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DBXP.DE vs. SXR4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBXP.DE vs. SXR4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.DE) and iShares MSCI USA UCITS ETF (Acc) (SXR4.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBXP.DE vs. SXR4.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

DBXP.DE
DBXP.DE Risk / Return Rank: 2626
Overall Rank
DBXP.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DBXP.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
DBXP.DE Omega Ratio Rank: 2828
Omega Ratio Rank
DBXP.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
DBXP.DE Martin Ratio Rank: 2525
Martin Ratio Rank

SXR4.DE
SXR4.DE Risk / Return Rank: 7272
Overall Rank
SXR4.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SXR4.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
SXR4.DE Omega Ratio Rank: 7272
Omega Ratio Rank
SXR4.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
SXR4.DE Martin Ratio Rank: 7070
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.

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.DESXR4.DEDifference
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

DBXP.DE vs. SXR4.DE - Sharpe Ratio Comparison

The current DBXP.DE Sharpe Ratio is 0.93, which is lower than the SXR4.DE Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of DBXP.DE and SXR4.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

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.DESXR4.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.13%

-1.00%

+0.87%

Average Drawdown

Average peak-to-trough decline

-0.99%

-5.29%

+4.30%

Ulcer Index

Depth 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.DESXR4.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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