IS0Z.DE vs. DODGX
IS0Z.DE (iShares Global AAA-AA Government Bond UCITS ETF (Dist)) and DODGX (Dodge & Cox Stock Fund Class I) are both funds - IS0Z.DE is a Global Bonds fund tracking the Bloomberg Global Government AAA-AA Capped Bond, while DODGX is a Large Cap Value Equities fund actively managed by Dodge & Cox. IS0Z.DE is passively managed, while DODGX is actively managed. Over the past 10 years, IS0Z.DE returned -0.58%/yr vs 12.41%/yr for DODGX. At a 0.07 correlation, their price movements are largely independent. IS0Z.DE charges 0.20%/yr vs 0.51%/yr for DODGX.
Performance
IS0Z.DE vs. DODGX - Performance Comparison
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Different Trading Currencies
IS0Z.DE is traded in EUR, while DODGX is traded in USD. To make them comparable, the DODGX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IS0Z.DE achieves a 1.29% return, which is significantly lower than DODGX's 3.94% return. Over the past 10 years, IS0Z.DE has underperformed DODGX with an annualized return of -0.58%, while DODGX has yielded a comparatively higher 12.41% annualized return.
IS0Z.DE
- 1D
- 0.06%
- 1M
- 0.78%
- YTD
- 1.29%
- 6M
- 1.06%
- 1Y
- 0.23%
- 3Y*
- 1.18%
- 5Y*
- -2.11%
- 10Y*
- -0.58%
DODGX
- 1D
- -0.02%
- 1M
- 0.63%
- YTD
- 3.94%
- 6M
- 5.02%
- 1Y
- 10.41%
- 3Y*
- 11.89%
- 5Y*
- 9.35%
- 10Y*
- 12.41%
IS0Z.DE vs. DODGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0Z.DE iShares Global AAA-AA Government Bond UCITS ETF (Dist) | 1.29% | -1.88% | 0.75% | 4.39% | -16.12% | -0.07% | 2.03% | 7.04% | 1.73% | -3.57% |
DODGX Dodge & Cox Stock Fund Class I | 3.94% | 0.17% | 21.91% | 13.97% | -1.50% | 41.57% | -1.73% | 27.11% | -2.79% | 3.79% |
Correlation
The correlation between IS0Z.DE and DODGX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2012 | 0.07 |
Over the past year, IS0Z.DE and DODGX have become more correlated (0.28) than their long-term average of 0.07, meaning their price movements have been converging.
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Return for Risk
IS0Z.DE vs. DODGX — Risk / Return Rank
IS0Z.DE
DODGX
IS0Z.DE vs. DODGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global AAA-AA Government Bond UCITS ETF (Dist) (IS0Z.DE) and Dodge & Cox Stock Fund Class I (DODGX). 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.
| IS0Z.DE | DODGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.16 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 1.67 | -1.58 |
| Martin ratioReturn relative to average drawdown | 0.19 | 5.25 | -5.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS0Z.DE | DODGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 0.88 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.59 | -0.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.63 | -0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.46 | -0.41 |
Drawdowns
IS0Z.DE vs. DODGX - Drawdown Comparison
The maximum IS0Z.DE drawdown since its inception was -21.02%, smaller than the maximum DODGX drawdown of -57.92%. Use the drawdown chart below to compare losses from any high point for IS0Z.DE and DODGX.
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Drawdown Indicators
| IS0Z.DE | DODGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.02% | -57.92% | +36.90% |
Max Drawdown (1Y)Largest decline over 1 year | -2.50% | -6.02% | +3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -5.11% | -20.35% | +15.24% |
Max Drawdown (5Y)Largest decline over 5 years | -19.65% | -20.35% | +0.70% |
Max Drawdown (10Y)Largest decline over 10 years | -21.02% | -39.94% | +18.92% |
Current DrawdownCurrent decline from peak | -15.06% | -2.53% | -12.53% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -10.38% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.21% | 1.91% | -0.70% |
Volatility
IS0Z.DE vs. DODGX - Volatility Comparison
The current volatility for iShares Global AAA-AA Government Bond UCITS ETF (Dist) (IS0Z.DE) is 1.69%, while Dodge & Cox Stock Fund Class I (DODGX) has a volatility of 2.25%. This indicates that IS0Z.DE experiences smaller price fluctuations and is considered to be less risky than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS0Z.DE | DODGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.69% | 2.25% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 3.07% | 8.16% | -5.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 11.52% | -7.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.19% | 15.80% | -9.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.66% | 19.69% | -14.03% |
IS0Z.DE vs. DODGX - Expense Ratio Comparison
IS0Z.DE has a 0.20% expense ratio, which is lower than DODGX's 0.51% expense ratio.
Dividends
IS0Z.DE vs. DODGX - Dividend Comparison
IS0Z.DE's dividend yield for the trailing twelve months is around 2.67%, less than DODGX's 9.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODGX Dodge & Cox Stock Fund Class I | 9.47% | 9.86% | 8.20% | 3.76% | 5.47% | 3.22% | 6.74% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% |
IS0Z.DE iShares Global AAA-AA Government Bond UCITS ETF (Dist) | 2.67% | 2.51% | 2.30% | 1.57% | 0.80% | 0.47% | 0.62% | 0.88% | 0.90% | 0.82% | 0.84% | 1.06% |
Frequently Asked Questions
IS0Z.DE and DODGX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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