PortfoliosLab logoPortfoliosLab logo
EIB3.DE vs. D5BC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIB3.DE vs. D5BC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE) and Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EIB3.DE achieves a 0.19% return, which is significantly higher than D5BC.DE's 0.01% return.


EIB3.DE

1D
0.93%
1M
0.27%
YTD
0.19%
6M
0.55%
1Y
0.81%
3Y*
2.63%
5Y*
0.63%
10Y*

D5BC.DE

1D
0.03%
1M
0.22%
YTD
0.01%
6M
0.06%
1Y
0.50%
3Y*
2.03%
5Y*
0.22%
10Y*
-0.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIB3.DE vs. D5BC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
0.19%2.14%3.03%3.39%-4.93%-0.76%-0.13%-0.51%
D5BC.DE
Xtrackers II Germany Government Bond 1-3 UCITS ETF
0.01%1.69%2.24%2.60%-4.78%-0.95%-0.76%-0.85%

Correlation

The correlation between EIB3.DE and D5BC.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.83

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

0.87

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2019

0.81

Over the past year, the correlation between EIB3.DE and D5BC.DE has dropped to 0.61 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EIB3.DE vs. D5BC.DE — Risk / Return Rank

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

EIB3.DE
EIB3.DE Risk / Return Rank: 1414
Overall Rank
EIB3.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EIB3.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
EIB3.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EIB3.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EIB3.DE Martin Ratio Rank: 1616
Martin Ratio Rank

D5BC.DE
D5BC.DE Risk / Return Rank: 1616
Overall Rank
D5BC.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
D5BC.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
D5BC.DE Omega Ratio Rank: 1616
Omega Ratio Rank
D5BC.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
D5BC.DE Martin Ratio Rank: 1616
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.

EIB3.DE vs. D5BC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE) and Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.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.


EIB3.DED5BC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.06

1.09

-0.03

Calmar ratioReturn relative to maximum drawdown

0.50

0.46

+0.04

Martin ratioReturn relative to average drawdown

1.50

1.39

+0.11

EIB3.DE vs. D5BC.DE - Sharpe Ratio Comparison

The current EIB3.DE Sharpe Ratio is 0.26, which is lower than the D5BC.DE Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of EIB3.DE and D5BC.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.


Loading charts...

Sharpe Ratios by Period


EIB3.DED5BC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.45

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.14

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.14

+0.03

Drawdowns

EIB3.DE vs. D5BC.DE - Drawdown Comparison

The maximum EIB3.DE drawdown since its inception was -6.78%, smaller than the maximum D5BC.DE drawdown of -9.22%. Use the drawdown chart below to compare losses from any high point for EIB3.DE and D5BC.DE.


Loading charts...

Drawdown Indicators


EIB3.DED5BC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.78%

-9.22%

+2.44%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

-1.08%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-1.60%

-1.08%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-5.91%

-6.12%

+0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-9.22%

Current Drawdown

Current decline from peak

-0.68%

-2.33%

+1.65%

Average Drawdown

Average peak-to-trough decline

-2.06%

-2.32%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.36%

+0.18%

Volatility

EIB3.DE vs. D5BC.DE - Volatility Comparison

Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE) has a higher volatility of 1.50% compared to Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.DE) at 0.42%. This indicates that EIB3.DE's price experiences larger fluctuations and is considered to be riskier than D5BC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EIB3.DED5BC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

0.42%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

1.01%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

1.11%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.11%

1.57%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.89%

1.21%

+0.68%

EIB3.DE vs. D5BC.DE - Expense Ratio Comparison

EIB3.DE has a 0.10% expense ratio, which is lower than D5BC.DE's 0.15% 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

EIB3.DE vs. D5BC.DE - Dividend Comparison

EIB3.DE's dividend yield for the trailing twelve months is around 2.41%, more than D5BC.DE's 1.26% yield.


PositionTTM20252024202320222021202020192018201720162015
D5BC.DE
Xtrackers II Germany Government Bond 1-3 UCITS ETF
1.26%1.05%0.35%0.62%1.27%0.76%0.00%0.00%0.47%0.00%0.46%0.54%
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
2.41%2.51%2.80%2.24%0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EIB3.DE and D5BC.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EIB3.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EIB3.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for D5BC.DE.

EIB3.DE tracks Bloomberg Euro Government Select 1-3, while D5BC.DE tracks iBoxx® EUR Germany 1-3. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.10% for EIB3.DE and 0.15% for D5BC.DE.

Portfolio Optimizer

Find the right allocation for EIB3.DE and D5BC.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer