DBXP.DE vs. SXR4.DE
DBXP.DE (Xtrackers Eurozone Government Bond 1-3 UCITS ETF) and SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) are both exchange-traded funds - DBXP.DE is a European Government Bonds fund tracking the iBoxx® EUR Eurozone 1-3, while SXR4.DE is a Large Cap Blend Equities fund tracking the MSCI USA. Both are passively managed. Over the past 10 years, DBXP.DE returned 0.26%/yr vs 14.93%/yr for SXR4.DE. At a 0.07 correlation, their price movements are largely independent. DBXP.DE charges 0.15%/yr vs 0.07%/yr for SXR4.DE.
Performance
DBXP.DE vs. SXR4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXP.DE achieves a 0.47% return, which is significantly lower than SXR4.DE's 10.62% return. Over the past 10 years, DBXP.DE has underperformed SXR4.DE with an annualized return of 0.26%, while SXR4.DE has yielded a comparatively higher 14.93% annualized return.
DBXP.DE
- 1D
- 0.07%
- 1M
- 0.33%
- YTD
- 0.47%
- 6M
- 0.58%
- 1Y
- 1.21%
- 3Y*
- 2.81%
- 5Y*
- 0.78%
- 10Y*
- 0.26%
SXR4.DE
- 1D
- -0.97%
- 1M
- 0.28%
- YTD
- 10.62%
- 6M
- 10.92%
- 1Y
- 24.37%
- 3Y*
- 19.00%
- 5Y*
- 13.33%
- 10Y*
- 14.93%
DBXP.DE vs. SXR4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBXP.DE Xtrackers Eurozone Government Bond 1-3 UCITS ETF | 0.47% | 2.21% | 2.99% | 3.41% | -4.65% | -0.79% | -0.18% | 0.17% | -0.37% | -0.45% |
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 10.62% | 4.62% | 32.33% | 23.44% | -15.85% | 38.32% | 9.25% | 34.28% | -1.46% | 6.54% |
Correlation
The correlation between DBXP.DE and SXR4.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 16, 2010 | 0.07 |
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Return for Risk
DBXP.DE vs. SXR4.DE — Risk / Return Rank
DBXP.DE
SXR4.DE
DBXP.DE vs. SXR4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.DE) and iShares MSCI USA UCITS ETF (Acc) (SXR4.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.
| DBXP.DE | SXR4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.37 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 3.30 | -2.32 |
| Martin ratioReturn relative to average drawdown | 3.04 | 11.38 | -8.33 |
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Drawdowns
DBXP.DE vs. SXR4.DE - Drawdown Comparison
The maximum DBXP.DE drawdown since its inception was -6.77%, smaller than the maximum SXR4.DE drawdown of -34.16%. Use the drawdown chart below to compare losses from any high point for DBXP.DE and SXR4.DE.
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Drawdown Indicators
| DBXP.DE | SXR4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.77% | -34.16% | +27.39% |
Max Drawdown (1Y)Largest decline over 1 year | -1.24% | -7.36% | +6.12% |
Max Drawdown (3Y)Largest decline over 3 years | -1.24% | -23.63% | +22.39% |
Max Drawdown (5Y)Largest decline over 5 years | -5.67% | -23.63% | +17.96% |
Max Drawdown (10Y)Largest decline over 10 years | -6.77% | -34.16% | +27.39% |
Current DrawdownCurrent decline from peak | -0.13% | -1.00% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -0.99% | -5.29% | +4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 2.14% | -1.74% |
Volatility
DBXP.DE vs. SXR4.DE - Volatility Comparison
The current volatility for Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.DE) is 0.32%, while iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) has a volatility of 3.41%. This indicates that DBXP.DE experiences smaller price fluctuations and is considered to be less risky than SXR4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBXP.DE | SXR4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.32% | 3.41% | -3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 1.19% | 8.08% | -6.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.30% | 11.99% | -10.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.66% | 15.46% | -13.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.80% | 16.24% | -14.44% |
DBXP.DE vs. SXR4.DE - Expense Ratio Comparison
DBXP.DE has a 0.15% expense ratio, which is higher than SXR4.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
DBXP.DE vs. SXR4.DE - Dividend Comparison
Neither DBXP.DE nor SXR4.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXP.DE and SXR4.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR4.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR4.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for DBXP.DE.
DBXP.DE is categorized as European Government Bonds, while SXR4.DE is Large Cap Blend Equities. DBXP.DE tracks iBoxx® EUR Eurozone 1-3, while SXR4.DE tracks MSCI USA. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for DBXP.DE and 0.07% for SXR4.DE.
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