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BBEG.DE vs. XZEB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBEG.DE vs. XZEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) (BBEG.DE) and Xtrackers II ESG Eurozone Government Bond UCITS ETF (XZEB.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, BBEG.DE achieves a 0.14% return, which is significantly lower than XZEB.DE's 0.20% return.


BBEG.DE

1D
0.09%
1M
-0.04%
YTD
0.14%
6M
0.14%
1Y
0.29%
3Y*
2.32%
5Y*
-2.32%
10Y*

XZEB.DE

1D
0.07%
1M
-0.04%
YTD
0.20%
6M
0.18%
1Y
-0.32%
3Y*
1.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBEG.DE vs. XZEB.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
BBEG.DE
JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc)
0.14%0.60%1.39%6.92%-7.02%
XZEB.DE
Xtrackers II ESG Eurozone Government Bond UCITS ETF
0.20%-0.59%0.01%5.77%-7.62%

Correlation

The correlation between BBEG.DE and XZEB.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2022

0.99

The correlation between BBEG.DE and XZEB.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

BBEG.DE vs. XZEB.DE — Risk / Return Rank

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

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

XZEB.DE
XZEB.DE Risk / Return Rank: 77
Overall Rank
XZEB.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
XZEB.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
XZEB.DE Omega Ratio Rank: 66
Omega Ratio Rank
XZEB.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
XZEB.DE Martin Ratio Rank: 77
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.

BBEG.DE vs. XZEB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) (BBEG.DE) and Xtrackers II ESG Eurozone Government Bond UCITS ETF (XZEB.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.


BBEG.DEXZEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.00

0.97

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.03

-0.24

+0.21

Martin ratioReturn relative to average drawdown

-0.06

-0.53

+0.47

BBEG.DE vs. XZEB.DE - Sharpe Ratio Comparison

The current BBEG.DE Sharpe Ratio is -0.02, which is higher than the XZEB.DE Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of BBEG.DE and XZEB.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


BBEG.DEXZEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

-0.17

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

-0.11

-0.03

Drawdowns

BBEG.DE vs. XZEB.DE - Drawdown Comparison

The maximum BBEG.DE drawdown since its inception was -22.76%, which is greater than XZEB.DE's maximum drawdown of -13.98%. Use the drawdown chart below to compare losses from any high point for BBEG.DE and XZEB.DE.


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Drawdown Indicators


BBEG.DEXZEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.76%

-13.98%

-8.78%

Max Drawdown (1Y)

Largest decline over 1 year

-3.44%

-2.97%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-4.11%

-4.45%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-21.83%

Current Drawdown

Current decline from peak

-14.39%

-7.28%

-7.11%

Average Drawdown

Average peak-to-trough decline

-10.84%

-8.40%

-2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.33%

+0.05%

Volatility

BBEG.DE vs. XZEB.DE - Volatility Comparison

JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) (BBEG.DE) has a higher volatility of 1.69% compared to Xtrackers II ESG Eurozone Government Bond UCITS ETF (XZEB.DE) at 1.57%. This indicates that BBEG.DE's price experiences larger fluctuations and is considered to be riskier than XZEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBEG.DEXZEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

1.57%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.56%

3.45%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

4.14%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.43%

6.32%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.98%

6.32%

-0.34%

BBEG.DE vs. XZEB.DE - Expense Ratio Comparison

BBEG.DE has a 0.10% expense ratio, which is lower than XZEB.DE's 0.15% 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

BBEG.DE vs. XZEB.DE - Dividend Comparison

Neither BBEG.DE nor XZEB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, BBEG.DE and XZEB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BBEG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBEG.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for XZEB.DE.

BBEG.DE tracks JP Morgan EMU Government Bond, while XZEB.DE tracks FTSE ESG Select EMU Government Bond. They also come from different issuers: JPMorgan and Xtrackers. Their fees differ too: 0.10% for BBEG.DE and 0.15% for XZEB.DE.

Portfolio Optimizer

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