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DBXG.DE vs. BBLL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBXG.DE vs. BBLL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Eurozone Government Bond 25+ UCITS ETF (Acc) (DBXG.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.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, DBXG.DE achieves a 1.36% return, which is significantly lower than BBLL.DE's 4.60% return.


DBXG.DE

1D
-0.30%
1M
0.94%
6M
2.61%
YTD
1.36%
1Y
-3.17%
3Y*
-1.97%
5Y*
-10.45%
10Y*
-3.94%

BBLL.DE

1D
0.10%
1M
1.78%
6M
4.43%
YTD
4.60%
1Y
6.79%
3Y*
2.95%
5Y*
4.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBXG.DE vs. BBLL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DBXG.DE
Xtrackers II Eurozone Government Bond 25+ UCITS ETF (Acc)
1.36%-9.41%-3.96%9.47%-40.42%-9.69%16.29%0.96%
BBLL.DE
JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc)
4.60%-7.36%11.29%1.33%7.29%8.35%-8.23%-9.76%

Correlation

The correlation between DBXG.DE and BBLL.DE is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.27

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

-0.19

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

-0.13

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2019

-0.08

The correlation between DBXG.DE and BBLL.DE shifts across timeframes, from -0.27 (1 year) to -0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBXG.DE vs. BBLL.DE — Risk / Return Rank

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

DBXG.DE
DBXG.DE Risk / Return Rank: 66
Overall Rank
DBXG.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DBXG.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
DBXG.DE Omega Ratio Rank: 66
Omega Ratio Rank
DBXG.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
DBXG.DE Martin Ratio Rank: 55
Martin Ratio Rank

BBLL.DE
BBLL.DE Risk / Return Rank: 3737
Overall Rank
BBLL.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BBLL.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
BBLL.DE Omega Ratio Rank: 3333
Omega Ratio Rank
BBLL.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
BBLL.DE Martin Ratio Rank: 3636
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.

DBXG.DE vs. BBLL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Bond 25+ UCITS ETF (Acc) (DBXG.DE) and JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.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.


DBXG.DEBBLL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.96

Omega ratioGain probability vs. loss probability

0.96

1.20

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.47

2.00

-2.47

Martin ratioReturn relative to average drawdown

-0.90

4.74

-5.64

DBXG.DE vs. BBLL.DE - Sharpe Ratio Comparison

The current DBXG.DE Sharpe Ratio is -0.29, which is lower than the BBLL.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of DBXG.DE and BBLL.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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Drawdowns

DBXG.DE vs. BBLL.DE - Drawdown Comparison

The maximum DBXG.DE drawdown since its inception was -53.51%, which is greater than BBLL.DE's maximum drawdown of -17.24%. Use the drawdown chart below to compare losses from any high point for DBXG.DE and BBLL.DE.


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Drawdown Indicators


DBXG.DEBBLL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.51%

-17.24%

-36.27%

Max Drawdown (1Y)

Largest decline over 1 year

-6.77%

-3.38%

-3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-17.62%

-11.65%

-5.97%

Max Drawdown (5Y)

Largest decline over 5 years

-51.05%

-11.65%

-39.40%

Max Drawdown (10Y)

Largest decline over 10 years

-53.51%

Current Drawdown

Current decline from peak

-48.73%

-5.47%

-43.26%

Average Drawdown

Average peak-to-trough decline

-16.05%

-8.30%

-7.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

1.43%

+1.99%

Volatility

DBXG.DE vs. BBLL.DE - Volatility Comparison

Xtrackers II Eurozone Government Bond 25+ UCITS ETF (Acc) (DBXG.DE) has a higher volatility of 2.60% compared to JPMorgan BetaBuilders US Treasury Bond 0-1 yr UCITS ETF USD (Acc) (BBLL.DE) at 1.69%. This indicates that DBXG.DE's price experiences larger fluctuations and is considered to be riskier than BBLL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBXG.DEBBLL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.60%

1.69%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

4.30%

+4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.03%

6.06%

+4.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.72%

7.45%

+10.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

8.27%

+6.90%

DBXG.DE vs. BBLL.DE - Expense Ratio Comparison

DBXG.DE has a 0.15% expense ratio, which is higher than BBLL.DE's 0.07% 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

DBXG.DE vs. BBLL.DE - Dividend Comparison

Neither DBXG.DE nor BBLL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBXG.DE and BBLL.DE have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BBLL.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BBLL.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for DBXG.DE.

DBXG.DE tracks iBoxx EUR Eurozone 25+ Index, while BBLL.DE tracks ICE US Treasury 0-1 Year Index. They also come from different issuers: Xtrackers and JPMorgan. Their fees differ too: 0.15% for DBXG.DE and 0.07% for BBLL.DE.

Portfolio Optimizer

Find the right allocation for DBXG.DE and BBLL.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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