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D5BB.DE vs. DBXP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BB.DE vs. DBXP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Germany Government Bond UCITS ETF (D5BB.DE) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.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, D5BB.DE achieves a -0.06% return, which is significantly lower than DBXP.DE's 0.04% return. Over the past 10 years, D5BB.DE has underperformed DBXP.DE with an annualized return of -1.28%, while DBXP.DE has yielded a comparatively higher 0.22% annualized return.


D5BB.DE

1D
0.09%
1M
-0.02%
YTD
-0.06%
6M
-0.23%
1Y
-0.99%
3Y*
0.85%
5Y*
-3.03%
10Y*
-1.28%

DBXP.DE

1D
0.04%
1M
-0.01%
YTD
0.04%
6M
0.14%
1Y
0.89%
3Y*
2.61%
5Y*
0.67%
10Y*
0.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BB.DE vs. DBXP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
D5BB.DE
Xtrackers II Germany Government Bond UCITS ETF
-0.06%-1.48%0.17%5.19%-17.79%-2.56%2.70%2.83%2.38%-1.64%
DBXP.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
0.04%2.21%2.99%3.41%-4.59%-0.85%-0.18%0.17%-0.37%-0.45%

Correlation

The correlation between D5BB.DE and DBXP.DE is 0.75, 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

0.75

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

0.79

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

0.81

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

0.59

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2010

0.43

Over the past year, D5BB.DE and DBXP.DE have become more correlated (0.75) than their long-term average of 0.43, meaning their price movements have been converging.

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Return for Risk

D5BB.DE vs. DBXP.DE — Risk / Return Rank

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

D5BB.DE
D5BB.DE Risk / Return Rank: 55
Overall Rank
D5BB.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
D5BB.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
D5BB.DE Omega Ratio Rank: 55
Omega Ratio Rank
D5BB.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
D5BB.DE Martin Ratio Rank: 44
Martin Ratio Rank

DBXP.DE
DBXP.DE Risk / Return Rank: 1919
Overall Rank
DBXP.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DBXP.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
DBXP.DE Omega Ratio Rank: 2121
Omega Ratio Rank
DBXP.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
DBXP.DE Martin Ratio Rank: 1919
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.

D5BB.DE vs. DBXP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Germany Government Bond UCITS ETF (D5BB.DE) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.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.


D5BB.DEDBXP.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.47

Omega ratioGain probability vs. loss probability

0.94

1.13

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.48

0.64

-1.12

Martin ratioReturn relative to average drawdown

-1.00

2.08

-3.08

D5BB.DE vs. DBXP.DE - Sharpe Ratio Comparison

The current D5BB.DE Sharpe Ratio is -0.37, which is lower than the DBXP.DE Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of D5BB.DE and DBXP.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


D5BB.DEDBXP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

0.65

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

0.40

-0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.24

0.12

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.56

-0.39

Drawdowns

D5BB.DE vs. DBXP.DE - Drawdown Comparison

The maximum D5BB.DE drawdown since its inception was -23.86%, which is greater than DBXP.DE's maximum drawdown of -6.77%. Use the drawdown chart below to compare losses from any high point for D5BB.DE and DBXP.DE.


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Drawdown Indicators


D5BB.DEDBXP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.86%

-6.77%

-17.09%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-1.24%

-1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-4.96%

-1.24%

-3.72%

Max Drawdown (5Y)

Largest decline over 5 years

-21.18%

-5.67%

-15.51%

Max Drawdown (10Y)

Largest decline over 10 years

-23.86%

-6.77%

-17.09%

Current Drawdown

Current decline from peak

-19.30%

-0.55%

-18.75%

Average Drawdown

Average peak-to-trough decline

-6.98%

-1.00%

-5.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

0.39%

+1.00%

Volatility

D5BB.DE vs. DBXP.DE - Volatility Comparison

Xtrackers II Germany Government Bond UCITS ETF (D5BB.DE) has a higher volatility of 1.45% compared to Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.DE) at 0.46%. This indicates that D5BB.DE's price experiences larger fluctuations and is considered to be riskier than DBXP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D5BB.DEDBXP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

0.46%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

1.11%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

1.22%

+2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.10%

1.65%

+4.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.26%

1.80%

+3.46%

D5BB.DE vs. DBXP.DE - Expense Ratio Comparison

Both D5BB.DE and DBXP.DE 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

D5BB.DE vs. DBXP.DE - Dividend Comparison

D5BB.DE's dividend yield for the trailing twelve months is around 1.70%, while DBXP.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
D5BB.DE
Xtrackers II Germany Government Bond UCITS ETF
1.70%1.58%1.36%1.13%1.79%1.15%0.00%0.00%0.00%0.56%0.00%0.77%
DBXP.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


D5BB.DE and DBXP.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

D5BB.DE and DBXP.DE have the same expense ratio: 0.15% per year.

D5BB.DE tracks iBoxx® EUR Germany, while DBXP.DE tracks iBoxx® EUR Eurozone 1-3.

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