D5BG.DE vs. XSX6.DE
D5BG.DE (Xtrackers II EUR Corporate Bond UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - D5BG.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, D5BG.DE returned 0.93%/yr vs 9.14%/yr for XSX6.DE. At a 0.13 correlation, their price movements are largely independent. D5BG.DE charges 0.12%/yr vs 0.20%/yr for XSX6.DE.
Performance
D5BG.DE vs. XSX6.DE - Performance Comparison
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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 XSX6.DE's 7.40% return. Over the past 10 years, D5BG.DE has underperformed XSX6.DE with an annualized return of 0.93%, while XSX6.DE has yielded a comparatively higher 9.14% annualized 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%
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%
D5BG.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 1.73% |
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 D5BG.DE and XSX6.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.13 |
Over the past year, D5BG.DE and XSX6.DE have become more correlated (0.54) than their long-term average of 0.13, meaning their price movements have been converging.
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Return for Risk
D5BG.DE vs. XSX6.DE — Risk / Return Rank
D5BG.DE
XSX6.DE
D5BG.DE vs. XSX6.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 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.
| D5BG.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.24 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 1.73 | -0.99 |
| Martin ratioReturn relative to average drawdown | 2.53 | 6.55 | -4.02 |
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
| D5BG.DE | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 1.26 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.66 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.58 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.59 | -0.12 |
Drawdowns
D5BG.DE vs. XSX6.DE - Drawdown Comparison
The maximum D5BG.DE drawdown since its inception was -17.22%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for D5BG.DE and XSX6.DE.
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Drawdown Indicators
| D5BG.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -36.05% | +18.83% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -9.46% | +6.78% |
Max Drawdown (3Y)Largest decline over 3 years | -2.68% | -16.37% | +13.69% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -20.84% | +3.62% |
Max Drawdown (10Y)Largest decline over 10 years | -17.22% | -36.05% | +18.83% |
Current DrawdownCurrent decline from peak | -0.97% | -1.56% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -5.27% | +2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 2.50% | -1.72% |
Volatility
D5BG.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) is 1.16%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that D5BG.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.
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Volatility by Period
| D5BG.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 4.26% | -3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 10.73% | -8.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.13% | 12.95% | -9.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 14.44% | -9.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.64% | 15.61% | -10.97% |
D5BG.DE vs. XSX6.DE - Expense Ratio Comparison
D5BG.DE has a 0.12% 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
D5BG.DE vs. XSX6.DE - Dividend Comparison
Neither D5BG.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BG.DE and XSX6.DE have a correlation of 0.54, 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 0.20% for XSX6.DE.
D5BG.DE is categorized as European Corporate Bonds, while XSX6.DE is Europe Equities. D5BG.DE tracks Bloomberg Euro Corporate Bond, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.12% for D5BG.DE and 0.20% for XSX6.DE.
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