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DBZB.DE vs. VWRA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBZB.DE vs. VWRA.L - 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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

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DBZB.DE vs. VWRA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DBZB.DE
Xtrackers II Global Government Bond UCITS ETF EUR Hedged
-0.53%1.28%-0.41%3.56%-15.11%-3.19%4.16%0.10%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
-0.30%7.92%25.41%18.61%-13.03%27.32%6.62%6.72%
Different Trading Currencies

DBZB.DE is traded in EUR, while VWRA.L is traded in USD. To make them comparable, the VWRA.L 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 -0.53% return, which is significantly lower than VWRA.L's 0.06% return.


DBZB.DE

1D
-0.22%
1M
-1.41%
YTD
-0.53%
6M
-0.82%
1Y
-0.05%
3Y*
0.34%
5Y*
-2.52%
10Y*
-0.93%

VWRA.L

1D
0.00%
1M
-1.35%
YTD
0.06%
6M
3.27%
1Y
13.86%
3Y*
15.09%
5Y*
10.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBZB.DE vs. VWRA.L - Expense Ratio Comparison

DBZB.DE has a 0.25% expense ratio, which is higher than VWRA.L's 0.22% 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%.


Return for Risk

DBZB.DE vs. VWRA.L — 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: 1111
Sharpe Ratio Rank
DBZB.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
DBZB.DE Omega Ratio Rank: 1010
Omega Ratio Rank
DBZB.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
DBZB.DE Martin Ratio Rank: 88
Martin Ratio Rank

VWRA.L
VWRA.L Risk / Return Rank: 7777
Overall Rank
VWRA.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VWRA.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
VWRA.L Omega Ratio Rank: 7070
Omega Ratio Rank
VWRA.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWRA.L Martin Ratio Rank: 8787
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. VWRA.L - 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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). 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.DEVWRA.LDifference

Sharpe ratio

Return per unit of total volatility

-0.01

0.88

-0.89

Sortino ratio

Return per unit of downside risk

0.02

1.25

-1.23

Omega ratio

Gain probability vs. loss probability

1.00

1.18

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.23

3.08

-3.31

Martin ratio

Return relative to average drawdown

-0.40

11.60

-12.00

DBZB.DE vs. VWRA.L - Sharpe Ratio Comparison

The current DBZB.DE Sharpe Ratio is -0.01, which is lower than the VWRA.L Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of DBZB.DE and VWRA.L, 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


DBZB.DEVWRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.88

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

0.70

-1.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.66

-0.43

Correlation

The correlation between DBZB.DE and VWRA.L is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DBZB.DE vs. VWRA.L - Dividend Comparison

Neither DBZB.DE nor VWRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DBZB.DE vs. VWRA.L - Drawdown Comparison

The maximum DBZB.DE drawdown since its inception was -21.88%, smaller than the maximum VWRA.L drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for DBZB.DE and VWRA.L.


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Drawdown Indicators


DBZB.DEVWRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.88%

-33.62%

+11.74%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

-8.84%

+5.47%

Max Drawdown (5Y)

Largest decline over 5 years

-19.51%

-26.06%

+6.55%

Max Drawdown (10Y)

Largest decline over 10 years

-21.88%

Current Drawdown

Current decline from peak

-16.29%

-6.16%

-10.13%

Average Drawdown

Average peak-to-trough decline

-5.86%

-5.50%

-0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

2.04%

-0.09%

Volatility

DBZB.DE vs. VWRA.L - Volatility Comparison

The current volatility for Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) is 1.67%, while Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a volatility of 5.35%. This indicates that DBZB.DE experiences smaller price fluctuations and is considered to be less risky than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBZB.DEVWRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

5.35%

-3.68%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

9.08%

-6.47%

Volatility (1Y)

Calculated over the trailing 1-year period

4.46%

15.65%

-11.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.32%

14.46%

-9.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.71%

16.82%

-12.11%