D5BC.DE vs. XESC.DE
D5BC.DE (Xtrackers II Germany Government Bond 1-3 UCITS ETF) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - D5BC.DE is a European Government Bonds fund tracking the iBoxx® EUR Germany 1-3, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, D5BC.DE returned -0.25%/yr vs 11.87%/yr for XESC.DE. At a correlation of -0.16, they often move in opposite directions. D5BC.DE charges 0.15%/yr vs 0.09%/yr for XESC.DE.
Performance
D5BC.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BC.DE achieves a 0.36% return, which is significantly lower than XESC.DE's 9.31% return. Over the past 10 years, D5BC.DE has underperformed XESC.DE with an annualized return of -0.25%, while XESC.DE has yielded a comparatively higher 11.87% annualized return.
D5BC.DE
- 1D
- 0.04%
- 1M
- 0.30%
- YTD
- 0.36%
- 6M
- 0.45%
- 1Y
- 0.84%
- 3Y*
- 2.30%
- 5Y*
- 0.31%
- 10Y*
- -0.25%
XESC.DE
- 1D
- 0.00%
- 1M
- 2.56%
- YTD
- 9.31%
- 6M
- 10.20%
- 1Y
- 21.31%
- 3Y*
- 16.40%
- 5Y*
- 11.78%
- 10Y*
- 11.87%
D5BC.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BC.DE Xtrackers II Germany Government Bond 1-3 UCITS ETF | 0.36% | 1.63% | 2.59% | 2.51% | -4.93% | -1.05% | -0.76% | -0.90% | -0.47% | -1.07% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 9.31% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between D5BC.DE and XESC.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2010 | -0.16 |
The correlation between D5BC.DE and XESC.DE shifts across timeframes, from -0.16 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
D5BC.DE vs. XESC.DE — Risk / Return Rank
D5BC.DE
XESC.DE
D5BC.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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.
| D5BC.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.25 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 1.96 | -1.19 |
| Martin ratioReturn relative to average drawdown | 2.22 | 6.81 | -4.60 |
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Drawdowns
D5BC.DE vs. XESC.DE - Drawdown Comparison
The maximum D5BC.DE drawdown since its inception was -11.43%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for D5BC.DE and XESC.DE.
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Drawdown Indicators
| D5BC.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.43% | -46.74% | +35.31% |
Max Drawdown (1Y)Largest decline over 1 year | -1.08% | -10.88% | +9.80% |
Max Drawdown (3Y)Largest decline over 3 years | -1.08% | -16.53% | +15.45% |
Max Drawdown (5Y)Largest decline over 5 years | -6.31% | -23.33% | +17.02% |
Max Drawdown (10Y)Largest decline over 10 years | -9.91% | -38.51% | +28.60% |
Current DrawdownCurrent decline from peak | -4.16% | -1.71% | -2.45% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -9.06% | +5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.38% | 3.13% | -2.75% |
Volatility
D5BC.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.DE) is 0.58%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 3.52%. This indicates that D5BC.DE experiences smaller price fluctuations and is considered to be less risky than XESC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BC.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.58% | 3.52% | -2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 1.27% | 13.23% | -11.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.35% | 16.03% | -14.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.60% | 17.56% | -15.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.23% | 17.98% | -16.75% |
D5BC.DE vs. XESC.DE - Expense Ratio Comparison
D5BC.DE has a 0.15% expense ratio, which is higher than XESC.DE's 0.09% 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
D5BC.DE vs. XESC.DE - Dividend Comparison
D5BC.DE's dividend yield for the trailing twelve months is around 1.26%, while XESC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
D5BC.DE Xtrackers II Germany Government Bond 1-3 UCITS ETF | 1.26% | 0.98% | 0.68% | 0.54% | 1.10% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.46% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 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
D5BC.DE and XESC.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for D5BC.DE.
D5BC.DE is categorized as European Government Bonds, while XESC.DE is Europe Equities. D5BC.DE tracks iBoxx® EUR Germany 1-3, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.15% for D5BC.DE and 0.09% for XESC.DE.
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