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SXR1.DE vs. DBZB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXR1.DE vs. DBZB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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, SXR1.DE achieves a 9.38% return, which is significantly higher than DBZB.DE's -0.45% return. Over the past 10 years, SXR1.DE has outperformed DBZB.DE with an annualized return of 7.82%, while DBZB.DE has yielded a comparatively lower -1.03% annualized return.


SXR1.DE

1D
2.06%
1M
-0.41%
YTD
9.38%
6M
11.69%
1Y
15.20%
3Y*
9.97%
5Y*
5.88%
10Y*
7.82%

DBZB.DE

1D
0.41%
1M
0.79%
YTD
-0.45%
6M
-0.32%
1Y
-0.25%
3Y*
0.88%
5Y*
-2.59%
10Y*
-1.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXR1.DE vs. DBZB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXR1.DE
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)
9.38%7.00%11.91%2.20%-0.86%13.17%-2.98%21.74%-6.20%10.76%
DBZB.DE
Xtrackers II Global Government Bond UCITS ETF EUR Hedged
-0.45%1.28%-0.41%3.56%-15.11%-3.19%4.16%4.55%-0.36%-0.12%

Correlation

The correlation between SXR1.DE and DBZB.DE 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

0.19

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

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2010

-0.07

The correlation between SXR1.DE and DBZB.DE shifts across timeframes, from -0.07 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SXR1.DE vs. DBZB.DE — Risk / Return Rank

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

SXR1.DE
SXR1.DE Risk / Return Rank: 4545
Overall Rank
SXR1.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SXR1.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
SXR1.DE Omega Ratio Rank: 3939
Omega Ratio Rank
SXR1.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
SXR1.DE Martin Ratio Rank: 4848
Martin Ratio Rank

DBZB.DE
DBZB.DE Risk / Return Rank: 88
Overall Rank
DBZB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DBZB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
DBZB.DE Omega Ratio Rank: 88
Omega Ratio Rank
DBZB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
DBZB.DE Martin Ratio Rank: 99
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.

SXR1.DE vs. DBZB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.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.


SXR1.DEDBZB.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+2.00

Omega ratioGain probability vs. loss probability

1.23

0.99

+0.24

Calmar ratioReturn relative to maximum drawdown

2.44

-0.07

+2.51

Martin ratioReturn relative to average drawdown

7.10

-0.19

+7.29

SXR1.DE vs. DBZB.DE - Sharpe Ratio Comparison

The current SXR1.DE Sharpe Ratio is 1.26, which is higher than the DBZB.DE Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of SXR1.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

SXR1.DE vs. DBZB.DE - Drawdown Comparison

The maximum SXR1.DE drawdown since its inception was -38.62%, 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 SXR1.DE and DBZB.DE.


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Drawdown Indicators


SXR1.DEDBZB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.62%

-21.88%

-16.74%

Max Drawdown (1Y)

Largest decline over 1 year

-6.21%

-3.52%

-2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-20.28%

-5.14%

-15.14%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

-19.51%

-0.77%

Max Drawdown (10Y)

Largest decline over 10 years

-36.91%

-21.88%

-15.03%

Current Drawdown

Current decline from peak

-1.74%

-16.21%

+14.47%

Average Drawdown

Average peak-to-trough decline

-9.86%

-5.72%

-4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.32%

+0.81%

Volatility

SXR1.DE vs. DBZB.DE - Volatility Comparison

iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) (SXR1.DE) has a higher volatility of 4.02% compared to Xtrackers II Global Government Bond UCITS ETF EUR Hedged (DBZB.DE) at 1.50%. This indicates that SXR1.DE's price experiences larger fluctuations and is considered to be riskier than DBZB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXR1.DEDBZB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

1.50%

+2.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

3.11%

+6.35%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

3.93%

+8.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

5.38%

+9.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

4.74%

+11.84%

SXR1.DE vs. DBZB.DE - Expense Ratio Comparison

SXR1.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

SXR1.DE vs. DBZB.DE - Dividend Comparison

Neither SXR1.DE nor DBZB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SXR1.DE and DBZB.DE 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.

On fees, SXR1.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR1.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for DBZB.DE.

SXR1.DE is categorized as Asia Pacific Equities, while DBZB.DE is Global Bonds. SXR1.DE tracks MSCI Pacific ex Japan, 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 SXR1.DE and 0.25% for DBZB.DE.

Portfolio Optimizer

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