PortfoliosLab logoPortfoliosLab logo
D5BC.DE vs. XSX6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BC.DE vs. XSX6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, D5BC.DE achieves a 0.01% return, which is significantly lower than XSX6.DE's 7.40% return. Over the past 10 years, D5BC.DE has underperformed XSX6.DE with an annualized return of -0.22%, while XSX6.DE has yielded a comparatively higher 9.14% annualized return.


D5BC.DE

1D
0.03%
1M
0.22%
YTD
0.01%
6M
0.06%
1Y
0.50%
3Y*
2.03%
5Y*
0.22%
10Y*
-0.22%

XSX6.DE

1D
0.59%
1M
0.87%
YTD
7.40%
6M
10.04%
1Y
16.19%
3Y*
13.95%
5Y*
9.70%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BC.DE vs. XSX6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
D5BC.DE
Xtrackers II Germany Government Bond 1-3 UCITS ETF
0.01%1.69%2.24%2.60%-4.78%-0.95%-0.76%-0.89%-0.01%-1.07%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
7.40%20.91%8.35%15.54%-10.63%24.87%-1.83%28.68%-11.34%10.91%

Correlation

The correlation between D5BC.DE and XSX6.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.10

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

0.04

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

-0.03

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

-0.12

The correlation between D5BC.DE and XSX6.DE shifts across timeframes, from -0.12 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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

D5BC.DE vs. XSX6.DE — Risk / Return Rank

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

D5BC.DE
D5BC.DE Risk / Return Rank: 1616
Overall Rank
D5BC.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
D5BC.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
D5BC.DE Omega Ratio Rank: 1616
Omega Ratio Rank
D5BC.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
D5BC.DE Martin Ratio Rank: 1616
Martin Ratio Rank

XSX6.DE
XSX6.DE Risk / Return Rank: 3737
Overall Rank
XSX6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 4242
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.

D5BC.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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.


D5BC.DEXSX6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.09

1.24

-0.15

Calmar ratioReturn relative to maximum drawdown

0.46

1.73

-1.27

Martin ratioReturn relative to average drawdown

1.39

6.55

-5.16

D5BC.DE vs. XSX6.DE - Sharpe Ratio Comparison

The current D5BC.DE Sharpe Ratio is 0.45, which is lower than the XSX6.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of D5BC.DE and XSX6.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...

Sharpe Ratios by Period


D5BC.DEXSX6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.26

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.66

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

0.58

-0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.59

-0.46

Drawdowns

D5BC.DE vs. XSX6.DE - Drawdown Comparison

The maximum D5BC.DE drawdown since its inception was -9.22%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for D5BC.DE and XSX6.DE.


Loading charts...

Drawdown Indicators


D5BC.DEXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.22%

-36.05%

+26.83%

Max Drawdown (1Y)

Largest decline over 1 year

-1.08%

-9.46%

+8.38%

Max Drawdown (3Y)

Largest decline over 3 years

-1.08%

-16.37%

+15.29%

Max Drawdown (5Y)

Largest decline over 5 years

-6.12%

-20.84%

+14.72%

Max Drawdown (10Y)

Largest decline over 10 years

-9.22%

-36.05%

+26.83%

Current Drawdown

Current decline from peak

-2.33%

-1.56%

-0.77%

Average Drawdown

Average peak-to-trough decline

-2.32%

-5.27%

+2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

2.50%

-2.14%

Volatility

D5BC.DE vs. XSX6.DE - Volatility Comparison

The current volatility for Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.DE) is 0.42%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that D5BC.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


D5BC.DEXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

4.26%

-3.84%

Volatility (6M)

Calculated over the trailing 6-month period

1.01%

10.73%

-9.72%

Volatility (1Y)

Calculated over the trailing 1-year period

1.11%

12.95%

-11.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.57%

14.44%

-12.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.21%

15.61%

-14.40%

D5BC.DE vs. XSX6.DE - Expense Ratio Comparison

D5BC.DE has a 0.15% expense ratio, which is lower than XSX6.DE's 0.20% expense ratio. Despite the difference, 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. XSX6.DE - Dividend Comparison

D5BC.DE's dividend yield for the trailing twelve months is around 1.26%, while XSX6.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
D5BC.DE
Xtrackers II Germany Government Bond 1-3 UCITS ETF
1.26%1.05%0.35%0.62%1.27%0.76%0.00%0.00%0.47%0.00%0.46%0.54%
XSX6.DE
Xtrackers STOXX Europe 600 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


D5BC.DE and XSX6.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, D5BC.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

D5BC.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for XSX6.DE.

D5BC.DE is categorized as European Government Bonds, while XSX6.DE is Europe Equities. D5BC.DE tracks iBoxx® EUR Germany 1-3, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.15% for D5BC.DE and 0.20% for XSX6.DE.

Portfolio Optimizer

Find the right allocation for D5BC.DE and XSX6.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