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DBZB.DE vs. FBND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBZB.DE vs. FBND - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) and Fidelity Total Bond ETF (FBND). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DBZB.DE is traded in EUR, while FBND is traded in USD. To make them comparable, the FBND values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DBZB.DE achieves a -0.71% return, which is significantly lower than FBND's 1.76% return. Over the past 10 years, DBZB.DE has underperformed FBND with an annualized return of -0.99%, while FBND has yielded a comparatively higher 2.34% annualized return.


DBZB.DE

1D
0.15%
1M
0.28%
YTD
-0.71%
6M
-1.15%
1Y
-0.05%
3Y*
0.76%
5Y*
-2.54%
10Y*
-0.99%

FBND

1D
-0.03%
1M
0.92%
YTD
1.76%
6M
0.87%
1Y
3.31%
3Y*
2.01%
5Y*
1.79%
10Y*
2.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBZB.DE vs. FBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBZB.DE
Xtrackers II Global Government Bond UCITS ETF EUR Hedged
-0.71%1.28%-0.41%3.56%-15.11%-3.19%4.16%4.55%-0.36%-0.12%
FBND
Fidelity Total Bond ETF
1.76%-5.20%8.87%3.61%-7.12%7.01%0.40%12.30%4.10%-9.20%

Correlation

The correlation between DBZB.DE and FBND is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.35

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

0.38

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

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2014

0.26

The correlation between DBZB.DE and FBND shifts across timeframes, from 0.12 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DBZB.DE vs. FBND — Risk / Return Rank

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

DBZB.DE
DBZB.DE Risk / Return Rank: 99
Overall Rank
DBZB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DBZB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
DBZB.DE Omega Ratio Rank: 88
Omega Ratio Rank
DBZB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
DBZB.DE Martin Ratio Rank: 99
Martin Ratio Rank

FBND
FBND Risk / Return Rank: 3838
Overall Rank
FBND Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FBND Sortino Ratio Rank: 3939
Sortino Ratio Rank
FBND Omega Ratio Rank: 3636
Omega Ratio Rank
FBND Calmar Ratio Rank: 3939
Calmar Ratio Rank
FBND Martin Ratio Rank: 3838
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.

DBZB.DE vs. FBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) and Fidelity Total Bond ETF (FBND). 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.


DBZB.DEFBNDDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.00

1.11

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.01

0.79

-0.81

Martin ratioReturn relative to average drawdown

-0.04

2.41

-2.45

DBZB.DE vs. FBND - Sharpe Ratio Comparison

The current DBZB.DE Sharpe Ratio is -0.01, which is lower than the FBND Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of DBZB.DE and FBND, 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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Sharpe Ratios by Period


DBZB.DEFBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.58

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

0.23

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.21

0.28

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.38

-0.16

Drawdowns

DBZB.DE vs. FBND - Drawdown Comparison

The maximum DBZB.DE drawdown since its inception was -21.88%, which is greater than FBND's maximum drawdown of -15.51%. Use the drawdown chart below to compare losses from any high point for DBZB.DE and FBND.


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Drawdown Indicators


DBZB.DEFBNDDifference

Max Drawdown

Largest peak-to-trough decline

-21.88%

-15.51%

-6.37%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-4.20%

+0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-5.14%

-11.59%

+6.45%

Max Drawdown (5Y)

Largest decline over 5 years

-19.51%

-11.59%

-7.92%

Max Drawdown (10Y)

Largest decline over 10 years

-21.88%

-15.51%

-6.37%

Current Drawdown

Current decline from peak

-16.44%

-6.11%

-10.33%

Average Drawdown

Average peak-to-trough decline

-5.97%

-5.08%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

1.42%

-0.16%

Volatility

DBZB.DE vs. FBND - Volatility Comparison

Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) has a higher volatility of 1.48% compared to Fidelity Total Bond ETF (FBND) at 0.91%. This indicates that DBZB.DE's price experiences larger fluctuations and is considered to be riskier than FBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBZB.DEFBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

0.91%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

4.25%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

5.79%

-1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.37%

7.93%

-2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.74%

8.41%

-3.67%

DBZB.DE vs. FBND - Expense Ratio Comparison

DBZB.DE has a 0.25% expense ratio, which is lower than FBND's 0.36% expense ratio.


Dividends

DBZB.DE vs. FBND - Dividend Comparison

DBZB.DE has not paid dividends to shareholders, while FBND's dividend yield for the trailing twelve months is around 4.70%.


PositionTTM20252024202320222021202020192018201720162015
DBZB.DE
Xtrackers II Global Government Bond UCITS ETF EUR Hedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FBND
Fidelity Total Bond ETF
4.70%4.70%4.73%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%

Frequently Asked Questions


DBZB.DE and FBND have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBZB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBZB.DE is cheaper with a 0.25% expense ratio, compared with 0.36% for FBND.

DBZB.DE is categorized as Global Bonds, while FBND is Intermediate Core-Plus Bond. They also come from different issuers: Xtrackers and Fidelity. Their fees differ too: 0.25% for DBZB.DE and 0.36% for FBND.

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