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

Performance

EXHB.DE vs. VGEB.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 Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.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 0.01% return, which is significantly lower than VGEB.DE's 0.13% return.


EXHB.DE

1D
0.06%
1M
0.22%
YTD
0.01%
6M
-0.00%
1Y
0.43%
3Y*
2.11%
5Y*
0.21%
10Y*
-0.27%

VGEB.DE

1D
0.03%
1M
0.64%
YTD
0.13%
6M
0.07%
1Y
-0.09%
3Y*
2.38%
5Y*
-2.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EXHB.DE
iShares eb.rexx Government Germany 1.5-2.5yr UCITS ETF (DE)
0.01%1.65%2.56%2.58%-5.04%-0.96%-0.80%-0.87%-0.54%-0.36%
VGEB.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
0.13%0.69%1.55%6.99%-18.10%-3.26%4.75%7.05%1.21%-0.03%

Correlation

The correlation between EXHB.DE and VGEB.DE is 0.64, 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

0.64

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

0.70

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

0.75

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.62

The correlation between EXHB.DE and VGEB.DE shifts across timeframes, from 0.62 (all time) to 0.75 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EXHB.DE vs. VGEB.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: 1414
Overall Rank
EXHB.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EXHB.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EXHB.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EXHB.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EXHB.DE Martin Ratio Rank: 1414
Martin Ratio Rank

VGEB.DE
VGEB.DE Risk / Return Rank: 99
Overall Rank
VGEB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VGEB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
VGEB.DE Omega Ratio Rank: 88
Omega Ratio Rank
VGEB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
VGEB.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.

EXHB.DE vs. VGEB.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 Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.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.


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

+0.36

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.07

1.00

+0.07

Calmar ratioReturn relative to maximum drawdown

0.36

-0.03

+0.39

Martin ratioReturn relative to average drawdown

1.07

-0.06

+1.13

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

The current EXHB.DE Sharpe Ratio is 0.34, which is higher than the VGEB.DE Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of EXHB.DE and VGEB.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


EXHB.DEVGEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

-0.02

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

-0.34

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

-0.03

+0.19

Drawdowns

EXHB.DE vs. VGEB.DE - Drawdown Comparison

The maximum EXHB.DE drawdown since its inception was -10.06%, smaller than the maximum VGEB.DE drawdown of -22.15%. Use the drawdown chart below to compare losses from any high point for EXHB.DE and VGEB.DE.


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Drawdown Indicators


EXHB.DEVGEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.06%

-22.15%

+12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-1.17%

-3.43%

+2.26%

Max Drawdown (3Y)

Largest decline over 3 years

-1.17%

-4.05%

+2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-6.45%

-21.25%

+14.80%

Max Drawdown (10Y)

Largest decline over 10 years

-10.06%

Current Drawdown

Current decline from peak

-2.91%

-13.65%

+10.74%

Average Drawdown

Average peak-to-trough decline

-2.72%

-8.83%

+6.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

1.35%

-0.95%

Volatility

EXHB.DE vs. VGEB.DE - Volatility Comparison

The current volatility for iShares eb.rexx Government Germany 1.5-2.5yr UCITS ETF (DE) (EXHB.DE) is 0.49%, while Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VGEB.DE) has a volatility of 1.63%. This indicates that EXHB.DE experiences smaller price fluctuations and is considered to be less risky than VGEB.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.DEVGEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

1.63%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.12%

3.47%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

1.25%

4.16%

-2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.72%

6.32%

-4.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.44%

5.52%

-4.08%

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

EXHB.DE has a 0.16% expense ratio, which is higher than VGEB.DE's 0.07% 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. VGEB.DE - Dividend Comparison

EXHB.DE's dividend yield for the trailing twelve months is around 1.39%, less than VGEB.DE's 2.89% yield.


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%0.87%1.50%1.42%1.49%
VGEB.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
2.89%2.88%2.56%1.96%0.66%0.08%0.19%0.74%0.80%0.09%0.00%0.00%

Frequently Asked Questions


EXHB.DE and VGEB.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGEB.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEB.DE is cheaper with a 0.07% expense ratio, compared with 0.16% for EXHB.DE.

EXHB.DE tracks eb.rexx® Government Germany 1.5-2.5, while VGEB.DE tracks Bloomberg Euro Aggregate Treasury. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.16% for EXHB.DE and 0.07% for VGEB.DE.

Portfolio Optimizer

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