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EHBA.DE vs. XEC1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EHBA.DE vs. XEC1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Euro Corporate Hybrid Bond UCITS ETF Acc (EHBA.DE) and Xtrackers II EUR Corporate Bond UCITS ETF (XEC1.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, EHBA.DE achieves a 1.67% return, which is significantly higher than XEC1.DE's 1.38% return.


EHBA.DE

1D
0.09%
1M
0.76%
6M
1.90%
YTD
1.67%
1Y
3.82%
3Y*
8.32%
5Y*
1.96%
10Y*

XEC1.DE

1D
0.00%
1M
0.88%
6M
1.52%
YTD
1.38%
1Y
2.08%
3Y*
4.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EHBA.DE vs. XEC1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EHBA.DE
Invesco Euro Corporate Hybrid Bond UCITS ETF Acc
1.67%5.24%10.78%9.40%-14.85%0.29%
XEC1.DE
Xtrackers II EUR Corporate Bond UCITS ETF
1.38%3.01%4.27%7.53%-13.41%17.99%

Correlation

The correlation between EHBA.DE and XEC1.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.48

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2021

0.47

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Return for Risk

EHBA.DE vs. XEC1.DE — Risk / Return Rank

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

EHBA.DE
EHBA.DE Risk / Return Rank: 2828
Overall Rank
EHBA.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EHBA.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
EHBA.DE Omega Ratio Rank: 2929
Omega Ratio Rank
EHBA.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
EHBA.DE Martin Ratio Rank: 3030
Martin Ratio Rank

XEC1.DE
XEC1.DE Risk / Return Rank: 2121
Overall Rank
XEC1.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XEC1.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
XEC1.DE Omega Ratio Rank: 2121
Omega Ratio Rank
XEC1.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
XEC1.DE Martin Ratio Rank: 2323
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.

EHBA.DE vs. XEC1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Euro Corporate Hybrid Bond UCITS ETF Acc (EHBA.DE) and Xtrackers II EUR Corporate Bond UCITS ETF (XEC1.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.


EHBA.DEXEC1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.18

1.13

+0.05

Calmar ratioReturn relative to maximum drawdown

1.02

0.78

+0.24

Martin ratioReturn relative to average drawdown

3.64

2.63

+1.01

EHBA.DE vs. XEC1.DE - Sharpe Ratio Comparison

The current EHBA.DE Sharpe Ratio is 0.91, which is higher than the XEC1.DE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of EHBA.DE and XEC1.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

EHBA.DE vs. XEC1.DE - Drawdown Comparison

The maximum EHBA.DE drawdown since its inception was -20.61%, which is greater than XEC1.DE's maximum drawdown of -16.37%. Use the drawdown chart below to compare losses from any high point for EHBA.DE and XEC1.DE.


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Drawdown Indicators


EHBA.DEXEC1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.61%

-16.37%

-4.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.72%

-2.66%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-3.72%

-2.66%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-20.61%

Current Drawdown

Current decline from peak

-0.28%

0.00%

-0.28%

Average Drawdown

Average peak-to-trough decline

-5.52%

-6.53%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.79%

+0.26%

Volatility

EHBA.DE vs. XEC1.DE - Volatility Comparison

Invesco Euro Corporate Hybrid Bond UCITS ETF Acc (EHBA.DE) has a higher volatility of 1.12% compared to Xtrackers II EUR Corporate Bond UCITS ETF (XEC1.DE) at 0.54%. This indicates that EHBA.DE's price experiences larger fluctuations and is considered to be riskier than XEC1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EHBA.DEXEC1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

0.54%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

3.66%

2.73%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

3.10%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.03%

9.67%

-4.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

9.67%

-4.84%

EHBA.DE vs. XEC1.DE - Expense Ratio Comparison

EHBA.DE has a 0.39% expense ratio, which is higher than XEC1.DE's 0.12% expense ratio.


Dividends

EHBA.DE vs. XEC1.DE - Dividend Comparison

EHBA.DE has not paid dividends to shareholders, while XEC1.DE's dividend yield for the trailing twelve months is around 2.68%.


PositionTTM2025202420232022
EHBA.DE
Invesco Euro Corporate Hybrid Bond UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%
XEC1.DE
Xtrackers II EUR Corporate Bond UCITS ETF
2.68%2.50%2.68%1.77%1.08%

Frequently Asked Questions


EHBA.DE and XEC1.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEC1.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEC1.DE is cheaper with a 0.12% expense ratio, compared with 0.39% for EHBA.DE.

EHBA.DE tracks Bloomberg Euro Universal Corporate ex Financials Hybrid Capital Securities 8% Capped Bond Index, while XEC1.DE tracks Bloomberg Euro Corporate Bond. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.39% for EHBA.DE and 0.12% for XEC1.DE.

Portfolio Optimizer

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