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EIBB.DE vs. XGEZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIBB.DE vs. XGEZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Euro Government Bond UCITS ETF Dist (EIBB.DE) and Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.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, EIBB.DE achieves a 1.28% return, which is significantly lower than XGEZ.DE's 1.60% return.


EIBB.DE

1D
0.22%
1M
0.86%
YTD
1.28%
6M
1.53%
1Y
1.30%
3Y*
2.47%
5Y*
-1.98%
10Y*

XGEZ.DE

1D
0.00%
1M
1.09%
YTD
1.60%
6M
1.74%
1Y
0.26%
3Y*
1.15%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIBB.DE vs. XGEZ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
EIBB.DE
Invesco Euro Government Bond UCITS ETF Dist
1.28%0.74%1.40%6.77%-0.53%
XGEZ.DE
Xtrackers II Eurozone Government Green Bond UCITS ETF
1.60%-2.16%-0.51%8.88%-0.36%

Correlation

The correlation between EIBB.DE and XGEZ.DE is 0.72, 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

0.72

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

0.92

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2022

0.94

Over the past year, the correlation between EIBB.DE and XGEZ.DE has dropped to 0.72 - well below their long-term average of 0.94, suggesting their price drivers have been diverging.

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Return for Risk

EIBB.DE vs. XGEZ.DE — Risk / Return Rank

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

EIBB.DE
EIBB.DE Risk / Return Rank: 1212
Overall Rank
EIBB.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EIBB.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EIBB.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EIBB.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EIBB.DE Martin Ratio Rank: 1313
Martin Ratio Rank

XGEZ.DE
XGEZ.DE Risk / Return Rank: 99
Overall Rank
XGEZ.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XGEZ.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XGEZ.DE Omega Ratio Rank: 88
Omega Ratio Rank
XGEZ.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
XGEZ.DE Martin Ratio Rank: 99
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.

EIBB.DE vs. XGEZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Euro Government Bond UCITS ETF Dist (EIBB.DE) and Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.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.


EIBB.DEXGEZ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.06

1.01

+0.05

Calmar ratioReturn relative to maximum drawdown

0.38

0.06

+0.33

Martin ratioReturn relative to average drawdown

1.04

0.12

+0.91

EIBB.DE vs. XGEZ.DE - Sharpe Ratio Comparison

The current EIBB.DE Sharpe Ratio is 0.32, which is higher than the XGEZ.DE Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of EIBB.DE and XGEZ.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

EIBB.DE vs. XGEZ.DE - Drawdown Comparison

The maximum EIBB.DE drawdown since its inception was -22.55%, which is greater than XGEZ.DE's maximum drawdown of -13.63%. Use the drawdown chart below to compare losses from any high point for EIBB.DE and XGEZ.DE.


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Drawdown Indicators


EIBB.DEXGEZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.55%

-13.63%

-8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

-4.70%

+1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-4.03%

-7.88%

+3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-21.67%

Current Drawdown

Current decline from peak

-13.12%

-3.99%

-9.13%

Average Drawdown

Average peak-to-trough decline

-11.22%

-5.39%

-5.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

2.11%

-0.86%

Volatility

EIBB.DE vs. XGEZ.DE - Volatility Comparison

The current volatility for Invesco Euro Government Bond UCITS ETF Dist (EIBB.DE) is 1.03%, while Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.DE) has a volatility of 1.75%. This indicates that EIBB.DE experiences smaller price fluctuations and is considered to be less risky than XGEZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIBB.DEXGEZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.75%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

3.28%

5.23%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

4.10%

6.42%

-2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.33%

9.92%

-3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.95%

9.92%

-3.97%

EIBB.DE vs. XGEZ.DE - Expense Ratio Comparison

EIBB.DE has a 0.10% expense ratio, which is lower than XGEZ.DE's 0.18% 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

EIBB.DE vs. XGEZ.DE - Dividend Comparison

EIBB.DE's dividend yield for the trailing twelve months is around 3.01%, more than XGEZ.DE's 2.06% yield.


PositionTTM202520242023
EIBB.DE
Invesco Euro Government Bond UCITS ETF Dist
3.01%2.96%2.88%1.56%
XGEZ.DE
Xtrackers II Eurozone Government Green Bond UCITS ETF
2.06%1.99%2.07%1.27%

Frequently Asked Questions


EIBB.DE and XGEZ.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

EIBB.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for XGEZ.DE.

EIBB.DE tracks Bloomberg Euro Treasury Majors Bond, while XGEZ.DE tracks iBoxx® EUR Eurozone Sovereigns Green Bonds Capped. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.10% for EIBB.DE and 0.18% for XGEZ.DE.

Portfolio Optimizer

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