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OG35.DE vs. DBXP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OG35.DE vs. DBXP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam Euro Government Bonds 3-5Y Carbon Reduction UCITS ETF (OG35.DE) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.DE). The values are adjusted to include any dividend payments, if applicable.

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OG35.DE vs. DBXP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OG35.DE
Ossiam Euro Government Bonds 3-5Y Carbon Reduction UCITS ETF
-0.65%2.46%2.13%5.16%-10.01%-1.17%1.17%
DBXP.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
-0.35%2.21%2.99%3.41%-4.59%-0.85%0.20%

Returns By Period

In the year-to-date period, OG35.DE achieves a -0.65% return, which is significantly lower than DBXP.DE's -0.35% return.


OG35.DE

1D
0.11%
1M
-1.61%
YTD
-0.65%
6M
-0.32%
1Y
1.19%
3Y*
2.56%
5Y*
-0.49%
10Y*

DBXP.DE

1D
0.11%
1M
-0.77%
YTD
-0.35%
6M
0.06%
1Y
1.14%
3Y*
2.50%
5Y*
0.56%
10Y*
0.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OG35.DE vs. DBXP.DE - Expense Ratio Comparison

OG35.DE has a 0.17% expense ratio, which is higher than DBXP.DE's 0.15% 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%.


Return for Risk

OG35.DE vs. DBXP.DE — Risk / Return Rank

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

OG35.DE
OG35.DE Risk / Return Rank: 2424
Overall Rank
OG35.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
OG35.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
OG35.DE Omega Ratio Rank: 2323
Omega Ratio Rank
OG35.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
OG35.DE Martin Ratio Rank: 2525
Martin Ratio Rank

DBXP.DE
DBXP.DE Risk / Return Rank: 4848
Overall Rank
DBXP.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DBXP.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
DBXP.DE Omega Ratio Rank: 5252
Omega Ratio Rank
DBXP.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
DBXP.DE Martin Ratio Rank: 4141
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.

OG35.DE vs. DBXP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam Euro Government Bonds 3-5Y Carbon Reduction UCITS ETF (OG35.DE) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.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.


OG35.DEDBXP.DEDifference

Sharpe ratio

Return per unit of total volatility

0.55

1.10

-0.54

Sortino ratio

Return per unit of downside risk

0.75

1.49

-0.75

Omega ratio

Gain probability vs. loss probability

1.10

1.21

-0.11

Calmar ratio

Return relative to maximum drawdown

0.50

0.93

-0.43

Martin ratio

Return relative to average drawdown

2.14

4.25

-2.11

OG35.DE vs. DBXP.DE - Sharpe Ratio Comparison

The current OG35.DE Sharpe Ratio is 0.55, which is lower than the DBXP.DE Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of OG35.DE and DBXP.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OG35.DEDBXP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

1.10

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.35

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

0.56

-0.63

Correlation

The correlation between OG35.DE and DBXP.DE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OG35.DE vs. DBXP.DE - Dividend Comparison

Neither OG35.DE nor DBXP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OG35.DE vs. DBXP.DE - Drawdown Comparison

The maximum OG35.DE drawdown since its inception was -12.21%, which is greater than DBXP.DE's maximum drawdown of -6.77%. Use the drawdown chart below to compare losses from any high point for OG35.DE and DBXP.DE.


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Drawdown Indicators


OG35.DEDBXP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.21%

-6.77%

-5.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.41%

-1.24%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-11.90%

-5.69%

-6.21%

Max Drawdown (10Y)

Largest decline over 10 years

-6.77%

Current Drawdown

Current decline from peak

-3.17%

-0.94%

-2.23%

Average Drawdown

Average peak-to-trough decline

-5.05%

-1.00%

-4.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.27%

+0.30%

Volatility

OG35.DE vs. DBXP.DE - Volatility Comparison

Ossiam Euro Government Bonds 3-5Y Carbon Reduction UCITS ETF (OG35.DE) has a higher volatility of 1.27% compared to Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.DE) at 0.58%. This indicates that OG35.DE's price experiences larger fluctuations and is considered to be riskier than DBXP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OG35.DEDBXP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

0.58%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

1.62%

0.74%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

2.15%

1.03%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.88%

1.61%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.73%

1.78%

+1.95%