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DBXP.DE vs. XYP1.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBXP.DE vs. XYP1.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 Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE). The values are adjusted to include any dividend payments, if applicable.

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DBXP.DE vs. XYP1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBXP.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
-0.35%2.21%2.99%3.41%-4.59%-0.85%-0.18%0.17%-0.37%-0.45%
XYP1.DE
Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF
-0.45%2.37%3.44%3.75%-4.62%-0.71%0.54%1.24%-0.04%-0.30%

Returns By Period

In the year-to-date period, DBXP.DE achieves a -0.35% return, which is significantly higher than XYP1.DE's -0.45% return. Over the past 10 years, DBXP.DE has underperformed XYP1.DE with an annualized return of 0.19%, while XYP1.DE has yielded a comparatively higher 0.52% annualized return.


DBXP.DE

1D
0.11%
1M
-0.77%
YTD
-0.35%
6M
0.06%
1Y
1.14%
3Y*
2.50%
5Y*
0.56%
10Y*
0.19%

XYP1.DE

1D
0.08%
1M
-0.94%
YTD
-0.45%
6M
-0.05%
1Y
1.09%
3Y*
2.74%
5Y*
0.74%
10Y*
0.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBXP.DE vs. XYP1.DE - Expense Ratio Comparison

Both DBXP.DE and XYP1.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

DBXP.DE vs. XYP1.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: 4848
Overall Rank
DBXP.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DBXP.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
DBXP.DE Omega Ratio Rank: 5252
Omega Ratio Rank
DBXP.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
DBXP.DE Martin Ratio Rank: 4141
Martin Ratio Rank

XYP1.DE
XYP1.DE Risk / Return Rank: 3939
Overall Rank
XYP1.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XYP1.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
XYP1.DE Omega Ratio Rank: 4545
Omega Ratio Rank
XYP1.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
XYP1.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.

DBXP.DE vs. XYP1.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 Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.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.


DBXP.DEXYP1.DEDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.91

+0.19

Sortino ratio

Return per unit of downside risk

1.49

1.20

+0.30

Omega ratio

Gain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

0.93

0.79

+0.14

Martin ratio

Return relative to average drawdown

4.25

3.66

+0.59

DBXP.DE vs. XYP1.DE - Sharpe Ratio Comparison

The current DBXP.DE Sharpe Ratio is 1.10, which is comparable to the XYP1.DE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of DBXP.DE and XYP1.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DBXP.DEXYP1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.91

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.43

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.26

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.45

+0.11

Correlation

The correlation between DBXP.DE and XYP1.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DBXP.DE vs. XYP1.DE - Dividend Comparison

Neither DBXP.DE nor XYP1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DBXP.DE vs. XYP1.DE - Drawdown Comparison

The maximum DBXP.DE drawdown since its inception was -6.77%, which is greater than XYP1.DE's maximum drawdown of -5.77%. Use the drawdown chart below to compare losses from any high point for DBXP.DE and XYP1.DE.


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Drawdown Indicators


DBXP.DEXYP1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.77%

-5.77%

-1.00%

Max Drawdown (1Y)

Largest decline over 1 year

-1.24%

-1.39%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-5.69%

-5.53%

-0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-6.77%

-5.77%

-1.00%

Current Drawdown

Current decline from peak

-0.94%

-1.09%

+0.15%

Average Drawdown

Average peak-to-trough decline

-1.00%

-0.93%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.27%

0.30%

-0.03%

Volatility

DBXP.DE vs. XYP1.DE - Volatility Comparison

The current volatility for Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.DE) is 0.58%, while Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) has a volatility of 0.79%. This indicates that DBXP.DE experiences smaller price fluctuations and is considered to be less risky than XYP1.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.DEXYP1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.58%

0.79%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

0.74%

0.97%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

1.03%

1.19%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.61%

1.71%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.78%

2.00%

-0.22%