB.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

10AK.DE vs. DBZB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index J.P. Morgan GBI Global Govies UCITS ETF EUR Dist (10AK.DE) and Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

10AK.DE vs. DBZB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
10AK.DE
Amundi Index J.P. Morgan GBI Global Govies UCITS ETF EUR Dist
0.64%-5.55%2.06%0.12%-12.21%1.15%-0.06%8.09%5.41%
DBZB.DE
Xtrackers II Global Government Bond UCITS ETF EUR Hedged
-0.53%1.28%-0.41%3.56%-15.11%-3.19%4.16%4.55%0.13%

Returns By Period

In the year-to-date period, 10AK.DE achieves a 0.64% return, which is significantly higher than DBZB.DE's -0.53% return.


10AK.DE

1D
0.27%
1M
-1.19%
YTD
0.64%
6M
-0.33%
1Y
-4.17%
3Y*
-1.45%
5Y*
-2.67%
10Y*

DBZB.DE

1D
-0.22%
1M
-1.41%
YTD
-0.53%
6M
-0.82%
1Y
-0.05%
3Y*
0.34%
5Y*
-2.52%
10Y*
-0.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


10AK.DE vs. DBZB.DE - Expense Ratio Comparison

10AK.DE has a 0.20% expense ratio, which is lower than DBZB.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

10AK.DE vs. DBZB.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

10AK.DE
10AK.DE Risk / Return Rank: 22
Overall Rank
10AK.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
10AK.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
10AK.DE Omega Ratio Rank: 11
Omega Ratio Rank
10AK.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
10AK.DE Martin Ratio Rank: 55
Martin Ratio Rank

DBZB.DE
DBZB.DE Risk / Return Rank: 99
Overall Rank
DBZB.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DBZB.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
DBZB.DE Omega Ratio Rank: 1010
Omega Ratio Rank
DBZB.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
DBZB.DE Martin Ratio Rank: 88
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.

10AK.DE vs. DBZB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index J.P. Morgan GBI Global Govies UCITS ETF EUR Dist (10AK.DE) and Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


10AK.DEDBZB.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.85

-0.01

-0.84

Sortino ratio

Return per unit of downside risk

-1.07

0.02

-1.09

Omega ratio

Gain probability vs. loss probability

0.86

1.00

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.62

-0.23

-0.39

Martin ratio

Return relative to average drawdown

-0.85

-0.40

-0.45

10AK.DE vs. DBZB.DE - Sharpe Ratio Comparison

The current 10AK.DE Sharpe Ratio is -0.85, which is lower than the DBZB.DE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of 10AK.DE and DBZB.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


10AK.DEDBZB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

-0.01

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

-0.47

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.04

0.23

-0.26

Correlation

The correlation between 10AK.DE and DBZB.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

10AK.DE vs. DBZB.DE - Dividend Comparison

10AK.DE's dividend yield for the trailing twelve months is around 2.61%, while DBZB.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018
10AK.DE
Amundi Index J.P. Morgan GBI Global Govies UCITS ETF EUR Dist
2.61%2.63%2.07%1.79%1.61%1.39%1.68%1.82%0.58%
DBZB.DE
Xtrackers II Global Government Bond UCITS ETF EUR Hedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

10AK.DE vs. DBZB.DE - Drawdown Comparison

The maximum 10AK.DE drawdown since its inception was -20.98%, roughly equal to the maximum DBZB.DE drawdown of -21.88%. Use the drawdown chart below to compare losses from any high point for 10AK.DE and DBZB.DE.


Loading graphics...

Drawdown Indicators


10AK.DEDBZB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-21.88%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

-3.37%

-3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-17.53%

-19.51%

+1.98%

Max Drawdown (10Y)

Largest decline over 10 years

-21.88%

Current Drawdown

Current decline from peak

-19.68%

-16.29%

-3.39%

Average Drawdown

Average peak-to-trough decline

-10.05%

-5.86%

-4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.87%

1.95%

+2.92%

Volatility

10AK.DE vs. DBZB.DE - Volatility Comparison

Amundi Index J.P. Morgan GBI Global Govies UCITS ETF EUR Dist (10AK.DE) and Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) have volatilities of 1.63% and 1.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


10AK.DEDBZB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

1.67%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

2.61%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

4.89%

4.46%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.48%

5.32%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.21%

4.71%

+1.50%