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IBB1.DE vs. DBXD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBB1.DE vs. DBXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist (IBB1.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.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, IBB1.DE achieves a -1.42% return, which is significantly lower than DBXD.DE's 1.35% return.


IBB1.DE

1D
0.12%
1M
-0.59%
YTD
-1.42%
6M
-1.33%
1Y
1.68%
3Y*
0.63%
5Y*
-2.93%
10Y*

DBXD.DE

1D
0.50%
1M
-0.04%
YTD
1.35%
6M
3.40%
1Y
2.06%
3Y*
15.51%
5Y*
9.16%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBB1.DE vs. DBXD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IBB1.DE
iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist
-1.42%6.10%-2.30%1.22%-16.97%-3.92%8.37%5.46%
DBXD.DE
Xtrackers DAX UCITS ETF 1C
1.35%22.65%18.18%19.60%-12.74%15.26%3.11%14.52%

Correlation

The correlation between IBB1.DE and DBXD.DE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.14

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

0.04

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2019

-0.08

The correlation between IBB1.DE and DBXD.DE shifts across timeframes, from -0.08 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IBB1.DE vs. DBXD.DE — Risk / Return Rank

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

IBB1.DE
IBB1.DE Risk / Return Rank: 1313
Overall Rank
IBB1.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IBB1.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
IBB1.DE Omega Ratio Rank: 1313
Omega Ratio Rank
IBB1.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IBB1.DE Martin Ratio Rank: 1414
Martin Ratio Rank

DBXD.DE
DBXD.DE Risk / Return Rank: 1111
Overall Rank
DBXD.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DBXD.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
DBXD.DE Omega Ratio Rank: 1111
Omega Ratio Rank
DBXD.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
DBXD.DE Martin Ratio Rank: 1212
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.

IBB1.DE vs. DBXD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist (IBB1.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.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.


IBB1.DEDBXD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.06

1.04

+0.02

Calmar ratioReturn relative to maximum drawdown

0.35

0.19

+0.16

Martin ratioReturn relative to average drawdown

1.05

0.58

+0.47

IBB1.DE vs. DBXD.DE - Sharpe Ratio Comparison

The current IBB1.DE Sharpe Ratio is 0.33, which is higher than the DBXD.DE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of IBB1.DE and DBXD.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


IBB1.DEDBXD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.14

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.53

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.31

-0.43

Drawdowns

IBB1.DE vs. DBXD.DE - Drawdown Comparison

The maximum IBB1.DE drawdown since its inception was -27.50%, smaller than the maximum DBXD.DE drawdown of -54.98%. Use the drawdown chart below to compare losses from any high point for IBB1.DE and DBXD.DE.


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Drawdown Indicators


IBB1.DEDBXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.50%

-54.98%

+27.48%

Max Drawdown (1Y)

Largest decline over 1 year

-4.42%

-12.28%

+7.86%

Max Drawdown (3Y)

Largest decline over 3 years

-7.84%

-15.92%

+8.08%

Max Drawdown (5Y)

Largest decline over 5 years

-24.54%

-26.70%

+2.16%

Max Drawdown (10Y)

Largest decline over 10 years

-38.83%

Current Drawdown

Current decline from peak

-19.67%

-2.23%

-17.44%

Average Drawdown

Average peak-to-trough decline

-13.52%

-11.34%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

3.97%

-2.50%

Volatility

IBB1.DE vs. DBXD.DE - Volatility Comparison

The current volatility for iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist (IBB1.DE) is 1.82%, while Xtrackers DAX UCITS ETF 1C (DBXD.DE) has a volatility of 5.10%. This indicates that IBB1.DE experiences smaller price fluctuations and is considered to be less risky than DBXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBB1.DEDBXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

5.10%

-3.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

12.95%

-9.55%

Volatility (1Y)

Calculated over the trailing 1-year period

4.65%

16.13%

-11.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.45%

17.16%

-9.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.05%

18.35%

-11.30%

IBB1.DE vs. DBXD.DE - Expense Ratio Comparison

IBB1.DE has a 0.10% expense ratio, which is higher than DBXD.DE's 0.09% 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

IBB1.DE vs. DBXD.DE - Dividend Comparison

IBB1.DE's dividend yield for the trailing twelve months is around 4.35%, while DBXD.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
DBXD.DE
Xtrackers DAX UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBB1.DE
iShares $ Treasury Bond 7-10yr UCITS ETF EUR Hedged Dist
4.35%4.12%3.98%3.06%2.05%1.15%1.56%1.68%

Frequently Asked Questions


IBB1.DE and DBXD.DE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBXD.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBXD.DE is cheaper with a 0.09% expense ratio, compared with 0.10% for IBB1.DE.

IBB1.DE is categorized as Intermediate Core Bond, while DBXD.DE is Europe Equities. IBB1.DE tracks ICE U.S. Treasury 7-10 Year Bond Index, while DBXD.DE tracks DAX®. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.10% for IBB1.DE and 0.09% for DBXD.DE.

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