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

Performance

5UOA.DE vs. XGBE.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 EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 5UOA.DE achieves a 2.22% return, which is significantly higher than XGBE.DE's 0.32% return.


5UOA.DE

1D
0.00%
1M
0.66%
6M
1.10%
YTD
2.22%
1Y
5.26%
3Y*
3.91%
5Y*
0.67%
10Y*

XGBE.DE

1D
-0.07%
1M
-0.50%
6M
0.04%
YTD
0.32%
1Y
1.16%
3Y*
3.78%
5Y*
-1.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
5UOA.DE
iShares USD Corporate Bond ESG UCITS ETF Acc
2.22%-4.05%8.06%4.33%-9.57%5.50%
XGBE.DE
Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)
0.32%2.73%3.40%7.52%-16.38%-0.21%

Correlation

The correlation between 5UOA.DE and XGBE.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.38

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

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2021

0.38

The correlation between 5UOA.DE and XGBE.DE shifts across timeframes, from 0.22 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

5UOA.DE vs. XGBE.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: 3434
Overall Rank
5UOA.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
5UOA.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
5UOA.DE Omega Ratio Rank: 3131
Omega Ratio Rank
5UOA.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
5UOA.DE Martin Ratio Rank: 3636
Martin Ratio Rank

XGBE.DE
XGBE.DE Risk / Return Rank: 1616
Overall Rank
XGBE.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XGBE.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
XGBE.DE Omega Ratio Rank: 1515
Omega Ratio Rank
XGBE.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XGBE.DE Martin Ratio Rank: 1818
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. XGBE.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 EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.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.


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

+0.55

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.17

1.07

+0.10

Calmar ratioReturn relative to maximum drawdown

1.59

0.44

+1.15

Martin ratioReturn relative to average drawdown

4.21

1.36

+2.85

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

The current 5UOA.DE Sharpe Ratio is 0.91, which is higher than the XGBE.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of 5UOA.DE and XGBE.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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Drawdowns

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

The maximum 5UOA.DE drawdown since its inception was -12.63%, smaller than the maximum XGBE.DE drawdown of -20.20%. Use the drawdown chart below to compare losses from any high point for 5UOA.DE and XGBE.DE.


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Drawdown Indicators


5UOA.DEXGBE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.63%

-20.20%

+7.57%

Max Drawdown (1Y)

Largest decline over 1 year

-3.29%

-2.62%

-0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-11.20%

-2.62%

-8.58%

Max Drawdown (5Y)

Largest decline over 5 years

-12.63%

-20.20%

+7.57%

Current Drawdown

Current decline from peak

-4.56%

-6.22%

+1.66%

Average Drawdown

Average peak-to-trough decline

-5.95%

-10.28%

+4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

0.85%

+0.40%

Volatility

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

iShares USD Corporate Bond ESG UCITS ETF Acc (5UOA.DE) has a higher volatility of 1.49% compared to Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) at 0.81%. This indicates that 5UOA.DE's price experiences larger fluctuations and is considered to be riskier than XGBE.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.DEXGBE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

0.81%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

3.98%

2.74%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

5.94%

3.27%

+2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.15%

5.05%

+3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.24%

5.02%

+3.22%

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

5UOA.DE has a 0.15% expense ratio, which is lower than XGBE.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%.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


5UOA.DE and XGBE.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 5UOA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

5UOA.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XGBE.DE.

5UOA.DE tracks Bloomberg MSCI US Corporate Sustainable SRI, while XGBE.DE tracks Bloomberg MSCI EUR Corporate and Agency Green Bond Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for 5UOA.DE and 0.25% for XGBE.DE.

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