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SXRQ.DE vs. XGLE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRQ.DE vs. XGLE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) and Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.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, SXRQ.DE achieves a 0.06% return, which is significantly lower than XGLE.DE's 0.07% return. Over the past 10 years, SXRQ.DE has outperformed XGLE.DE with an annualized return of -0.18%, while XGLE.DE has yielded a comparatively lower -0.35% annualized return.


SXRQ.DE

1D
0.03%
1M
0.68%
YTD
0.06%
6M
-0.05%
1Y
0.15%
3Y*
2.62%
5Y*
-2.34%
10Y*
-0.18%

XGLE.DE

1D
0.04%
1M
0.56%
YTD
0.07%
6M
0.02%
1Y
-0.07%
3Y*
2.36%
5Y*
-2.30%
10Y*
-0.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRQ.DE vs. XGLE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRQ.DE
iShares Euro Government Bond 7-10yr UCITS ETF (Acc)
0.06%1.69%0.90%8.71%-19.90%-3.09%4.11%6.70%1.22%0.85%
XGLE.DE
Xtrackers II Eurozone Government Bond UCITS ETF
0.07%0.67%1.55%6.76%-18.18%-3.62%4.64%6.63%0.92%-0.10%

Correlation

The correlation between SXRQ.DE and XGLE.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.97

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

0.98

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

0.95

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2009

0.90

The correlation between SXRQ.DE and XGLE.DE has been stable across timeframes, ranging from 0.90 to 0.98 - a consistent structural relationship.

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Return for Risk

SXRQ.DE vs. XGLE.DE — Risk / Return Rank

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

SXRQ.DE
SXRQ.DE Risk / Return Rank: 99
Overall Rank
SXRQ.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SXRQ.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
SXRQ.DE Omega Ratio Rank: 99
Omega Ratio Rank
SXRQ.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
SXRQ.DE Martin Ratio Rank: 1010
Martin Ratio Rank

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

SXRQ.DE vs. XGLE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) and Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.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.


SXRQ.DEXGLE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.01

1.00

+0.01

Calmar ratioReturn relative to maximum drawdown

0.04

-0.02

+0.06

Martin ratioReturn relative to average drawdown

0.10

-0.05

+0.15

SXRQ.DE vs. XGLE.DE - Sharpe Ratio Comparison

The current SXRQ.DE Sharpe Ratio is 0.03, which is higher than the XGLE.DE Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of SXRQ.DE and XGLE.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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Sharpe Ratios by Period


SXRQ.DEXGLE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

-0.02

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

-0.36

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

-0.06

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.47

-0.06

Drawdowns

SXRQ.DE vs. XGLE.DE - Drawdown Comparison

The maximum SXRQ.DE drawdown since its inception was -23.28%, roughly equal to the maximum XGLE.DE drawdown of -22.59%. Use the drawdown chart below to compare losses from any high point for SXRQ.DE and XGLE.DE.


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Drawdown Indicators


SXRQ.DEXGLE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.28%

-22.59%

-0.69%

Max Drawdown (1Y)

Largest decline over 1 year

-4.08%

-3.47%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-4.02%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

-21.71%

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-23.28%

-22.59%

-0.69%

Current Drawdown

Current decline from peak

-13.74%

-14.18%

+0.44%

Average Drawdown

Average peak-to-trough decline

-5.76%

-5.22%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

1.38%

+0.17%

Volatility

SXRQ.DE vs. XGLE.DE - Volatility Comparison

iShares Euro Government Bond 7-10yr UCITS ETF (Acc) (SXRQ.DE) and Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.DE) have volatilities of 1.84% and 1.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRQ.DEXGLE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

1.78%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.18%

3.66%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

5.00%

4.37%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

6.31%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.97%

5.61%

+0.36%

SXRQ.DE vs. XGLE.DE - Expense Ratio Comparison

SXRQ.DE has a 0.15% expense ratio, which is higher than XGLE.DE's 0.09% 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

SXRQ.DE vs. XGLE.DE - Dividend Comparison

Neither SXRQ.DE nor XGLE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, SXRQ.DE and XGLE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XGLE.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGLE.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for SXRQ.DE.

SXRQ.DE tracks Bloomberg Euro Government Bond 10, while XGLE.DE tracks iBoxx® EUR Sovereigns Eurozone. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for SXRQ.DE and 0.09% for XGLE.DE.

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