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MDBA.DE vs. EXVM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDBA.DE vs. EXVM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) and iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.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, MDBA.DE achieves a 3.02% return, which is significantly higher than EXVM.DE's 0.80% return.


MDBA.DE

1D
0.00%
1M
1.77%
6M
3.02%
YTD
3.02%
1Y
6.01%
3Y*
2.60%
5Y*
1.71%
10Y*

EXVM.DE

1D
-0.01%
1M
0.21%
6M
0.92%
YTD
0.80%
1Y
1.68%
3Y*
2.62%
5Y*
1.43%
10Y*
0.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MDBA.DE vs. EXVM.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MDBA.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc
3.02%-5.27%8.74%0.88%-1.83%6.67%-4.51%7.59%-11.06%
EXVM.DE
iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE)
0.80%2.06%3.37%2.36%-1.00%-0.83%-0.79%-0.80%-0.08%

Correlation

The correlation between MDBA.DE and EXVM.DE is -0.09, 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

-0.09

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

-0.04

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

0.03

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2018

0.01

The correlation between MDBA.DE and EXVM.DE shifts across timeframes, from -0.09 (1 year) to 0.03 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MDBA.DE vs. EXVM.DE — Risk / Return Rank

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

MDBA.DE
MDBA.DE Risk / Return Rank: 3535
Overall Rank
MDBA.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MDBA.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
MDBA.DE Omega Ratio Rank: 3333
Omega Ratio Rank
MDBA.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
MDBA.DE Martin Ratio Rank: 3232
Martin Ratio Rank

EXVM.DE
EXVM.DE Risk / Return Rank: 9797
Overall Rank
EXVM.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EXVM.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
EXVM.DE Omega Ratio Rank: 9696
Omega Ratio Rank
EXVM.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
EXVM.DE Martin Ratio Rank: 9898
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.

MDBA.DE vs. EXVM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) and iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.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.


MDBA.DEEXVM.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.00

Sortino ratioReturn per unit of downside risk

-3.52

Omega ratioGain probability vs. loss probability

1.20

1.68

-0.48

Calmar ratioReturn relative to maximum drawdown

1.58

14.22

-12.64

Martin ratioReturn relative to average drawdown

4.03

54.84

-50.81

MDBA.DE vs. EXVM.DE - Sharpe Ratio Comparison

The current MDBA.DE Sharpe Ratio is 1.13, which is lower than the EXVM.DE Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of MDBA.DE and EXVM.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

MDBA.DE vs. EXVM.DE - Drawdown Comparison

The maximum MDBA.DE drawdown since its inception was -12.89%, which is greater than EXVM.DE's maximum drawdown of -6.33%. Use the drawdown chart below to compare losses from any high point for MDBA.DE and EXVM.DE.


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Drawdown Indicators


MDBA.DEEXVM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.89%

-6.33%

-6.56%

Max Drawdown (1Y)

Largest decline over 1 year

-3.79%

-0.12%

-3.67%

Max Drawdown (3Y)

Largest decline over 3 years

-10.05%

-0.13%

-9.92%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

-1.65%

-10.37%

Max Drawdown (10Y)

Largest decline over 10 years

-5.65%

Current Drawdown

Current decline from peak

-4.46%

-0.01%

-4.45%

Average Drawdown

Average peak-to-trough decline

-6.50%

-1.76%

-4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

0.03%

+1.46%

Volatility

MDBA.DE vs. EXVM.DE - Volatility Comparison

UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc (MDBA.DE) has a higher volatility of 1.43% compared to iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE) (EXVM.DE) at 0.12%. This indicates that MDBA.DE's price experiences larger fluctuations and is considered to be riskier than EXVM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MDBA.DEEXVM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

0.12%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

3.77%

0.41%

+3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

5.32%

0.54%

+4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.27%

0.51%

+6.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.67%

0.79%

+9.88%

MDBA.DE vs. EXVM.DE - Expense Ratio Comparison

MDBA.DE has a 0.15% expense ratio, which is higher than EXVM.DE's 0.13% 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

MDBA.DE vs. EXVM.DE - Dividend Comparison

MDBA.DE has not paid dividends to shareholders, while EXVM.DE's dividend yield for the trailing twelve months is around 1.06%.


PositionTTM20252024202320222021202020192018201720162015
EXVM.DE
iShares eb.rexx Government Germany 0-1yr UCITS ETF (DE)
1.06%1.14%0.77%0.80%0.61%0.78%0.96%1.10%1.05%1.15%1.51%1.63%
MDBA.DE
UBS ETF (LU) Sustainable Development Bank Bonds UCITS ETF (USD) Acc
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


MDBA.DE and EXVM.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXVM.DE is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXVM.DE is cheaper with a 0.13% expense ratio, compared with 0.15% for MDBA.DE.

MDBA.DE tracks Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped, while EXVM.DE tracks eb.rexx Government Germany 0-1 Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.15% for MDBA.DE and 0.13% for EXVM.DE.

Portfolio Optimizer

Find the right allocation for MDBA.DE and EXVM.DE

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