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

Performance

EIBB.DE vs. XZEB.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 ESG Eurozone Government Bond UCITS ETF (XZEB.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 -0.32% return, which is significantly lower than XZEB.DE's 0.20% return.


EIBB.DE

1D
0.00%
1M
-0.01%
YTD
-0.32%
6M
0.02%
1Y
0.38%
3Y*
2.34%
5Y*
-2.28%
10Y*

XZEB.DE

1D
0.07%
1M
-0.04%
YTD
0.20%
6M
0.18%
1Y
-0.32%
3Y*
1.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
EIBB.DE
Invesco Euro Government Bond UCITS ETF Dist
-0.32%1.15%1.43%6.77%-7.08%
XZEB.DE
Xtrackers II ESG Eurozone Government Bond UCITS ETF
0.20%-0.59%0.01%5.77%-7.62%

Correlation

The correlation between EIBB.DE and XZEB.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.97

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2022

0.98

The correlation between EIBB.DE and XZEB.DE has been stable across timeframes, ranging from 0.92 to 0.98 - a consistent structural relationship.

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Return for Risk

EIBB.DE vs. XZEB.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: 99
Overall Rank
EIBB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EIBB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EIBB.DE Omega Ratio Rank: 88
Omega Ratio Rank
EIBB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EIBB.DE Martin Ratio Rank: 99
Martin Ratio Rank

XZEB.DE
XZEB.DE Risk / Return Rank: 77
Overall Rank
XZEB.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
XZEB.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
XZEB.DE Omega Ratio Rank: 66
Omega Ratio Rank
XZEB.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
XZEB.DE Martin Ratio Rank: 77
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. XZEB.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 ESG Eurozone Government Bond UCITS ETF (XZEB.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.


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

+0.17

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.00

0.97

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.01

-0.24

+0.23

Martin ratioReturn relative to average drawdown

-0.02

-0.53

+0.52

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

The current EIBB.DE Sharpe Ratio is -0.01, which is higher than the XZEB.DE Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of EIBB.DE and XZEB.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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Sharpe Ratios by Period


EIBB.DEXZEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

-0.17

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

-0.11

-0.22

Drawdowns

EIBB.DE vs. XZEB.DE - Drawdown Comparison

The maximum EIBB.DE drawdown since its inception was -22.55%, which is greater than XZEB.DE's maximum drawdown of -13.98%. Use the drawdown chart below to compare losses from any high point for EIBB.DE and XZEB.DE.


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Drawdown Indicators


EIBB.DEXZEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.55%

-13.98%

-8.57%

Max Drawdown (1Y)

Largest decline over 1 year

-3.38%

-2.97%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-4.06%

-4.45%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-21.65%

Current Drawdown

Current decline from peak

-14.15%

-7.28%

-6.87%

Average Drawdown

Average peak-to-trough decline

-11.22%

-8.40%

-2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

1.33%

-0.01%

Volatility

EIBB.DE vs. XZEB.DE - Volatility Comparison

Invesco Euro Government Bond UCITS ETF Dist (EIBB.DE) and Xtrackers II ESG Eurozone Government Bond UCITS ETF (XZEB.DE) have volatilities of 1.64% and 1.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIBB.DEXZEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

1.57%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.95%

3.45%

+0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.60%

4.14%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

6.32%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.02%

6.32%

-0.30%

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

EIBB.DE has a 0.10% expense ratio, which is lower than XZEB.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

EIBB.DE vs. XZEB.DE - Dividend Comparison

EIBB.DE's dividend yield for the trailing twelve months is around 3.00%, while XZEB.DE has not paid dividends to shareholders.


PositionTTM202520242023
EIBB.DE
Invesco Euro Government Bond UCITS ETF Dist
3.00%2.95%2.88%1.56%
XZEB.DE
Xtrackers II ESG Eurozone Government Bond UCITS ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, EIBB.DE and XZEB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.15% for XZEB.DE.

EIBB.DE tracks Bloomberg Euro Treasury Majors Bond, while XZEB.DE tracks FTSE ESG Select EMU Government Bond. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.10% for EIBB.DE and 0.15% for XZEB.DE.

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