EFRN.DE vs. D5BG.DE
EFRN.DE (iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)) and D5BG.DE (Xtrackers II EUR Corporate Bond UCITS ETF 1C) are both European Corporate Bonds funds - EFRN.DE tracks the Bloomberg Euro Agg Corp 1-3 Yr TR EUR while D5BG.DE tracks the Bloomberg Euro Corporate Bond. Both are passively managed. Over the past 5 years, EFRN.DE returned 2.35%/yr vs 0.10%/yr for D5BG.DE. At a 0.09 correlation, their price movements are largely independent. EFRN.DE charges 0.10%/yr vs 0.12%/yr for D5BG.DE.
Performance
EFRN.DE vs. D5BG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EFRN.DE achieves a 0.87% return, which is significantly higher than D5BG.DE's 0.58% return.
EFRN.DE
- 1D
- 0.05%
- 1M
- 0.17%
- YTD
- 0.87%
- 6M
- 1.29%
- 1Y
- 2.55%
- 3Y*
- 3.61%
- 5Y*
- 2.35%
- 10Y*
- —
D5BG.DE
- 1D
- 0.15%
- 1M
- 0.36%
- YTD
- 0.58%
- 6M
- 0.60%
- 1Y
- 2.20%
- 3Y*
- 4.59%
- 5Y*
- 0.10%
- 10Y*
- 0.93%
EFRN.DE vs. D5BG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 0.87% | 2.94% | 4.31% | 3.97% | -0.03% | -0.22% | -0.04% | 1.18% | -0.78% |
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 0.58% | 3.14% | 4.22% | 7.44% | -12.98% | -1.39% | 2.51% | 6.25% | -0.50% |
Correlation
The correlation between EFRN.DE and D5BG.DE is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2018 | 0.09 |
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Return for Risk
EFRN.DE vs. D5BG.DE — Risk / Return Rank
EFRN.DE
D5BG.DE
EFRN.DE vs. D5BG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.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.
| EFRN.DE | D5BG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.94 | ||
| Sortino ratioReturn per unit of downside risk | +3.01 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.12 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 8.25 | 0.74 | +7.51 |
| Martin ratioReturn relative to average drawdown | 32.61 | 2.53 | +30.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFRN.DE | D5BG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | 0.63 | +1.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.35 | 0.02 | +2.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.20 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.48 | +0.65 |
Drawdowns
EFRN.DE vs. D5BG.DE - Drawdown Comparison
The maximum EFRN.DE drawdown since its inception was -5.68%, smaller than the maximum D5BG.DE drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for EFRN.DE and D5BG.DE.
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Drawdown Indicators
| EFRN.DE | D5BG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.68% | -17.22% | +11.54% |
Max Drawdown (1Y)Largest decline over 1 year | -0.31% | -2.68% | +2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -0.48% | -2.68% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -1.13% | -17.22% | +16.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.22% | — |
Current DrawdownCurrent decline from peak | -0.01% | -0.97% | +0.96% |
Average DrawdownAverage peak-to-trough decline | -0.33% | -2.88% | +2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.08% | 0.78% | -0.70% |
Volatility
EFRN.DE vs. D5BG.DE - Volatility Comparison
The current volatility for iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE) is 0.34%, while Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) has a volatility of 1.16%. This indicates that EFRN.DE experiences smaller price fluctuations and is considered to be less risky than D5BG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFRN.DE | D5BG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 1.16% | -0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 0.80% | 2.72% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.98% | 3.13% | -2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.99% | 4.49% | -3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.35% | 4.64% | -3.29% |
EFRN.DE vs. D5BG.DE - Expense Ratio Comparison
EFRN.DE has a 0.10% expense ratio, which is lower than D5BG.DE's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EFRN.DE vs. D5BG.DE - Dividend Comparison
EFRN.DE's dividend yield for the trailing twelve months is around 2.50%, while D5BG.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 2.50% | 2.88% | 4.22% | 2.93% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EFRN.DE and D5BG.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFRN.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFRN.DE is cheaper with a 0.10% expense ratio, compared with 0.12% for D5BG.DE.
EFRN.DE tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while D5BG.DE tracks Bloomberg Euro Corporate Bond. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for EFRN.DE and 0.12% for D5BG.DE.
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