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XAT1.DE vs. XZBU.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XAT1.DE vs. XZBU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco AT1 Capital Bond ETF EUR Hedged Dist (XAT1.DE) and Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.DE). The values are adjusted to include any dividend payments, if applicable.

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XAT1.DE vs. XZBU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XAT1.DE
Invesco AT1 Capital Bond ETF EUR Hedged Dist
-0.82%8.61%8.34%-0.02%-12.08%2.58%4.29%
XZBU.DE
Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C
0.82%-3.98%6.63%5.34%-13.42%6.21%-1.19%

Returns By Period

In the year-to-date period, XAT1.DE achieves a -0.82% return, which is significantly lower than XZBU.DE's 0.82% return.


XAT1.DE

1D
1.12%
1M
-0.98%
YTD
-0.82%
6M
0.67%
1Y
5.93%
3Y*
9.23%
5Y*
0.84%
10Y*

XZBU.DE

1D
-0.19%
1M
-0.65%
YTD
0.82%
6M
1.05%
1Y
-2.73%
3Y*
2.13%
5Y*
0.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XAT1.DE vs. XZBU.DE - Expense Ratio Comparison

XAT1.DE has a 0.39% expense ratio, which is higher than XZBU.DE's 0.16% expense ratio.


Return for Risk

XAT1.DE vs. XZBU.DE — Risk / Return Rank

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

XAT1.DE
XAT1.DE Risk / Return Rank: 5757
Overall Rank
XAT1.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XAT1.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
XAT1.DE Omega Ratio Rank: 6464
Omega Ratio Rank
XAT1.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XAT1.DE Martin Ratio Rank: 5858
Martin Ratio Rank

XZBU.DE
XZBU.DE Risk / Return Rank: 66
Overall Rank
XZBU.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
XZBU.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
XZBU.DE Omega Ratio Rank: 66
Omega Ratio Rank
XZBU.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
XZBU.DE Martin Ratio Rank: 77
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.

XAT1.DE vs. XZBU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco AT1 Capital Bond ETF EUR Hedged Dist (XAT1.DE) and Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.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.


XAT1.DEXZBU.DEDifference

Sharpe ratio

Return per unit of total volatility

1.11

-0.30

+1.41

Sortino ratio

Return per unit of downside risk

1.51

-0.33

+1.83

Omega ratio

Gain probability vs. loss probability

1.25

0.95

+0.30

Calmar ratio

Return relative to maximum drawdown

1.54

-0.27

+1.81

Martin ratio

Return relative to average drawdown

6.56

-0.64

+7.20

XAT1.DE vs. XZBU.DE - Sharpe Ratio Comparison

The current XAT1.DE Sharpe Ratio is 1.11, which is higher than the XZBU.DE Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of XAT1.DE and XZBU.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


XAT1.DEXZBU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

-0.30

+1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.03

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-0.02

+0.32

Correlation

The correlation between XAT1.DE and XZBU.DE is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XAT1.DE vs. XZBU.DE - Dividend Comparison

XAT1.DE's dividend yield for the trailing twelve months is around 6.01%, while XZBU.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018
XAT1.DE
Invesco AT1 Capital Bond ETF EUR Hedged Dist
6.01%5.95%6.40%6.17%6.02%4.42%5.23%5.59%2.63%
XZBU.DE
Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XAT1.DE vs. XZBU.DE - Drawdown Comparison

The maximum XAT1.DE drawdown since its inception was -28.95%, which is greater than XZBU.DE's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for XAT1.DE and XZBU.DE.


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Drawdown Indicators


XAT1.DEXZBU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.95%

-17.79%

-11.16%

Max Drawdown (1Y)

Largest decline over 1 year

-4.31%

-8.61%

+4.30%

Max Drawdown (5Y)

Largest decline over 5 years

-27.74%

-17.79%

-9.95%

Current Drawdown

Current decline from peak

-2.00%

-7.46%

+5.46%

Average Drawdown

Average peak-to-trough decline

-6.50%

-7.99%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

3.37%

-2.47%

Volatility

XAT1.DE vs. XZBU.DE - Volatility Comparison

Invesco AT1 Capital Bond ETF EUR Hedged Dist (XAT1.DE) has a higher volatility of 2.80% compared to Xtrackers USD Corporate Bond SRI PAB UCITS ETF 1C (XZBU.DE) at 1.93%. This indicates that XAT1.DE's price experiences larger fluctuations and is considered to be riskier than XZBU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAT1.DEXZBU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

1.93%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

3.59%

4.41%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

5.31%

9.09%

-3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

9.19%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.30%

9.05%

+1.25%