5UOA.DE vs. XGBE.DE
5UOA.DE (iShares USD Corporate Bond ESG UCITS ETF Acc) and XGBE.DE (Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)) are both Corporate Bonds funds - 5UOA.DE tracks the Bloomberg MSCI US Corporate Sustainable SRI while XGBE.DE tracks the Bloomberg MSCI EUR Corporate and Agency Green Bond Index. Both are passively managed. Over the past 5 years, 5UOA.DE returned 0.67%/yr vs -1.12%/yr for XGBE.DE. At a 0.38 correlation, their price movements are largely independent. 5UOA.DE charges 0.15%/yr vs 0.25%/yr for XGBE.DE.
Performance
5UOA.DE vs. XGBE.DE - Performance Comparison
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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*
- —
5UOA.DE vs. XGBE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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
5UOA.DE
XGBE.DE
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.DE | XGBE.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | XGBE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.56% | -6.22% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -5.95% | -10.28% | +4.33% |
Ulcer IndexDepth 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.DE | XGBE.DE | Difference | |
|---|---|---|---|
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.
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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