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CE01.L vs. XGLE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CE01.L vs. XGLE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) and Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CE01.L is traded in GBp, while XGLE.L is traded in EUR. To make them comparable, the XGLE.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with CE01.L at 0.21% and XGLE.L at 0.21%.


CE01.L

1D
0.22%
1M
0.68%
YTD
0.21%
6M
0.50%
1Y
3.01%
3Y*
3.13%
5Y*
-1.92%
10Y*
0.22%

XGLE.L

1D
0.18%
1M
0.54%
YTD
0.21%
6M
0.36%
1Y
2.50%
3Y*
2.74%
5Y*
-1.93%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CE01.L vs. XGLE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CE01.L
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)
0.21%6.87%-3.53%6.60%-15.38%-9.55%10.06%1.33%1.72%4.90%
XGLE.L
Xtrackers Eurozone Government Bond UCITS ETF 1C
0.21%5.95%-2.94%4.66%-14.01%-9.34%10.68%0.57%1.78%4.23%

Correlation

The correlation between CE01.L and XGLE.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.91

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

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2009

0.81

The correlation between CE01.L and XGLE.L has been stable across timeframes, ranging from 0.81 to 0.91 - a consistent structural relationship.

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Return for Risk

CE01.L vs. XGLE.L — Risk / Return Rank

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

CE01.L
CE01.L Risk / Return Rank: 1515
Overall Rank
CE01.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
CE01.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
CE01.L Omega Ratio Rank: 1515
Omega Ratio Rank
CE01.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
CE01.L Martin Ratio Rank: 1515
Martin Ratio Rank

XGLE.L
XGLE.L Risk / Return Rank: 1212
Overall Rank
XGLE.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XGLE.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
XGLE.L Omega Ratio Rank: 1111
Omega Ratio Rank
XGLE.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
XGLE.L Martin Ratio Rank: 1313
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.

CE01.L vs. XGLE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) and Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L). 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.


CE01.LXGLE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.09

1.08

+0.01

Calmar ratioReturn relative to maximum drawdown

0.56

0.55

+0.01

Martin ratioReturn relative to average drawdown

1.24

1.15

+0.10

CE01.L vs. XGLE.L - Sharpe Ratio Comparison

The current CE01.L Sharpe Ratio is 0.52, which is comparable to the XGLE.L Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of CE01.L and XGLE.L, 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

CE01.L vs. XGLE.L - Drawdown Comparison

The maximum CE01.L drawdown since its inception was -27.47%, roughly equal to the maximum XGLE.L drawdown of -26.78%. Use the drawdown chart below to compare losses from any high point for CE01.L and XGLE.L.


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Drawdown Indicators


CE01.LXGLE.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.47%

-26.78%

-0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-5.33%

-4.53%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-6.85%

-6.20%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-22.14%

-20.99%

-1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-27.47%

-26.78%

-0.69%

Current Drawdown

Current decline from peak

-17.60%

-18.18%

+0.58%

Average Drawdown

Average peak-to-trough decline

-11.19%

-9.40%

-1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.41%

2.18%

+0.23%

Volatility

CE01.L vs. XGLE.L - Volatility Comparison

iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (CE01.L) has a higher volatility of 1.58% compared to Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) at 1.46%. This indicates that CE01.L's price experiences larger fluctuations and is considered to be riskier than XGLE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CE01.LXGLE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

1.46%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.60%

4.33%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

5.73%

5.53%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.22%

7.49%

+0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.28%

8.10%

+2.18%

CE01.L vs. XGLE.L - Expense Ratio Comparison

Both CE01.L and XGLE.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CE01.L vs. XGLE.L - Dividend Comparison

Neither CE01.L nor XGLE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, CE01.L and XGLE.L 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.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CE01.L and XGLE.L have the same expense ratio: 0.15% per year.

Both ETFs track Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: iShares and DWS.

Portfolio Optimizer

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