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IS3V.DE vs. DBZB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3V.DE vs. DBZB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc (IS3V.DE) and Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.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, IS3V.DE achieves a 0.22% return, which is significantly higher than DBZB.DE's -0.98% return.


IS3V.DE

1D
0.22%
1M
-0.66%
6M
-0.22%
YTD
0.22%
1Y
1.56%
3Y*
0.74%
5Y*
-3.15%
10Y*

DBZB.DE

1D
0.07%
1M
-0.91%
6M
-1.18%
YTD
-0.98%
1Y
-0.01%
3Y*
0.60%
5Y*
-2.84%
10Y*
-1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3V.DE vs. DBZB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IS3V.DE
iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc
0.22%2.48%-2.21%1.80%-19.24%4.95%5.21%
DBZB.DE
Xtrackers II Global Government Bond UCITS ETF EUR Hedged
-0.98%1.28%-0.41%3.56%-15.11%-3.19%0.31%

Correlation

The correlation between IS3V.DE and DBZB.DE is 0.59, 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

0.59

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

0.71

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

0.73

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2020

0.71

The correlation between IS3V.DE and DBZB.DE shifts across timeframes, from 0.59 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IS3V.DE vs. DBZB.DE — Risk / Return Rank

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

IS3V.DE
IS3V.DE Risk / Return Rank: 1515
Overall Rank
IS3V.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IS3V.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
IS3V.DE Omega Ratio Rank: 1414
Omega Ratio Rank
IS3V.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
IS3V.DE Martin Ratio Rank: 1717
Martin Ratio Rank

DBZB.DE
DBZB.DE Risk / Return Rank: 99
Overall Rank
DBZB.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DBZB.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
DBZB.DE Omega Ratio Rank: 99
Omega Ratio Rank
DBZB.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
DBZB.DE Martin Ratio Rank: 1010
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.

IS3V.DE vs. DBZB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc (IS3V.DE) and Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.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.


IS3V.DEDBZB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.06

1.00

+0.05

Calmar ratioReturn relative to maximum drawdown

0.52

-0.00

+0.52

Martin ratioReturn relative to average drawdown

1.12

-0.01

+1.13

IS3V.DE vs. DBZB.DE - Sharpe Ratio Comparison

The current IS3V.DE Sharpe Ratio is 0.31, which is higher than the DBZB.DE Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of IS3V.DE and DBZB.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

IS3V.DE vs. DBZB.DE - Drawdown Comparison

The maximum IS3V.DE drawdown since its inception was -24.46%, which is greater than DBZB.DE's maximum drawdown of -21.88%. Use the drawdown chart below to compare losses from any high point for IS3V.DE and DBZB.DE.


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Drawdown Indicators


IS3V.DEDBZB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.46%

-21.88%

-2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-3.00%

-3.52%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-5.40%

-5.14%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-19.51%

-4.95%

Max Drawdown (10Y)

Largest decline over 10 years

-21.88%

Current Drawdown

Current decline from peak

-18.75%

-16.66%

-2.09%

Average Drawdown

Average peak-to-trough decline

-13.49%

-5.78%

-7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.39%

1.46%

-0.07%

Volatility

IS3V.DE vs. DBZB.DE - Volatility Comparison

iShares Global Inflation Linked Government Bond UCITS ETF (EUR Hedged) Acc (IS3V.DE) and Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) have volatilities of 1.23% and 1.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3V.DEDBZB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.24%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

3.81%

3.20%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

5.01%

4.02%

+0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.80%

5.40%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.33%

4.74%

+2.59%

IS3V.DE vs. DBZB.DE - Expense Ratio Comparison

IS3V.DE has a 0.20% expense ratio, which is lower than DBZB.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IS3V.DE vs. DBZB.DE - Dividend Comparison

Neither IS3V.DE nor DBZB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS3V.DE and DBZB.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3V.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3V.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for DBZB.DE.

IS3V.DE is categorized as Inflation-Protected Bonds, while DBZB.DE is Global Bonds. IS3V.DE tracks Bloomberg World Government Inflation-Linked Bond (EUR Hedged), while DBZB.DE tracks FTSE World Government Bond - Developed Markets (EUR Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for IS3V.DE and 0.25% for DBZB.DE.

Portfolio Optimizer

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