PortfoliosLab logoPortfoliosLab logo
FVUI.DE vs. XDCC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVUI.DE vs. XDCC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin USD Investment Grade Corporate Bond UCITS ETF (FVUI.DE) and Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

FVUI.DE is traded in EUR, while XDCC.DE is traded in USD. To make them comparable, the XDCC.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FVUI.DE achieves a 1.32% return, which is significantly lower than XDCC.DE's 1.52% return.


FVUI.DE

1D
0.08%
1M
1.16%
YTD
1.32%
6M
0.52%
1Y
3.14%
3Y*
1.75%
5Y*
0.97%
10Y*

XDCC.DE

1D
0.01%
1M
1.21%
YTD
1.52%
6M
0.88%
1Y
4.28%
3Y*
2.38%
5Y*
1.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVUI.DE vs. XDCC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FVUI.DE
Franklin USD Investment Grade Corporate Bond UCITS ETF
1.32%-4.78%7.37%2.60%-8.69%4.81%-0.54%
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
1.52%-4.13%7.24%5.94%-12.83%31.26%-5.01%

Correlation

The correlation between FVUI.DE and XDCC.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

0.61

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2020

0.55

The correlation between FVUI.DE and XDCC.DE shifts across timeframes, from 0.55 (all time) to 0.82 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

FVUI.DE vs. XDCC.DE — Risk / Return Rank

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

FVUI.DE
FVUI.DE Risk / Return Rank: 1717
Overall Rank
FVUI.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FVUI.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
FVUI.DE Omega Ratio Rank: 1515
Omega Ratio Rank
FVUI.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
FVUI.DE Martin Ratio Rank: 1818
Martin Ratio Rank

XDCC.DE
XDCC.DE Risk / Return Rank: 3030
Overall Rank
XDCC.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XDCC.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XDCC.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XDCC.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
XDCC.DE Martin Ratio Rank: 3333
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.

FVUI.DE vs. XDCC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin USD Investment Grade Corporate Bond UCITS ETF (FVUI.DE) and Xtrackers USD Corporate Bond UCITS ETF (XDCC.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.


FVUI.DEXDCC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.08

1.10

-0.02

Calmar ratioReturn relative to maximum drawdown

0.78

0.89

-0.11

Martin ratioReturn relative to average drawdown

1.84

2.56

-0.72

FVUI.DE vs. XDCC.DE - Sharpe Ratio Comparison

The current FVUI.DE Sharpe Ratio is 0.45, which is comparable to the XDCC.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FVUI.DE and XDCC.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.


Loading charts...

Sharpe Ratios by Period


FVUI.DEXDCC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.56

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.11

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.24

+0.03

Drawdowns

FVUI.DE vs. XDCC.DE - Drawdown Comparison

The maximum FVUI.DE drawdown since its inception was -16.78%, roughly equal to the maximum XDCC.DE drawdown of -16.41%. Use the drawdown chart below to compare losses from any high point for FVUI.DE and XDCC.DE.


Loading charts...

Drawdown Indicators


FVUI.DEXDCC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.78%

-16.41%

-0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-4.37%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-11.53%

-12.63%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-13.77%

-16.41%

+2.64%

Current Drawdown

Current decline from peak

-6.12%

-5.45%

-0.67%

Average Drawdown

Average peak-to-trough decline

-6.88%

-6.94%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

1.52%

-0.01%

Volatility

FVUI.DE vs. XDCC.DE - Volatility Comparison

The current volatility for Franklin USD Investment Grade Corporate Bond UCITS ETF (FVUI.DE) is 1.38%, while Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) has a volatility of 1.72%. This indicates that FVUI.DE experiences smaller price fluctuations and is considered to be less risky than XDCC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FVUI.DEXDCC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

1.72%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

4.44%

5.22%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

6.12%

6.87%

-0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.35%

9.52%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.95%

13.35%

-0.40%

FVUI.DE vs. XDCC.DE - Expense Ratio Comparison

FVUI.DE has a 0.35% expense ratio, which is higher than XDCC.DE's 0.12% expense ratio.


Dividends

FVUI.DE vs. XDCC.DE - Dividend Comparison

FVUI.DE's dividend yield for the trailing twelve months is around 3.48%, while XDCC.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
FVUI.DE
Franklin USD Investment Grade Corporate Bond UCITS ETF
3.48%3.53%3.94%3.22%2.63%1.81%2.06%2.99%1.40%
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FVUI.DE and XDCC.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, XDCC.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDCC.DE is cheaper with a 0.12% expense ratio, compared with 0.35% for FVUI.DE.

FVUI.DE tracks Franklin USD Investment Grade Corporate Bond, while XDCC.DE tracks Bloomberg USD Liquid Investment Grade Corporate. They also come from different issuers: Franklin Templeton and Xtrackers. Their fees differ too: 0.35% for FVUI.DE and 0.12% for XDCC.DE.

Portfolio Optimizer

Find the right allocation for FVUI.DE and XDCC.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer