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X03B.DE vs. XYP1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

X03B.DE vs. XYP1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.DE) and Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.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, X03B.DE achieves a 0.05% return, which is significantly higher than XYP1.DE's 0.03% return. Over the past 10 years, X03B.DE has underperformed XYP1.DE with an annualized return of 0.23%, while XYP1.DE has yielded a comparatively higher 0.56% annualized return.


X03B.DE

1D
0.04%
1M
0.05%
YTD
0.05%
6M
0.20%
1Y
0.95%
3Y*
2.63%
5Y*
0.68%
10Y*
0.23%

XYP1.DE

1D
0.05%
1M
0.03%
YTD
0.03%
6M
0.15%
1Y
0.93%
3Y*
2.85%
5Y*
0.86%
10Y*
0.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

X03B.DE vs. XYP1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
X03B.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
0.05%2.25%3.05%3.35%-4.64%-0.79%-0.13%0.14%-0.34%-0.48%
XYP1.DE
Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF
0.03%2.37%3.44%3.75%-4.62%-0.71%0.54%1.24%-0.04%-0.30%

Correlation

The correlation between X03B.DE and XYP1.DE is 0.86, 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

0.86

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

0.92

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

0.93

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

0.82

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2013

0.81

The correlation between X03B.DE and XYP1.DE shifts across timeframes, from 0.81 (all time) to 0.93 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

X03B.DE vs. XYP1.DE — Risk / Return Rank

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

X03B.DE
X03B.DE Risk / Return Rank: 1919
Overall Rank
X03B.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
X03B.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
X03B.DE Omega Ratio Rank: 2020
Omega Ratio Rank
X03B.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
X03B.DE Martin Ratio Rank: 1919
Martin Ratio Rank

XYP1.DE
XYP1.DE Risk / Return Rank: 1818
Overall Rank
XYP1.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XYP1.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XYP1.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XYP1.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
XYP1.DE Martin Ratio Rank: 1818
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.

X03B.DE vs. XYP1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.DE) and Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.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.


X03B.DEXYP1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.13

1.11

+0.02

Calmar ratioReturn relative to maximum drawdown

0.63

0.55

+0.08

Martin ratioReturn relative to average drawdown

2.04

1.75

+0.29

X03B.DE vs. XYP1.DE - Sharpe Ratio Comparison

The current X03B.DE Sharpe Ratio is 0.62, which is comparable to the XYP1.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of X03B.DE and XYP1.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


X03B.DEXYP1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.56

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.49

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.28

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.46

+0.11

Drawdowns

X03B.DE vs. XYP1.DE - Drawdown Comparison

The maximum X03B.DE drawdown since its inception was -6.78%, which is greater than XYP1.DE's maximum drawdown of -5.77%. Use the drawdown chart below to compare losses from any high point for X03B.DE and XYP1.DE.


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Drawdown Indicators


X03B.DEXYP1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.78%

-5.77%

-1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

-1.39%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-1.28%

-1.39%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-5.67%

-5.53%

-0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-6.78%

-5.77%

-1.01%

Current Drawdown

Current decline from peak

-0.51%

-0.61%

+0.10%

Average Drawdown

Average peak-to-trough decline

-1.19%

-0.93%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.44%

-0.04%

Volatility

X03B.DE vs. XYP1.DE - Volatility Comparison

Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.DE) and Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) have volatilities of 0.50% and 0.49%, 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


X03B.DEXYP1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

0.49%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.20%

1.25%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

1.30%

1.38%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.63%

1.75%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.32%

2.01%

-0.69%

X03B.DE vs. XYP1.DE - Expense Ratio Comparison

Both X03B.DE and XYP1.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

X03B.DE vs. XYP1.DE - Dividend Comparison

X03B.DE's dividend yield for the trailing twelve months is around 1.53%, while XYP1.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
X03B.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
1.53%1.39%0.98%0.28%0.12%0.13%0.00%0.00%0.00%0.00%0.65%0.66%
XYP1.DE
Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF
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


X03B.DE and XYP1.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

X03B.DE and XYP1.DE have the same expense ratio: 0.15% per year.

X03B.DE tracks iBoxx® EUR Eurozone 1-3, while XYP1.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3.

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