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DBZB.DE vs. IS3M.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBZB.DE vs. IS3M.DE - 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 iShares € Ultrashort Bond UCITS ETF (IS3M.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, DBZB.DE achieves a -0.71% return, which is significantly lower than IS3M.DE's 0.92% return. Over the past 10 years, DBZB.DE has underperformed IS3M.DE with an annualized return of -0.99%, while IS3M.DE has yielded a comparatively higher 1.01% 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%

IS3M.DE

1D
0.04%
1M
0.34%
YTD
0.92%
6M
1.01%
1Y
2.26%
3Y*
3.34%
5Y*
2.10%
10Y*
1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBZB.DE vs. IS3M.DE - 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%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
0.92%2.61%4.12%3.42%-0.29%-0.36%0.09%0.34%-0.62%-0.09%

Correlation

The correlation between DBZB.DE and IS3M.DE is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

0.12

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

0.12

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

0.07

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2013

0.06

The correlation between DBZB.DE and IS3M.DE shifts across timeframes, from -0.05 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

DBZB.DE vs. IS3M.DE — 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

IS3M.DE
IS3M.DE Risk / Return Rank: 9393
Overall Rank
IS3M.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IS3M.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
IS3M.DE Omega Ratio Rank: 9393
Omega Ratio Rank
IS3M.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IS3M.DE Martin Ratio Rank: 9797
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. IS3M.DE - 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 iShares € Ultrashort Bond UCITS ETF (IS3M.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.


DBZB.DEIS3M.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.97

Sortino ratioReturn per unit of downside risk

-4.67

Omega ratioGain probability vs. loss probability

1.00

1.64

-0.64

Calmar ratioReturn relative to maximum drawdown

-0.01

7.59

-7.60

Martin ratioReturn relative to average drawdown

-0.04

49.96

-50.00

DBZB.DE vs. IS3M.DE - Sharpe Ratio Comparison

The current DBZB.DE Sharpe Ratio is -0.01, which is lower than the IS3M.DE Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of DBZB.DE and IS3M.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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Sharpe Ratios by Period


DBZB.DEIS3M.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

2.95

-2.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

2.74

-3.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.21

0.91

-1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.86

-0.64

Drawdowns

DBZB.DE vs. IS3M.DE - Drawdown Comparison

The maximum DBZB.DE drawdown since its inception was -21.88%, which is greater than IS3M.DE's maximum drawdown of -3.80%. Use the drawdown chart below to compare losses from any high point for DBZB.DE and IS3M.DE.


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Drawdown Indicators


DBZB.DEIS3M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.88%

-3.80%

-18.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-0.30%

-3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-5.14%

-0.47%

-4.67%

Max Drawdown (5Y)

Largest decline over 5 years

-19.51%

-1.21%

-18.30%

Max Drawdown (10Y)

Largest decline over 10 years

-21.88%

-3.80%

-18.08%

Current Drawdown

Current decline from peak

-16.44%

-0.01%

-16.43%

Average Drawdown

Average peak-to-trough decline

-5.97%

-0.29%

-5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

0.05%

+1.21%

Volatility

DBZB.DE vs. IS3M.DE - Volatility Comparison

Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) has a higher volatility of 1.48% compared to iShares € Ultrashort Bond UCITS ETF (IS3M.DE) at 0.29%. This indicates that DBZB.DE's price experiences larger fluctuations and is considered to be riskier than IS3M.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBZB.DEIS3M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

0.29%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

0.59%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

0.76%

+3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.37%

0.76%

+4.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.74%

1.11%

+3.63%

DBZB.DE vs. IS3M.DE - Expense Ratio Comparison

DBZB.DE has a 0.25% expense ratio, which is higher than IS3M.DE's 0.09% 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

DBZB.DE vs. IS3M.DE - Dividend Comparison

DBZB.DE has not paid dividends to shareholders, while IS3M.DE's dividend yield for the trailing twelve months is around 3.29%.


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%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
3.29%2.74%3.80%2.17%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.13%

Frequently Asked Questions


DBZB.DE and IS3M.DE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3M.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3M.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for DBZB.DE.

DBZB.DE is categorized as Global Bonds, while IS3M.DE is Ultrashort Bond. DBZB.DE tracks FTSE World Government Bond - Developed Markets (EUR Hedged), while IS3M.DE tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for DBZB.DE and 0.09% for IS3M.DE.

Portfolio Optimizer

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