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D5BG.DE vs. XESD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

D5BG.DE vs. XESD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) and Xtrackers Spanish Equity UCITS ETF (XESD.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, D5BG.DE achieves a 0.58% return, which is significantly lower than XESD.DE's 7.26% return.


D5BG.DE

1D
0.15%
1M
0.36%
YTD
0.58%
6M
0.60%
1Y
2.20%
3Y*
4.59%
5Y*
0.10%
10Y*
0.93%

XESD.DE

1D
0.58%
1M
1.30%
YTD
7.26%
6M
11.75%
1Y
34.69%
3Y*
29.40%
5Y*
18.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

D5BG.DE vs. XESD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
D5BG.DE
Xtrackers II EUR Corporate Bond UCITS ETF 1C
0.58%3.14%4.22%7.44%-12.98%-1.39%2.51%6.25%-1.42%1.63%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
7.26%58.73%14.57%26.73%-1.59%10.90%-10.12%15.71%-12.40%-1.58%

Correlation

The correlation between D5BG.DE and XESD.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.31

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2017

0.21

Over the past year, D5BG.DE and XESD.DE have become more correlated (0.48) than their long-term average of 0.21, meaning their price movements have been converging.

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Return for Risk

D5BG.DE vs. XESD.DE — Risk / Return Rank

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

D5BG.DE
D5BG.DE Risk / Return Rank: 2020
Overall Rank
D5BG.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
D5BG.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
D5BG.DE Omega Ratio Rank: 1919
Omega Ratio Rank
D5BG.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
D5BG.DE Martin Ratio Rank: 2121
Martin Ratio Rank

XESD.DE
XESD.DE Risk / Return Rank: 6565
Overall Rank
XESD.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XESD.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
XESD.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XESD.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
XESD.DE Martin Ratio Rank: 6666
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.

D5BG.DE vs. XESD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) and Xtrackers Spanish Equity UCITS ETF (XESD.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.


D5BG.DEXESD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

1.12

1.37

-0.25

Calmar ratioReturn relative to maximum drawdown

0.74

3.46

-2.73

Martin ratioReturn relative to average drawdown

2.53

12.05

-9.52

D5BG.DE vs. XESD.DE - Sharpe Ratio Comparison

The current D5BG.DE Sharpe Ratio is 0.63, which is lower than the XESD.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of D5BG.DE and XESD.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


D5BG.DEXESD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

2.10

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

1.12

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.55

-0.07

Drawdowns

D5BG.DE vs. XESD.DE - Drawdown Comparison

The maximum D5BG.DE drawdown since its inception was -17.22%, smaller than the maximum XESD.DE drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for D5BG.DE and XESD.DE.


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Drawdown Indicators


D5BG.DEXESD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.22%

-38.77%

+21.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-10.27%

+7.59%

Max Drawdown (3Y)

Largest decline over 3 years

-2.68%

-12.49%

+9.81%

Max Drawdown (5Y)

Largest decline over 5 years

-17.22%

-18.59%

+1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-17.22%

Current Drawdown

Current decline from peak

-0.97%

-0.56%

-0.41%

Average Drawdown

Average peak-to-trough decline

-2.88%

-7.38%

+4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

2.96%

-2.18%

Volatility

D5BG.DE vs. XESD.DE - Volatility Comparison

The current volatility for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) is 1.16%, while Xtrackers Spanish Equity UCITS ETF (XESD.DE) has a volatility of 4.46%. This indicates that D5BG.DE experiences smaller price fluctuations and is considered to be less risky than XESD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


D5BG.DEXESD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

4.46%

-3.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

14.06%

-11.34%

Volatility (1Y)

Calculated over the trailing 1-year period

3.13%

16.93%

-13.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.49%

16.73%

-12.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.64%

18.81%

-14.17%

D5BG.DE vs. XESD.DE - Expense Ratio Comparison

D5BG.DE has a 0.12% expense ratio, which is lower than XESD.DE's 0.30% expense ratio.


Dividends

D5BG.DE vs. XESD.DE - Dividend Comparison

D5BG.DE has not paid dividends to shareholders, while XESD.DE's dividend yield for the trailing twelve months is around 2.50%.


PositionTTM20252024202320222021202020192018
D5BG.DE
Xtrackers II EUR Corporate Bond UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
2.50%2.43%3.14%2.57%3.98%1.51%4.30%3.35%4.48%

Frequently Asked Questions


D5BG.DE and XESD.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, D5BG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

D5BG.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for XESD.DE.

D5BG.DE is categorized as European Corporate Bonds, while XESD.DE is Europe Equities. D5BG.DE tracks Bloomberg Euro Corporate Bond, while XESD.DE tracks Solactive Spain 40. Their fees differ too: 0.12% for D5BG.DE and 0.30% for XESD.DE.

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