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5UOA.DE vs. XDCC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5UOA.DE vs. XDCC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) and Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

5UOA.DE is traded in EUR, while XDCC.DE is traded in USD. To make them comparable, the XDCC.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 5UOA.DE achieves a 1.02% return, which is significantly lower than XDCC.DE's 1.52% return.


5UOA.DE

1D
0.04%
1M
1.01%
YTD
1.02%
6M
0.66%
1Y
3.48%
3Y*
2.19%
5Y*
1.37%
10Y*

XDCC.DE

1D
0.01%
1M
1.21%
YTD
1.52%
6M
0.88%
1Y
4.28%
3Y*
2.38%
5Y*
1.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5UOA.DE vs. XDCC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
5UOA.DE
iShares USD Corporate Bond ESG UCITS ETF Acc
1.02%-4.01%7.93%4.48%-9.70%6.44%-1.71%
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
1.52%-4.13%7.24%5.94%-12.83%31.26%-5.01%

Correlation

The correlation between 5UOA.DE and XDCC.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2020

0.84

The correlation between 5UOA.DE and XDCC.DE has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.

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Return for Risk

5UOA.DE vs. XDCC.DE — Risk / Return Rank

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

5UOA.DE
5UOA.DE Risk / Return Rank: 1919
Overall Rank
5UOA.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
5UOA.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
5UOA.DE Omega Ratio Rank: 1717
Omega Ratio Rank
5UOA.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
5UOA.DE Martin Ratio Rank: 2121
Martin Ratio Rank

XDCC.DE
XDCC.DE Risk / Return Rank: 3030
Overall Rank
XDCC.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XDCC.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XDCC.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XDCC.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
XDCC.DE Martin Ratio Rank: 3333
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.

5UOA.DE vs. XDCC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) and Xtrackers USD Corporate Bond UCITS ETF (XDCC.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.


5UOA.DEXDCC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.10

1.10

0.00

Calmar ratioReturn relative to maximum drawdown

0.95

0.89

+0.06

Martin ratioReturn relative to average drawdown

2.46

2.56

-0.10

5UOA.DE vs. XDCC.DE - Sharpe Ratio Comparison

The current 5UOA.DE Sharpe Ratio is 0.55, which is comparable to the XDCC.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of 5UOA.DE and XDCC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


5UOA.DEXDCC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.56

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.11

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.24

-0.10

Drawdowns

5UOA.DE vs. XDCC.DE - Drawdown Comparison

The maximum 5UOA.DE drawdown since its inception was -12.65%, smaller than the maximum XDCC.DE drawdown of -16.41%. Use the drawdown chart below to compare losses from any high point for 5UOA.DE and XDCC.DE.


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Drawdown Indicators


5UOA.DEXDCC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.65%

-16.41%

+3.76%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-4.37%

+1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-11.22%

-12.63%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-12.65%

-16.41%

+3.76%

Current Drawdown

Current decline from peak

-5.64%

-5.45%

-0.19%

Average Drawdown

Average peak-to-trough decline

-5.96%

-6.94%

+0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

1.52%

-0.23%

Volatility

5UOA.DE vs. XDCC.DE - Volatility Comparison

The current volatility for iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) is 1.10%, while Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) has a volatility of 1.72%. This indicates that 5UOA.DE experiences smaller price fluctuations and is considered to be less risky than XDCC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5UOA.DEXDCC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.72%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

3.94%

5.22%

-1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

5.70%

6.87%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.13%

9.52%

-1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.18%

13.35%

-5.17%

5UOA.DE vs. XDCC.DE - Expense Ratio Comparison

5UOA.DE has a 0.15% expense ratio, which is higher than XDCC.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

5UOA.DE vs. XDCC.DE - Dividend Comparison

Neither 5UOA.DE nor XDCC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


5UOA.DE and XDCC.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDCC.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDCC.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for 5UOA.DE.

5UOA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI, while XDCC.DE tracks Bloomberg USD Liquid Investment Grade Corporate. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for 5UOA.DE and 0.12% for XDCC.DE.

Portfolio Optimizer

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