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EIBX.DE vs. X03B.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIBX.DE vs. X03B.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Euro Government Bond 7-10 Year UCITS ETF Dist (EIBX.DE) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.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, EIBX.DE achieves a -0.50% return, which is significantly lower than X03B.DE's 0.15% return.


EIBX.DE

1D
-0.13%
1M
-1.31%
6M
-1.02%
YTD
-0.50%
1Y
0.46%
3Y*
2.68%
5Y*
-2.61%
10Y*

X03B.DE

1D
-0.04%
1M
-0.11%
6M
0.02%
YTD
0.15%
1Y
0.75%
3Y*
2.73%
5Y*
0.70%
10Y*
0.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIBX.DE vs. X03B.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EIBX.DE
Invesco Euro Government Bond 7-10 Year UCITS ETF Dist
-0.50%1.88%0.91%8.83%-19.82%-2.95%4.27%-3.35%
X03B.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
0.15%2.25%3.05%3.36%-4.65%-0.78%-0.13%-0.45%

Correlation

The correlation between EIBX.DE and X03B.DE is 0.74, 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

0.74

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

0.82

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

0.86

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2019

0.79

The correlation between EIBX.DE and X03B.DE shifts across timeframes, from 0.74 (1 year) to 0.86 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EIBX.DE vs. X03B.DE — Risk / Return Rank

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

EIBX.DE
EIBX.DE Risk / Return Rank: 1010
Overall Rank
EIBX.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EIBX.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
EIBX.DE Omega Ratio Rank: 1010
Omega Ratio Rank
EIBX.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EIBX.DE Martin Ratio Rank: 1111
Martin Ratio Rank

X03B.DE
X03B.DE Risk / Return Rank: 1919
Overall Rank
X03B.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
X03B.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
X03B.DE Omega Ratio Rank: 2020
Omega Ratio Rank
X03B.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
X03B.DE Martin Ratio Rank: 2020
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.

EIBX.DE vs. X03B.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Euro Government Bond 7-10 Year UCITS ETF Dist (EIBX.DE) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.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.


EIBX.DEX03B.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.02

1.11

-0.09

Calmar ratioReturn relative to maximum drawdown

0.11

0.58

-0.47

Martin ratioReturn relative to average drawdown

0.28

1.79

-1.50

EIBX.DE vs. X03B.DE - Sharpe Ratio Comparison

The current EIBX.DE Sharpe Ratio is 0.09, which is lower than the X03B.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of EIBX.DE and X03B.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

EIBX.DE vs. X03B.DE - Drawdown Comparison

The maximum EIBX.DE drawdown since its inception was -23.08%, which is greater than X03B.DE's maximum drawdown of -6.78%. Use the drawdown chart below to compare losses from any high point for EIBX.DE and X03B.DE.


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Drawdown Indicators


EIBX.DEX03B.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.08%

-6.78%

-16.30%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-1.28%

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-4.43%

-1.28%

-3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-5.67%

-17.11%

Max Drawdown (10Y)

Largest decline over 10 years

-6.73%

Current Drawdown

Current decline from peak

-13.74%

-0.42%

-13.32%

Average Drawdown

Average peak-to-trough decline

-11.09%

-1.17%

-9.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

0.42%

+1.19%

Volatility

EIBX.DE vs. X03B.DE - Volatility Comparison

Invesco Euro Government Bond 7-10 Year UCITS ETF Dist (EIBX.DE) has a higher volatility of 1.55% compared to Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.DE) at 0.37%. This indicates that EIBX.DE's price experiences larger fluctuations and is considered to be riskier than X03B.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIBX.DEX03B.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

0.37%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

4.25%

1.25%

+3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

5.14%

1.33%

+3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.43%

1.64%

+5.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.56%

1.33%

+5.23%

EIBX.DE vs. X03B.DE - Expense Ratio Comparison

EIBX.DE has a 0.10% expense ratio, which is lower than X03B.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

EIBX.DE vs. X03B.DE - Dividend Comparison

EIBX.DE's dividend yield for the trailing twelve months is around 3.01%, more than X03B.DE's 1.53% yield.


PositionTTM20252024202320222021202020192018201720162015
EIBX.DE
Invesco Euro Government Bond 7-10 Year UCITS ETF Dist
3.01%2.89%2.87%2.43%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
X03B.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
1.53%1.39%0.98%0.28%0.12%0.13%0.00%0.00%0.00%0.00%0.65%0.66%

Frequently Asked Questions


EIBX.DE and X03B.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

EIBX.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for X03B.DE.

EIBX.DE tracks Bloomberg Euro Government Select 7-10, while X03B.DE tracks iBoxx® EUR Eurozone 1-3. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.10% for EIBX.DE and 0.15% for X03B.DE.

Portfolio Optimizer

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