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IS0L.DE vs. X03B.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0L.DE vs. X03B.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Germany Government Bond UCITS ETF (Dist) (IS0L.DE) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.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, IS0L.DE achieves a -0.09% return, which is significantly lower than X03B.DE's 0.05% return. Over the past 10 years, IS0L.DE has underperformed X03B.DE with an annualized return of -1.31%, while X03B.DE has yielded a comparatively higher 0.23% annualized return.


IS0L.DE

1D
0.09%
1M
0.49%
YTD
-0.09%
6M
-0.46%
1Y
-1.42%
3Y*
0.83%
5Y*
-3.06%
10Y*
-1.31%

X03B.DE

1D
0.04%
1M
0.27%
YTD
0.05%
6M
0.17%
1Y
0.81%
3Y*
2.63%
5Y*
0.68%
10Y*
0.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0L.DE vs. X03B.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0L.DE
iShares Germany Government Bond UCITS ETF (Dist)
-0.09%-1.50%0.13%5.16%-17.86%-2.55%2.69%2.82%2.31%-1.63%
X03B.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
0.05%2.25%3.05%3.35%-4.64%-0.79%-0.13%0.14%-0.34%-0.48%

Correlation

The correlation between IS0L.DE and X03B.DE is 0.77, 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

0.77

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

0.82

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

0.82

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2012

0.54

Over the past year, IS0L.DE and X03B.DE have become more correlated (0.77) than their long-term average of 0.54, meaning their price movements have been converging.

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Return for Risk

IS0L.DE vs. X03B.DE — Risk / Return Rank

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

IS0L.DE
IS0L.DE Risk / Return Rank: 55
Overall Rank
IS0L.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IS0L.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
IS0L.DE Omega Ratio Rank: 55
Omega Ratio Rank
IS0L.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
IS0L.DE Martin Ratio Rank: 44
Martin Ratio Rank

X03B.DE
X03B.DE Risk / Return Rank: 1919
Overall Rank
X03B.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
X03B.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
X03B.DE Omega Ratio Rank: 2020
Omega Ratio Rank
X03B.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
X03B.DE Martin Ratio Rank: 1919
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.

IS0L.DE vs. X03B.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Germany Government Bond UCITS ETF (Dist) (IS0L.DE) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.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.


IS0L.DEX03B.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

0.94

1.13

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.48

0.63

-1.11

Martin ratioReturn relative to average drawdown

-1.02

2.04

-3.06

IS0L.DE vs. X03B.DE - Sharpe Ratio Comparison

The current IS0L.DE Sharpe Ratio is -0.40, which is lower than the X03B.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of IS0L.DE and X03B.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


IS0L.DEX03B.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.40

0.62

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

0.41

-0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.25

0.17

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.57

-0.60

Drawdowns

IS0L.DE vs. X03B.DE - Drawdown Comparison

The maximum IS0L.DE drawdown since its inception was -23.96%, which is greater than X03B.DE's maximum drawdown of -6.78%. Use the drawdown chart below to compare losses from any high point for IS0L.DE and X03B.DE.


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Drawdown Indicators


IS0L.DEX03B.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.96%

-6.78%

-17.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-1.28%

-1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-4.96%

-1.28%

-3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-21.24%

-5.67%

-15.57%

Max Drawdown (10Y)

Largest decline over 10 years

-23.96%

-6.78%

-17.18%

Current Drawdown

Current decline from peak

-19.49%

-0.51%

-18.98%

Average Drawdown

Average peak-to-trough decline

-7.79%

-1.19%

-6.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

0.40%

+0.99%

Volatility

IS0L.DE vs. X03B.DE - Volatility Comparison

iShares Germany Government Bond UCITS ETF (Dist) (IS0L.DE) has a higher volatility of 1.37% compared to Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.DE) at 0.50%. This indicates that IS0L.DE's price experiences larger fluctuations and is considered to be riskier than X03B.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0L.DEX03B.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

0.50%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

1.20%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

3.54%

1.30%

+2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.10%

1.63%

+4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.27%

1.32%

+3.95%

IS0L.DE vs. X03B.DE - Expense Ratio Comparison

IS0L.DE has a 0.20% expense ratio, which is higher than X03B.DE's 0.15% 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

IS0L.DE vs. X03B.DE - Dividend Comparison

IS0L.DE's dividend yield for the trailing twelve months is around 2.19%, more than X03B.DE's 1.53% yield.


PositionTTM20252024202320222021202020192018201720162015
IS0L.DE
iShares Germany Government Bond UCITS ETF (Dist)
2.19%2.19%2.13%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.35%
X03B.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
1.53%1.39%0.98%0.28%0.12%0.13%0.00%0.00%0.00%0.00%0.65%0.66%

Frequently Asked Questions


IS0L.DE and X03B.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, X03B.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

X03B.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for IS0L.DE.

IS0L.DE tracks Bloomberg Euro Treasury Germany, while X03B.DE tracks iBoxx® EUR Eurozone 1-3. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for IS0L.DE and 0.15% for X03B.DE.

Portfolio Optimizer

Find the right allocation for IS0L.DE and X03B.DE

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