D5BB.DE vs. FUTBX
D5BB.DE (Xtrackers II Germany Government Bond UCITS ETF) and FUTBX (Fidelity SAI U.S. Treasury Bond Index Fund) are both funds - D5BB.DE is a European Government Bonds fund tracking the iBoxx® EUR Germany, while FUTBX is a Government Bonds fund managed by Fidelity. Over the past 5 years, D5BB.DE returned -3.03%/yr vs 0.44%/yr for FUTBX. At a 0.40 correlation, their price movements are largely independent. D5BB.DE charges 0.15%/yr vs 0.03%/yr for FUTBX.
Performance
D5BB.DE vs. FUTBX - Performance Comparison
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Different Trading Currencies
D5BB.DE is traded in EUR, while FUTBX is traded in USD. To make them comparable, the FUTBX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, D5BB.DE achieves a -0.06% return, which is significantly lower than FUTBX's 1.23% return.
D5BB.DE
- 1D
- 0.09%
- 1M
- 0.42%
- YTD
- -0.06%
- 6M
- -0.42%
- 1Y
- -1.39%
- 3Y*
- 0.85%
- 5Y*
- -3.03%
- 10Y*
- -1.28%
FUTBX
- 1D
- 0.16%
- 1M
- 0.84%
- YTD
- 1.23%
- 6M
- 0.30%
- 1Y
- 1.72%
- 3Y*
- 0.17%
- 5Y*
- 0.44%
- 10Y*
- —
D5BB.DE vs. FUTBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -1.18% |
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | 1.23% | -6.47% | 7.34% | 1.06% | -7.61% | 4.75% | -1.12% | 9.72% | 5.69% | -11.32% |
Correlation
The correlation between D5BB.DE and FUTBX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017 | 0.40 |
Over the past year, the correlation between D5BB.DE and FUTBX has dropped to 0.11 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
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Return for Risk
D5BB.DE vs. FUTBX — Risk / Return Rank
D5BB.DE
FUTBX
D5BB.DE vs. FUTBX - 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 Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX). 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.DE | FUTBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.06 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 0.41 | -0.89 |
| Martin ratioReturn relative to average drawdown | -1.00 | 1.14 | -2.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| D5BB.DE | FUTBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.37 | 0.33 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | 0.05 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.24 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.01 | +0.16 |
Drawdowns
D5BB.DE vs. FUTBX - Drawdown Comparison
The maximum D5BB.DE drawdown since its inception was -23.86%, which is greater than FUTBX's maximum drawdown of -18.05%. Use the drawdown chart below to compare losses from any high point for D5BB.DE and FUTBX.
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Drawdown Indicators
| D5BB.DE | FUTBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.86% | -18.05% | -5.81% |
Max Drawdown (1Y)Largest decline over 1 year | -2.88% | -4.71% | +1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -4.96% | -11.61% | +6.65% |
Max Drawdown (5Y)Largest decline over 5 years | -21.18% | -12.99% | -8.19% |
Max Drawdown (10Y)Largest decline over 10 years | -23.86% | — | — |
Current DrawdownCurrent decline from peak | -19.30% | -13.40% | -5.90% |
Average DrawdownAverage peak-to-trough decline | -6.98% | -10.08% | +3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.39% | 1.69% | -0.30% |
Volatility
D5BB.DE vs. FUTBX - Volatility Comparison
Xtrackers II Germany Government Bond UCITS ETF (D5BB.DE) has a higher volatility of 1.45% compared to Fidelity SAI U.S. Treasury Bond Index Fund (FUTBX) at 0.95%. This indicates that D5BB.DE's price experiences larger fluctuations and is considered to be riskier than FUTBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BB.DE | FUTBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.45% | 0.95% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 4.40% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.70% | 5.92% | -2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.10% | 8.31% | -2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.26% | 8.02% | -2.76% |
D5BB.DE vs. FUTBX - Expense Ratio Comparison
D5BB.DE has a 0.15% expense ratio, which is higher than FUTBX's 0.03% 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
D5BB.DE vs. FUTBX - Dividend Comparison
D5BB.DE's dividend yield for the trailing twelve months is around 1.70%, less than FUTBX's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FUTBX Fidelity SAI U.S. Treasury Bond Index Fund | 3.65% | 3.43% | 2.90% | 2.12% | 1.12% | 0.86% | 4.54% | 2.75% | 2.05% | 1.65% | 0.00% | 0.00% |
Frequently Asked Questions
D5BB.DE and FUTBX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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