2B7S.DE vs. XCMC.DE
2B7S.DE (iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc) and XCMC.DE (Xtrackers Bloomberg Commodity Swap UCITS ETF 1C) are both exchange-traded funds - 2B7S.DE is a Government Bonds fund tracking the ICE US Treasury 1-3 Year (EUR Hedged) Index, while XCMC.DE is a Commodities fund tracking the Bloomberg Commodity 3 Month Forward. Both are passively managed. Over the past 3 years, 2B7S.DE returned 2.34%/yr vs 11.08%/yr for XCMC.DE. At a correlation of -0.11, they often move in opposite directions. 2B7S.DE charges 0.10%/yr vs 0.19%/yr for XCMC.DE.
Performance
2B7S.DE vs. XCMC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 2B7S.DE achieves a -0.20% return, which is significantly lower than XCMC.DE's 26.44% return.
2B7S.DE
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- -0.20%
- YTD
- -0.20%
- 1Y
- 1.40%
- 3Y*
- 2.34%
- 5Y*
- 0.04%
- 10Y*
- —
XCMC.DE
- 1D
- 0.00%
- 1M
- 2.42%
- 6M
- 12.74%
- YTD
- 26.44%
- 1Y
- 26.61%
- 3Y*
- 11.08%
- 5Y*
- —
- 10Y*
- —
2B7S.DE vs. XCMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
2B7S.DE iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc | -0.20% | 3.04% | 2.49% | 1.90% | -5.78% | -0.59% |
XCMC.DE Xtrackers Bloomberg Commodity Swap UCITS ETF 1C | 26.44% | -2.66% | 11.92% | -9.34% | 24.84% | -10.88% |
Correlation
The correlation between 2B7S.DE and XCMC.DE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021 | -0.11 |
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Return for Risk
2B7S.DE vs. XCMC.DE — Risk / Return Rank
2B7S.DE
XCMC.DE
2B7S.DE vs. XCMC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) and Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.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.
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.
| 2B7S.DE | XCMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.29 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 2.77 | -1.34 |
| Martin ratioReturn relative to average drawdown | 3.37 | 8.42 | -5.05 |
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Drawdowns
2B7S.DE vs. XCMC.DE - Drawdown Comparison
The maximum 2B7S.DE drawdown since its inception was -7.68%, smaller than the maximum XCMC.DE drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for 2B7S.DE and XCMC.DE.
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Drawdown Indicators
| 2B7S.DE | XCMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.68% | -22.91% | +15.23% |
Max Drawdown (1Y)Largest decline over 1 year | -0.98% | -9.66% | +8.68% |
Max Drawdown (3Y)Largest decline over 3 years | -1.03% | -14.82% | +13.79% |
Max Drawdown (5Y)Largest decline over 5 years | -7.50% | — | — |
Current DrawdownCurrent decline from peak | -0.59% | -4.98% | +4.39% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -12.54% | +9.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.41% | 3.17% | -2.76% |
Volatility
2B7S.DE vs. XCMC.DE - Volatility Comparison
The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc (2B7S.DE) is 0.57%, while Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) has a volatility of 3.75%. This indicates that 2B7S.DE experiences smaller price fluctuations and is considered to be less risky than XCMC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B7S.DE | XCMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.57% | 3.75% | -3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 1.98% | 12.91% | -10.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.52% | 17.56% | -15.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.51% | 17.30% | -14.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.45% | 17.30% | -14.85% |
2B7S.DE vs. XCMC.DE - Expense Ratio Comparison
2B7S.DE has a 0.10% expense ratio, which is lower than XCMC.DE's 0.19% 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%.
Dividends
2B7S.DE vs. XCMC.DE - Dividend Comparison
Neither 2B7S.DE nor XCMC.DE has paid dividends to shareholders.
Frequently Asked Questions
2B7S.DE and XCMC.DE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B7S.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B7S.DE is cheaper with a 0.10% expense ratio, compared with 0.19% for XCMC.DE.
2B7S.DE is categorized as Government Bonds, while XCMC.DE is Commodities. 2B7S.DE tracks ICE US Treasury 1-3 Year (EUR Hedged) Index, while XCMC.DE tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for 2B7S.DE and 0.19% for XCMC.DE.
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