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IU0E.DE vs. XYLE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IU0E.DE vs. XYLE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.DE) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc) (XYLE.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, IU0E.DE achieves a 0.56% return, which is significantly higher than XYLE.DE's -0.10% return.


IU0E.DE

1D
0.00%
1M
0.18%
6M
0.56%
YTD
0.56%
1Y
1.88%
3Y*
3.34%
5Y*
1.03%
10Y*

XYLE.DE

1D
0.05%
1M
0.31%
6M
0.15%
YTD
-0.10%
1Y
1.76%
3Y*
3.33%
5Y*
-0.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IU0E.DE vs. XYLE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IU0E.DE
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc)
0.56%3.05%3.56%3.27%-4.30%-0.97%1.77%1.60%
XYLE.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc)
-0.10%4.18%2.66%3.49%-10.24%-0.50%8.38%13.04%

Correlation

The correlation between IU0E.DE and XYLE.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.36

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

0.42

Correlation (All Time)
Calculated using the full available price history since Jan 9, 2019

0.33

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Return for Risk

IU0E.DE vs. XYLE.DE — Risk / Return Rank

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

IU0E.DE
IU0E.DE Risk / Return Rank: 4242
Overall Rank
IU0E.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IU0E.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
IU0E.DE Omega Ratio Rank: 3535
Omega Ratio Rank
IU0E.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IU0E.DE Martin Ratio Rank: 5454
Martin Ratio Rank

XYLE.DE
XYLE.DE Risk / Return Rank: 2626
Overall Rank
XYLE.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XYLE.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XYLE.DE Omega Ratio Rank: 2424
Omega Ratio Rank
XYLE.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
XYLE.DE Martin Ratio Rank: 2828
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.

IU0E.DE vs. XYLE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.DE) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc) (XYLE.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.


IU0E.DEXYLE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.21

1.15

+0.05

Calmar ratioReturn relative to maximum drawdown

2.54

1.24

+1.30

Martin ratioReturn relative to average drawdown

7.73

3.32

+4.41

IU0E.DE vs. XYLE.DE - Sharpe Ratio Comparison

The current IU0E.DE Sharpe Ratio is 0.94, which is comparable to the XYLE.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IU0E.DE and XYLE.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

IU0E.DE vs. XYLE.DE - Drawdown Comparison

The maximum IU0E.DE drawdown since its inception was -8.40%, smaller than the maximum XYLE.DE drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for IU0E.DE and XYLE.DE.


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Drawdown Indicators


IU0E.DEXYLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.40%

-19.07%

+10.67%

Max Drawdown (1Y)

Largest decline over 1 year

-0.74%

-1.41%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-0.75%

-1.45%

+0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-6.01%

-13.98%

+7.97%

Current Drawdown

Current decline from peak

-0.00%

-2.86%

+2.86%

Average Drawdown

Average peak-to-trough decline

-1.61%

-5.29%

+3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.24%

0.53%

-0.29%

Volatility

IU0E.DE vs. XYLE.DE - Volatility Comparison

The current volatility for iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF EUR Hedged (Acc) (IU0E.DE) is 0.50%, while Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF EUR Hedged (Acc) (XYLE.DE) has a volatility of 0.54%. This indicates that IU0E.DE experiences smaller price fluctuations and is considered to be less risky than XYLE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IU0E.DEXYLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

0.54%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

1.69%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

1.99%

2.10%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.23%

3.28%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.10%

5.86%

-2.76%

IU0E.DE vs. XYLE.DE - Expense Ratio Comparison

IU0E.DE has a 0.17% expense ratio, which is lower than XYLE.DE's 0.21% 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

IU0E.DE vs. XYLE.DE - Dividend Comparison

Neither IU0E.DE nor XYLE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IU0E.DE and XYLE.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IU0E.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IU0E.DE is cheaper with a 0.17% expense ratio, compared with 0.21% for XYLE.DE.

IU0E.DE tracks Bloomberg MSCI US Corporate 0-3 Sustainable SRI Index (EUR Hedged), while XYLE.DE tracks Bloomberg MSCI USD Corporate SRI 0-5 Years PAB Index (EUR Hedged). They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.17% for IU0E.DE and 0.21% for XYLE.DE.

Portfolio Optimizer

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