PortfoliosLab logoPortfoliosLab logo
CEBU.DE vs. XYLE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEBU.DE vs. XYLE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Short Duration Corp Bond UCITS ETF EUR Hedged (Acc) (CEBU.DE) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc) (XYLE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CEBU.DE achieves a 0.18% return, which is significantly higher than XYLE.DE's -0.10% return.


CEBU.DE

1D
0.00%
1M
0.36%
6M
0.18%
YTD
0.18%
1Y
1.84%
3Y*
5Y*
10Y*

XYLE.DE

1D
0.05%
1M
0.31%
6M
0.15%
YTD
-0.10%
1Y
1.76%
3Y*
3.33%
5Y*
-0.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEBU.DE vs. XYLE.DE - Yearly Performance Comparison


Correlation

The correlation between CEBU.DE and XYLE.DE is 0.57, 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

0.57

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2023

0.65

The correlation between CEBU.DE and XYLE.DE has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CEBU.DE vs. XYLE.DE — Risk / Return Rank

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

CEBU.DE
CEBU.DE Risk / Return Rank: 3131
Overall Rank
CEBU.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CEBU.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
CEBU.DE Omega Ratio Rank: 3232
Omega Ratio Rank
CEBU.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
CEBU.DE Martin Ratio Rank: 3535
Martin Ratio Rank

XYLE.DE
XYLE.DE Risk / Return Rank: 2626
Overall Rank
XYLE.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XYLE.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XYLE.DE Omega Ratio Rank: 2424
Omega Ratio Rank
XYLE.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
XYLE.DE Martin Ratio Rank: 2828
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.

CEBU.DE vs. XYLE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Short Duration Corp Bond UCITS ETF EUR Hedged (Acc) (CEBU.DE) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc) (XYLE.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.


CEBU.DEXYLE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratioReturn relative to maximum drawdown

1.45

1.24

+0.22

Martin ratioReturn relative to average drawdown

4.51

3.32

+1.19

CEBU.DE vs. XYLE.DE - Sharpe Ratio Comparison

The current CEBU.DE Sharpe Ratio is 0.88, which is comparable to the XYLE.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of CEBU.DE and XYLE.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.


Loading charts...

Drawdowns

CEBU.DE vs. XYLE.DE - Drawdown Comparison

The maximum CEBU.DE drawdown since its inception was -1.48%, smaller than the maximum XYLE.DE drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for CEBU.DE and XYLE.DE.


Loading charts...

Drawdown Indicators


CEBU.DEXYLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-1.48%

-19.07%

+17.59%

Max Drawdown (1Y)

Largest decline over 1 year

-1.26%

-1.41%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-13.98%

Current Drawdown

Current decline from peak

-0.36%

-2.86%

+2.50%

Average Drawdown

Average peak-to-trough decline

-0.26%

-5.29%

+5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.53%

-0.12%

Volatility

CEBU.DE vs. XYLE.DE - Volatility Comparison

iShares $ Short Duration Corp Bond UCITS ETF EUR Hedged (Acc) (CEBU.DE) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc) (XYLE.DE) have volatilities of 0.55% and 0.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CEBU.DEXYLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.55%

0.54%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.64%

1.69%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

2.09%

2.10%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.35%

3.28%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.35%

5.86%

-3.51%

CEBU.DE vs. XYLE.DE - Expense Ratio Comparison

CEBU.DE has a 0.25% expense ratio, which is higher than XYLE.DE's 0.21% 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

CEBU.DE vs. XYLE.DE - Dividend Comparison

Neither CEBU.DE nor XYLE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEBU.DE and XYLE.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XYLE.DE is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XYLE.DE is cheaper with a 0.21% expense ratio, compared with 0.25% for CEBU.DE.

CEBU.DE tracks iBoxx USD Liquid Investment Grade 0-5 Index (EUR Hedged), while XYLE.DE tracks Bloomberg MSCI USD Corporate SRI 0-5 Years PAB Index (EUR Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for CEBU.DE and 0.21% for XYLE.DE.

Portfolio Optimizer

Find the right allocation for CEBU.DE and XYLE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer