IS05.DE vs. XBO2.DE
IS05.DE (iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist)) and XBO2.DE (Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc)) are both Government Bonds funds - IS05.DE tracks the Markit iBoxx EUR Eurozone 20yr Target Duration Index while XBO2.DE tracks the FTSE Eurozone BOT Index. Both are passively managed. Over the past 10 years, IS05.DE returned -4.37%/yr vs 0.71%/yr for XBO2.DE. At a 0.12 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
IS05.DE vs. XBO2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS05.DE achieves a -1.07% return, which is significantly lower than XBO2.DE's 0.65% return. Over the past 10 years, IS05.DE has underperformed XBO2.DE with an annualized return of -4.37%, while XBO2.DE has yielded a comparatively higher 0.71% annualized return.
IS05.DE
- 1D
- 0.32%
- 1M
- -3.19%
- 6M
- -2.29%
- YTD
- -1.07%
- 1Y
- -4.44%
- 3Y*
- -3.91%
- 5Y*
- -10.86%
- 10Y*
- -4.37%
XBO2.DE
- 1D
- 0.00%
- 1M
- 0.15%
- 6M
- 0.86%
- YTD
- 0.65%
- 1Y
- 1.73%
- 3Y*
- 2.81%
- 5Y*
- 1.73%
- 10Y*
- 0.71%
IS05.DE vs. XBO2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | -1.07% | -10.87% | -5.27% | 8.12% | -36.40% | -8.01% | 10.93% | 19.50% | 0.75% | -1.71% |
XBO2.DE Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) | 0.65% | 2.42% | 3.53% | 3.03% | -0.64% | -0.60% | -0.22% | 0.03% | -0.47% | -0.44% |
Correlation
The correlation between IS05.DE and XBO2.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2015 | 0.12 |
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Return for Risk
IS05.DE vs. XBO2.DE — Risk / Return Rank
IS05.DE
XBO2.DE
IS05.DE vs. XBO2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.DE) and Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.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.
| IS05.DE | XBO2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.19 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 1.54 | -2.18 |
| Martin ratioReturn relative to average drawdown | -1.13 | 4.21 | -5.35 |
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Drawdowns
IS05.DE vs. XBO2.DE - Drawdown Comparison
The maximum IS05.DE drawdown since its inception was -49.20%, which is greater than XBO2.DE's maximum drawdown of -3.92%. Use the drawdown chart below to compare losses from any high point for IS05.DE and XBO2.DE.
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Drawdown Indicators
| IS05.DE | XBO2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.20% | -3.92% | -45.28% |
Max Drawdown (1Y)Largest decline over 1 year | -6.87% | -1.12% | -5.75% |
Max Drawdown (3Y)Largest decline over 3 years | -18.96% | -1.12% | -17.84% |
Max Drawdown (5Y)Largest decline over 5 years | -46.31% | -1.31% | -45.00% |
Max Drawdown (10Y)Largest decline over 10 years | -49.20% | -3.77% | -45.43% |
Current DrawdownCurrent decline from peak | -48.34% | -0.58% | -47.76% |
Average DrawdownAverage peak-to-trough decline | -21.84% | -0.71% | -21.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 0.41% | +3.50% |
Volatility
IS05.DE vs. XBO2.DE - Volatility Comparison
iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) (IS05.DE) has a higher volatility of 3.05% compared to Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) (XBO2.DE) at 1.48%. This indicates that IS05.DE's price experiences larger fluctuations and is considered to be riskier than XBO2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS05.DE | XBO2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 1.48% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 2.61% | +4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.25% | 3.29% | +6.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 1.53% | +14.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.45% | 1.64% | +13.81% |
IS05.DE vs. XBO2.DE - Expense Ratio Comparison
Both IS05.DE and XBO2.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IS05.DE vs. XBO2.DE - Dividend Comparison
IS05.DE's dividend yield for the trailing twelve months is around 3.63%, while XBO2.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS05.DE iShares € Govt Bond 20yr Target Duration UCITS ETF EUR (Dist) | 3.63% | 3.45% | 2.94% | 2.10% | 0.91% | 0.22% | 0.29% | 0.75% | 1.14% | 1.04% | 1.00% | 1.03% |
XBO2.DE Xtrackers II Italy Government Bond 0-1 Swap UCITS ETF (Acc) | 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
IS05.DE and XBO2.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IS05.DE and XBO2.DE have the same expense ratio: 0.15% per year.
IS05.DE tracks Markit iBoxx EUR Eurozone 20yr Target Duration Index, while XBO2.DE tracks FTSE Eurozone BOT Index. They also come from different issuers: iShares and Xtrackers.
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