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EXHB.DE vs. H4ZK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXHB.DE vs. H4ZK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares eb.rexx Government Germany 1.5-2.5yr UCITS ETF (DE) (EXHB.DE) and HSBC Euro Lower Carbon Government 1-3 Year Bond UCITS ETF C EUR (H4ZK.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, EXHB.DE achieves a 0.10% return, which is significantly lower than H4ZK.DE's 0.20% return.


EXHB.DE

1D
-0.04%
1M
-0.17%
6M
-0.10%
YTD
0.10%
1Y
0.36%
3Y*
2.24%
5Y*
0.24%
10Y*
-0.27%

H4ZK.DE

1D
0.10%
1M
-0.10%
6M
0.00%
YTD
0.20%
1Y
0.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXHB.DE vs. H4ZK.DE - Yearly Performance Comparison


Correlation

The correlation between EXHB.DE and H4ZK.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2025

0.49

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Return for Risk

EXHB.DE vs. H4ZK.DE — Risk / Return Rank

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

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

H4ZK.DE
H4ZK.DE Risk / Return Rank: 2020
Overall Rank
H4ZK.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
H4ZK.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
H4ZK.DE Omega Ratio Rank: 2323
Omega Ratio Rank
H4ZK.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
H4ZK.DE Martin Ratio Rank: 2222
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.

EXHB.DE vs. H4ZK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares eb.rexx Government Germany 1.5-2.5yr UCITS ETF (DE) (EXHB.DE) and HSBC Euro Lower Carbon Government 1-3 Year Bond UCITS ETF C EUR (H4ZK.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.


EXHB.DEH4ZK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.05

1.13

-0.08

Calmar ratioReturn relative to maximum drawdown

0.31

0.62

-0.31

Martin ratioReturn relative to average drawdown

0.85

2.06

-1.21

EXHB.DE vs. H4ZK.DE - Sharpe Ratio Comparison

The current EXHB.DE Sharpe Ratio is 0.28, which is lower than the H4ZK.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of EXHB.DE and H4ZK.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

EXHB.DE vs. H4ZK.DE - Drawdown Comparison

The maximum EXHB.DE drawdown since its inception was -9.97%, which is greater than H4ZK.DE's maximum drawdown of -1.26%. Use the drawdown chart below to compare losses from any high point for EXHB.DE and H4ZK.DE.


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Drawdown Indicators


EXHB.DEH4ZK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.97%

-1.26%

-8.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.18%

-1.26%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-6.45%

Max Drawdown (10Y)

Largest decline over 10 years

-9.94%

Current Drawdown

Current decline from peak

-2.73%

-0.29%

-2.44%

Average Drawdown

Average peak-to-trough decline

-2.11%

-0.19%

-1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.38%

+0.05%

Volatility

EXHB.DE vs. H4ZK.DE - Volatility Comparison

The current volatility for iShares eb.rexx Government Germany 1.5-2.5yr UCITS ETF (DE) (EXHB.DE) is 0.38%, while HSBC Euro Lower Carbon Government 1-3 Year Bond UCITS ETF C EUR (H4ZK.DE) has a volatility of 0.41%. This indicates that EXHB.DE experiences smaller price fluctuations and is considered to be less risky than H4ZK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXHB.DEH4ZK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

0.41%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.15%

1.23%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

1.28%

1.38%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.73%

1.40%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.44%

1.40%

+0.04%

EXHB.DE vs. H4ZK.DE - Expense Ratio Comparison

EXHB.DE has a 0.16% expense ratio, which is higher than H4ZK.DE's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EXHB.DE vs. H4ZK.DE - Dividend Comparison

EXHB.DE's dividend yield for the trailing twelve months is around 1.39%, while H4ZK.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXHB.DE
iShares eb.rexx Government Germany 1.5-2.5yr UCITS ETF (DE)
1.39%0.96%0.72%0.60%1.05%0.97%0.80%1.06%0.97%1.50%1.42%1.49%
H4ZK.DE
HSBC Euro Lower Carbon Government 1-3 Year Bond UCITS ETF C EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXHB.DE and H4ZK.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H4ZK.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZK.DE is cheaper with a 0.14% expense ratio, compared with 0.16% for EXHB.DE.

EXHB.DE tracks eb.rexx® Government Germany 1.5-2.5, while H4ZK.DE tracks Bloomberg Euro Treasury 1-3 Year Carbon Tilted Index. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.16% for EXHB.DE and 0.14% for H4ZK.DE.

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