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DBXQ.DE vs. X710.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBXQ.DE vs. X710.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Eurozone Government Bond 3-5 UCITS ETF (DBXQ.DE) and Xtrackers II Eurozone Government Bond 7-10 UCITS ETF (X710.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, DBXQ.DE achieves a 0.60% return, which is significantly lower than X710.DE's 1.35% return. Over the past 10 years, DBXQ.DE has outperformed X710.DE with an annualized return of 0.26%, while X710.DE has yielded a comparatively lower -0.07% annualized return.


DBXQ.DE

1D
0.05%
1M
0.50%
YTD
0.60%
6M
0.58%
1Y
1.05%
3Y*
3.10%
5Y*
-0.10%
10Y*
0.26%

X710.DE

1D
0.00%
1M
1.01%
YTD
1.35%
6M
1.53%
1Y
1.67%
3Y*
2.82%
5Y*
-1.99%
10Y*
-0.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBXQ.DE vs. X710.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBXQ.DE
Xtrackers II Eurozone Government Bond 3-5 UCITS ETF
0.60%2.57%2.23%5.50%-10.12%-1.37%1.56%2.56%-0.06%-0.19%
X710.DE
Xtrackers II Eurozone Government Bond 7-10 UCITS ETF
1.35%1.72%0.93%8.80%-19.87%-3.00%4.20%6.78%1.03%1.08%

Correlation

The correlation between DBXQ.DE and X710.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.93

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

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.82

The correlation between DBXQ.DE and X710.DE shifts across timeframes, from 0.82 (all time) to 0.94 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DBXQ.DE vs. X710.DE — Risk / Return Rank

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

DBXQ.DE
DBXQ.DE Risk / Return Rank: 1313
Overall Rank
DBXQ.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
DBXQ.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
DBXQ.DE Omega Ratio Rank: 1313
Omega Ratio Rank
DBXQ.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
DBXQ.DE Martin Ratio Rank: 1414
Martin Ratio Rank

X710.DE
X710.DE Risk / Return Rank: 1313
Overall Rank
X710.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
X710.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
X710.DE Omega Ratio Rank: 1212
Omega Ratio Rank
X710.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
X710.DE Martin Ratio Rank: 1414
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.

DBXQ.DE vs. X710.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Bond 3-5 UCITS ETF (DBXQ.DE) and Xtrackers II Eurozone Government Bond 7-10 UCITS ETF (X710.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.


DBXQ.DEX710.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.08

1.06

+0.01

Calmar ratioReturn relative to maximum drawdown

0.43

0.40

+0.03

Martin ratioReturn relative to average drawdown

1.16

1.04

+0.13

DBXQ.DE vs. X710.DE - Sharpe Ratio Comparison

The current DBXQ.DE Sharpe Ratio is 0.40, which is comparable to the X710.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of DBXQ.DE and X710.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

DBXQ.DE vs. X710.DE - Drawdown Comparison

The maximum DBXQ.DE drawdown since its inception was -12.25%, smaller than the maximum X710.DE drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for DBXQ.DE and X710.DE.


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Drawdown Indicators


DBXQ.DEX710.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.25%

-23.16%

+10.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-4.18%

+1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-2.41%

-4.41%

+2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-12.13%

-22.84%

+10.71%

Max Drawdown (10Y)

Largest decline over 10 years

-12.25%

-23.16%

+10.91%

Current Drawdown

Current decline from peak

-1.52%

-12.37%

+10.85%

Average Drawdown

Average peak-to-trough decline

-2.01%

-5.21%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.61%

-0.71%

Volatility

DBXQ.DE vs. X710.DE - Volatility Comparison

The current volatility for Xtrackers II Eurozone Government Bond 3-5 UCITS ETF (DBXQ.DE) is 0.63%, while Xtrackers II Eurozone Government Bond 7-10 UCITS ETF (X710.DE) has a volatility of 1.23%. This indicates that DBXQ.DE experiences smaller price fluctuations and is considered to be less risky than X710.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBXQ.DEX710.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

1.23%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

4.17%

-1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

2.60%

4.90%

-2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.70%

7.36%

-3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.31%

6.28%

-2.97%

DBXQ.DE vs. X710.DE - Expense Ratio Comparison

Both DBXQ.DE and X710.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%.


Dividends

DBXQ.DE vs. X710.DE - Dividend Comparison

Neither DBXQ.DE nor X710.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBXQ.DE and X710.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DBXQ.DE and X710.DE have the same expense ratio: 0.15% per year.

DBXQ.DE tracks Markit iBoxx® EUR Eurozone 3-5, while X710.DE tracks Markit iBoxx® EUR Eurozone 7-10.

Portfolio Optimizer

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