SXRF.DE vs. XGBE.DE
SXRF.DE (iShares $ Intermediate Credit Bond UCITS ETF USD (Dist)) and XGBE.DE (Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)) are both Corporate Bonds funds - SXRF.DE tracks the Bloomberg US Intermediate Credit Index while XGBE.DE tracks the Bloomberg MSCI EUR Corporate and Agency Green Bond Index. Both are passively managed. Over the past 5 years, SXRF.DE returned 2.42%/yr vs -0.79%/yr for XGBE.DE. At a 0.16 correlation, their price movements are largely independent. SXRF.DE charges 0.15%/yr vs 0.25%/yr for XGBE.DE.
Performance
SXRF.DE vs. XGBE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRF.DE achieves a 3.61% return, which is significantly higher than XGBE.DE's 1.11% return.
SXRF.DE
- 1D
- 0.00%
- 1M
- 1.91%
- 6M
- 3.13%
- YTD
- 3.61%
- 1Y
- 7.18%
- 3Y*
- 3.97%
- 5Y*
- 2.42%
- 10Y*
- —
XGBE.DE
- 1D
- -0.04%
- 1M
- 0.68%
- 6M
- 1.41%
- YTD
- 1.11%
- 1Y
- 1.81%
- 3Y*
- 4.36%
- 5Y*
- -0.79%
- 10Y*
- —
SXRF.DE vs. XGBE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 3.61% | -4.30% | 10.07% | 2.89% | -3.43% | 4.87% |
XGBE.DE Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) | 1.11% | 2.73% | 3.40% | 7.52% | -16.38% | -0.21% |
Correlation
The correlation between SXRF.DE and XGBE.DE is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2021 | 0.16 |
The correlation between SXRF.DE and XGBE.DE shifts across timeframes, from -0.02 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXRF.DE vs. XGBE.DE — Risk / Return Rank
SXRF.DE
XGBE.DE
SXRF.DE vs. XGBE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.DE) and Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.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.
| SXRF.DE | XGBE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.10 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 0.69 | +1.57 |
| Martin ratioReturn relative to average drawdown | 5.97 | 2.16 | +3.81 |
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Drawdowns
SXRF.DE vs. XGBE.DE - Drawdown Comparison
The maximum SXRF.DE drawdown since its inception was -20.60%, roughly equal to the maximum XGBE.DE drawdown of -20.20%. Use the drawdown chart below to compare losses from any high point for SXRF.DE and XGBE.DE.
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Drawdown Indicators
| SXRF.DE | XGBE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.60% | -20.20% | -0.40% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -2.62% | -0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -9.48% | -2.62% | -6.86% |
Max Drawdown (5Y)Largest decline over 5 years | -10.49% | -20.20% | +9.71% |
Current DrawdownCurrent decline from peak | -2.98% | -5.48% | +2.50% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -10.31% | +3.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.20% | 0.84% | +0.36% |
Volatility
SXRF.DE vs. XGBE.DE - Volatility Comparison
iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) (SXRF.DE) has a higher volatility of 1.55% compared to Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) at 0.62%. This indicates that SXRF.DE's price experiences larger fluctuations and is considered to be riskier than XGBE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRF.DE | XGBE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 0.62% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 3.72% | 2.74% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.60% | 3.22% | +2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.10% | 5.04% | +2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.05% | 5.03% | +4.02% |
SXRF.DE vs. XGBE.DE - Expense Ratio Comparison
SXRF.DE has a 0.15% expense ratio, which is lower than XGBE.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
SXRF.DE vs. XGBE.DE - Dividend Comparison
SXRF.DE's dividend yield for the trailing twelve months is around 5.44%, while XGBE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SXRF.DE iShares $ Intermediate Credit Bond UCITS ETF USD (Dist) | 5.44% | 4.55% | 3.62% | 2.79% | 1.94% | 1.82% | 3.03% | 2.91% | 2.57% | 0.47% |
XGBE.DE Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SXRF.DE and XGBE.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRF.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XGBE.DE.
SXRF.DE tracks Bloomberg US Intermediate Credit Index, while XGBE.DE tracks Bloomberg MSCI EUR Corporate and Agency Green Bond Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for SXRF.DE and 0.25% for XGBE.DE.
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