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IS0Y.DE vs. XZBU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0Y.DE vs. XZBU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) and Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.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, IS0Y.DE achieves a 1.40% return, which is significantly lower than XZBU.DE's 2.09% return.


IS0Y.DE

1D
-0.01%
1M
-0.02%
6M
1.29%
YTD
1.40%
1Y
3.02%
3Y*
5.12%
5Y*
2.73%
10Y*
1.57%

XZBU.DE

1D
0.00%
1M
0.16%
6M
0.58%
YTD
2.09%
1Y
5.13%
3Y*
3.60%
5Y*
-0.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0Y.DE vs. XZBU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IS0Y.DE
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
1.40%4.15%6.61%5.08%-2.70%-0.25%1.69%
XZBU.DE
Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C
2.09%-3.98%6.63%5.34%-13.42%6.21%-1.24%

Correlation

The correlation between IS0Y.DE and XZBU.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.03

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2020

-0.03

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Return for Risk

IS0Y.DE vs. XZBU.DE — Risk / Return Rank

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

IS0Y.DE
IS0Y.DE Risk / Return Rank: 6363
Overall Rank
IS0Y.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IS0Y.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
IS0Y.DE Omega Ratio Rank: 5151
Omega Ratio Rank
IS0Y.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
IS0Y.DE Martin Ratio Rank: 8080
Martin Ratio Rank

XZBU.DE
XZBU.DE Risk / Return Rank: 3131
Overall Rank
XZBU.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XZBU.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XZBU.DE Omega Ratio Rank: 2828
Omega Ratio Rank
XZBU.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
XZBU.DE Martin Ratio Rank: 3131
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.

IS0Y.DE vs. XZBU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) and Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.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.


IS0Y.DEXZBU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.25

1.16

+0.09

Calmar ratioReturn relative to maximum drawdown

2.96

1.38

+1.58

Martin ratioReturn relative to average drawdown

11.26

3.43

+7.83

IS0Y.DE vs. XZBU.DE - Sharpe Ratio Comparison

The current IS0Y.DE Sharpe Ratio is 1.37, which is higher than the XZBU.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IS0Y.DE and XZBU.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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Drawdowns

IS0Y.DE vs. XZBU.DE - Drawdown Comparison

The maximum IS0Y.DE drawdown since its inception was -13.95%, smaller than the maximum XZBU.DE drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for IS0Y.DE and XZBU.DE.


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Drawdown Indicators


IS0Y.DEXZBU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.95%

-17.79%

+3.84%

Max Drawdown (1Y)

Largest decline over 1 year

-1.02%

-3.73%

+2.71%

Max Drawdown (3Y)

Largest decline over 3 years

-2.07%

-12.28%

+10.21%

Max Drawdown (5Y)

Largest decline over 5 years

-6.97%

-17.79%

+10.82%

Max Drawdown (10Y)

Largest decline over 10 years

-13.95%

Current Drawdown

Current decline from peak

-0.13%

-6.29%

+6.16%

Average Drawdown

Average peak-to-trough decline

-1.32%

-7.94%

+6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.27%

1.50%

-1.23%

Volatility

IS0Y.DE vs. XZBU.DE - Volatility Comparison

The current volatility for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IS0Y.DE) is 0.37%, while Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.DE) has a volatility of 1.63%. This indicates that IS0Y.DE experiences smaller price fluctuations and is considered to be less risky than XZBU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0Y.DEXZBU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

1.63%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

1.73%

4.26%

-2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

2.20%

6.21%

-4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.85%

9.12%

-6.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.69%

8.88%

-5.19%

IS0Y.DE vs. XZBU.DE - Expense Ratio Comparison

IS0Y.DE has a 0.25% expense ratio, which is higher than XZBU.DE's 0.16% 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

IS0Y.DE vs. XZBU.DE - Dividend Comparison

IS0Y.DE's dividend yield for the trailing twelve months is around 2.58%, while XZBU.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS0Y.DE
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
2.58%2.91%3.70%2.52%0.43%0.70%0.82%0.92%0.58%0.71%1.35%1.47%
XZBU.DE
Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C
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


IS0Y.DE and XZBU.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XZBU.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XZBU.DE is cheaper with a 0.16% expense ratio, compared with 0.25% for IS0Y.DE.

IS0Y.DE tracks Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index, while XZBU.DE tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for IS0Y.DE and 0.16% for XZBU.DE.

Portfolio Optimizer

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